# Malliavin-Stein approach

Why this webpage?

In a seminal paper of 2005, Nualart and Peccati discovered a surprising central limit theorem (called the ``fourth moment theorem'' in the sequel; alternative proofs can be found here, here and here) for sequences of multiple stochastic integrals of a fixed order: in this context, convergence in distribution to the standard normal law is actually equivalent to convergence of just the fourth moment! Shortly afterwards, Peccati and Tudor gave a multidimensional version of this characterization.

Since the publication of these two pathbreaking papers, many improvements and developments on this theme have been considered. Among them is the work by Nualart and Ortiz-Latorre, giving a new proof only based on Malliavin calculus and the use of integration by parts on Wiener space. A second step is my joint paper ``Stein's method on Wiener chaos" written in collaboration with Peccati in which, by bringing together Stein's method with Malliavin calculus, we were able (among other things) to associate quantitative bounds to the fourth moment theorem.

It turns out that Stein's method and Malliavin calculus fit together admirably well, and that their interaction has led to some remarkable new results involving central and non-central limit theorems for functionals of infinite-dimensional Gaussian fields.

This webpage aims to gather all the available resources research papers having any link with the fourth moment theorem and related stuff. I have tried to be as comprehensive as possible, but several links are surely missing. In case, please feel free to contact me (inourdin@gmail.com).

Year 2024

S. Aida and N. Naganuma (2024): Hölder estimates and weak convergences of certain weighted sum processes

F. Alazemi, A. Alsenafi, Y. Chen and H. Zhou (2024): Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0,1/2)

J. Angst, R. Herry, D. Malicet and G. Poly (2024): Sharp total variation rates of convergence for fluctuations of linear statistics of beta-ensembles

J.-M. Azaïs, F. Dalmao and C. Delmas (2024): Multivariate CLT for critical points

B.B. Bhattacharya, S. Das, S. Mukherjee and S. Mukherjee (2024): Fluctuations of Quadratic Chaos

S. Bourguin, T. Dang and Y. Hu (2024): Non-central limit of densities of some functionals of Gaussian processes

M. Butzek (2024): Precise approximations of Rademacher functionals by Stein's method and De Finetti's theorem, Doctoral Thesis, Ruhr-Universität Bochum

M. Butzek and P. Eichelsbacher (2024): Non-uniform Berry-Esseen bounds for Gaussian, Poisson and Rademacher processes

A. Caponera, M. Rossi, M.D. Ruiz Medina (2024): Sojourn functionals of time-dependent chi^2-random fields on two-point homogeneous spaces

H. Chen, Y. Chen and Y. Liu (2024): Berry-Esséen bound for complex Wiener-Itô integral

L. Coutin, B. Massat and A. Réveillac (2024): Normal approximation of Functionals of Point Processes: Application to Hawkes Processes

H. C. Cui (2024): Topics in statistical physics of high-dimensional machine learning

L. Decreusefond and C. Vuong (2024): Malliavin structure for conditionally independent random variables

E. Di Bernardino, R. Shevchenko and A.P. Todino (2024): On the Euler-Poincaré Characteristic of the planar Berry's random wave: fluctuations and a perturbation study

S. Douissi and F. Alshahrani (2024): Parameter estimation for fractional stochastic heat equations : Berry-Esséen bounds in CLTs

N.T. Dung and N.T. Hang (2024) : Fisher information buonds and applications to SDEs with small noise

N.T. Dung, L. Vi and P.T.P. Thuy (2024): Non-uniform Berry-Esseen bounds via Malliavin-Stein method

R. Dugo, G. Giorgio and P. Pigato (2024): The multivariate fractional Ornstein-Uhlenbeck process

M.C. Düker and P. Zoubouloglou (2024): Breuer-Major Theorems for Hilbert Space-Valued Random Variables

C. Döbler (2024): New bounds for normal approximation on product spaces with application to monochromatic edges, random sums and an infinite de Jong CLT

R. Dhoyer and C.A. Tudor (2024): Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos

G. Giorgio (2024): Limit theorems for Gaussian fields via Chaos Expansions and Applications

A. Gloria and S. Qi (2024): Quantitative homogenization for log-normal coefficients via Malliavin calculus: the one-dimensional case

M. Hairer (2024): Renormalisation in the presence of variance blowup

Y. Koike (2024): High-dimensional bootstrap and asymptotic expansion

N. Leonenko, L. Maini, I. Nourdin and F. Pistolato (2024): Limit theorems for p-domain functionals of stationary Gaussian fields

L. Loosveldt and C.A. Tudor (2024): Modified wavelet variation for the Hermite processes

N. Mani, D. Mikulincer (2024): Characterizing the fourth-moment phenomenon of monochromatic subgraph counts via influence

B. D. Rednoss (2024): Variants of Stein's method with applications for discrete models, Doctoral Thesis, Ruhr-Universität Bochu

D. Schröder, D. Dmitriev, H. Cui and B. Loureiro (2024): Asymptotics of Learning with Deep Structured (Random) Features

Z. Shi (2024): Normal Approximation of Stabilizing Statistics

Z. Shi, C. Bhattacharjee, K. Balasubramanian and W. Polonik (2024): Multivariate Gaussian Approximation for Random Forest via Region-base Stabilization

K. Smutek (2024): Fluctuations of the Nodal Number in the Two-Energy Planar Berry Random Wave Model

T. Trauthwein (2024): Multivariate Second-Order p-Poincaré Inequalities

C.A. Tudor and J. Zurcher (2024): The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems

T. Watanabe (2024): Malliavin calculus on the Clifford algebra

P. Xia and G. Zheng (2024): Almost sure central limit theorems for parabolic/hyperbolic Anderson models with Gaussian colored noises

X. Xu and X. Yu (2024): Central limit theorems for the derivatives of self-intersection local time for d-dimensional Brownian motion

Year 2023

S. Aida and N. Naganuma (2023): An approach to asymptotic error distributions of rough differential equations

J. Angst, F. Dalmao and G. Poly (2023): A total variation version of Breuer-Major Central Limit Theorem under D^{1,2} assumption

A. Ayache and C.A. Tudor (2023): Asymptotic normality for a modified quadratic variation of the Hermite process

R. Balan, J. Huang, X. Wang, P. Xia, W. Yuan (2023): Gaussian fluctuations for the wave equation under rough random perturbations

R. Balan, P. Xia and G. Zheng (2023): Almost sure central limit theorem for the hyperbolic Anderson model with Lévy white noise

R. Balan and G. Zheng (2023): Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation

F. Baltazar-Larios, F. Delgado-Vences and L. Peralta (2023): Statistical inference for a stochastic partial differential equation related to an ecological niche

J.P.N. Bishwal (2023): Parameter Estimation for Subdiffusions with Proteins in Nanoscale Biophysics

A. Bordino, S. Favaro and S. Fortini (2023): Non-asymptotic approximations of Gaussian neural networks via second-order Poincaré inequalities

S. Bourguin, K. Spiliopoulos (2023): Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus

M. Butzek, P. Eichelsbacher, B. Rednoss (2023): Moderate Deviations for Functionals over infinitely many Rademacher random variables

V. Cammarota, D. Marinucci, M. Salvi and S. Vigogna (2023): A Quantitative Functional Central Limit Theorem for Shallow Neural Networks

H. Chen (2023): Optimal Rate of Convergence for Vector-valued Wiener-Ito Integral

H. Chen, Y. Chen and Y. Liu (2023): An improved complex fourth moment theorem

Y. Chen, Z. Ding and Y. Li (2023): Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process

C.-P. Diez (2023): Quelques théorèmes limites pour les matrices aléatoires, les processus non gaussiens et en probabilités libres

C.-P. Diez (2023): Berry-Essén theorem for random determinants

C.-P. Diez (2023): Sobolev-Wigner spaces

C. Döbler (2023): Normal approximation via non-linear exchangeable pairs

C. Döbler (2023): The Berry-Esseen bound in de Jong's CLT

M. Ebina (2023): Ergodicity and central limit theorems for stochastic wave equations in high dimensions

P. Ernst and D. Huang (2023): Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes

K. Es-Sebaiy and F. Alazemi (2023): New Kolmogorov bounds in the CLT for random ratios and applications

S. Favaro, B. Hanin, D. Marinucci, I. Nourdin and G. Peccati (2023): Quantitative CLTs in Deep Neural Networks

I. Flint, N. Privault and G. L. Torrisi (2023): The Malliavin-Stein method for normal random walks with dependent increments

S. Gaudlitz (2023): Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity

F. Grotto and G. Peccati (2023): Nonlinear Functionals of Hyperbolic Random Waves: the Wiener Chaos Approach

R. Herry, D. Malicet and G. Poly (2023): Central convergence on Wiener chaoses always implies asymptotic smoothness and C^infinity convergence of densities

M. Khabou (2023): Sur l'approximation des processus de Hawkes: des séries temporelles aux théorèmes centraux limites quantitatifs

Y.-T. Kim and H.-S. Park (2023): Improved Bound of Four Moment Theorem and Its Application to Orthogonal Polynomials Associated with Laws

Y.-T. Kim and H.-S. Park (2023): Bound for an Approximation of Invariant Density of Diffusions via Density Formula in Malliavin Calculus

J. Li and Y. Zhang (2023): Almost sure central limit theorems for stochastic wave equations

G.-R. Liu (2023): Convergence Rate Analysis in Limit Theorems for Nonlinear Functionals of the Second Wiener chaos

J. Liu and G. Shen (2023): Gaussian fluctuation for spatial average of the stochastic pseudo-partial differential equation with fractional noise

D. Mikulincer and Y. Shenfeld (2023): The Brownian transport map

E. Onaran, O. Bobrowski and R.J. Adler (2023): Functional Limit Theorems for Local Functionals of Dynamic Point Processes

M. Schulte and C. Thaele (2023): Moderate deviations on Poisson chaos

G. L. Torrisi (2023): Quantitative Multidimensional Central Limit Theorems for Means of the Dirichlet-Ferguson Measure

C.A. Tudor (2023): Multidimensional Stein method and quantitative asymptotic independence

C.A. Tudor and J. Zurcher (2023): Multidimensional Stein's method for Gamma approximation

Year 2022

O. Assaad, J. Gamain and C.A. Tudor (2022): Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise

R. Balan and W. Yuan (2022): Spatial integral of the solution to hyperbolic Anderson model with time-independent noise

R. Balan and W. Yuan (2022): Central limit theorems for heat equation with time-independent noise: the regular and rough cases

T. Bonis (2022): Stein's method for steady-state diffusion approximation in Wasserstein distance

A. Caponera (2022): Asymptotics for isotropic Hilbert-valued spherical random fields

L. Caramellino, G. Giorgio and M. Rossi (2022): Convergence in total variation for nonlinear functionals of random hyperspherical harmonics

Y. Chen and Y. Cheng (2022): The Berry-Esséen Upper Bounds of Vasicek Model Estimators

Y. Chen and X. Gu (2022): An Improved Berry-Esseen Bound of Least Squares Estimation for Fractional Ornstein-Uhlenbeck Processes

Y. Chen, Y. Li and L. Tian (2022): Moment estimator for an AR(1) model driven by a long memory Gaussian noise

T. Dang (2022): On non-stationary Wishart matrices and functional Gaussian approximations in Hilbert spaces

L. Decreusefond (2022): Selected Topics in Malliavin Calculus. Chaos, Divergence and So Much More

C.-P. Diez (2022): Free Malliavin-Stein-Dirichlet method: multidimensional semicircular approximations and chaos of a quantum Markov operator

C. Durastanti, D. Marinucci and A.P. Todino (2022): Spherical Poisson Waves

M. Ebina (2022): Central limit theorems for nonlinear stochastic wave equations in dimension three

K. Es-Sebaiy, F. Alazemi and M. Al-Foraih (2022): Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency

M. Khabou, N. Privault and A. Reveillac (2022): Normal approximation of compound Hawkes functionals

A. D. Khalaf, T. Saeed, R. Abu-Shanab, W. Almutiry and M. Abouagwa (2022): Estimating Drift Parameters in a Sub-Fractional Vasicek-Type Process. Entropy 2022, 24(5), 594

Y.T. Kim and H.S. Park (2022): Normal approximation when a chaos grade is greater than two

S. Kuzgun and D. Nualart (2022): Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise

G. Last, I. Molchanov and M. Schulte (2022): Normal approximation of Kabanov-Skorohod integrals on Poisson spaces

G.-R. Liu, Y.-C. Sheu and H.-T. Wu (2022): Asymptotic analysis of higher-order scattering transform of Gaussian processes

G.-R. Liu, Y.-C. Sheu and H.-T. Wu (2022): Gaussian Approximation for the Moving Averaged Modulus Wavelet Transform and its Variants

Y. Lu (2022): Moment estimator for an AR(1) model with non-zero mean driven by a long memory Gaussian noise

S. Luo (2022): Parameter estimations for the Gaussian process with drift at discrete observation

L. Maini and I. Nourdin (2022): Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields

Y. Mishura, H. Yamagishi and N. Yoshida (2022): Asymptotic expansion of an estimator for the Hurst coefficient

N. Naganuma (2022): Generalizations of the fourth moment theorem

M. Notarnicola, G. Peccati and A. Vidotto (2022): Functional Convergence of Berry's Nodal Lengths: Approximate Tightness and Total Disorder

D. Nualart and B. Saikia (2022): Gaussian fluctuations of spatial averages of a system of stochastic heat equations

E. Onaran, O. Bobrowski and R.J. Adler (2022): Functional Central Limit Theorems for Local Statistics of Spatial Birth-Death Processes in the Thermodynamic Regime

L. Pimentel (2022): Integration by parts and the KPZ two-point function

Z. Shi, K. Balasubramanian and W. Polonik (2022): A Flexible Approach for Normal Approximation of Geometric and Topological Statistics

T. Trauthwein (2022): Quantitative CLTs on the Poisson space via Skorohod estimates and p-Poincaré inequalities

R. Tao (2022): Gaussian fluctuations of a nonlinear stochastic heat equation in dimension two

X. Zhang and J. Liu (2022): Solving a class of higher-order fractional stochastic heat equations with fractional noise

W. Zhang and Y. Zhang (2022): Functional central limit theorems for spatial averages of the parabolic Anderson model with delta initial condition in dimension d>=1

Year 2021

H. Araya, J. Garzon, N. Moreno and F. Plaza (2021): Hermite spatial variations for the solution to the stochastic heat equation, Math. Comm. 26, no. 2.

O. Assaad (2021): Solutions des équations différentielles stochastiques: analyse asymptotique par la méthode de Malliavin-Stein et estimation statistique

O. Assaad and C.A. Tudor (2021): Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space, ESAIM PS, to appear

E. Azmoodeh, P. Eichelsbacher and C. Thäle (2021): Optimal Variance-Gamma approximation on the second Wiener chaos

E. Azmoodeh, D. Gasbarra and R. Gaunt (2021): An asymptotic approach to proving sufficiency ofStein characterisations

E. Azmoodeh, G. Peccati and X. Yang (2021): Malliavin-Stein Method: a Survey of Recent Developments

R. Balan, D. Nualart, L. Quer-Sardanyons and G. Zheng (2021): The hyperbolic Anderson model: Moment estimates of the Malliavin derivatives and applications

M.F. Baldé and K. Es-Sebaiy (2021): Convergence rate of CLT for the drift estimation of sub-fractional Ornstein–Uhlenbeck process of second kind, Modern Stochastics: Theory and Applications, pp. 1-19

C. Bhattacharjee (2021): Gaussian approximation in random minimal directed spanning trees

C. Bhattacharjee and I. Molchanov (2021): Gaussian Approximation for Sums of Region-Stabilizing Scores

O. Bobrowski, M. Schulte and D. Yogeshwaran (2021): Poisson process approximation under stabilization and Palm coupling

S. Bourguin, S. Campese and T. Dang (2021): Functional Gaussian approximations in Hilbert spaces: the non-diffusive case

J. Buckley and A. Nishry (2021): Gaussian complex zeros are not always normal: limit theorems on the disc

F. Caravenna and F. Cottini (2021): Gaussian Limits for Subcritical Chaos

Y. Chen, Z. Ding and Y. Li (2021): Berry-Esséen bounds and almost sure CLT for the quadratic variation of a general Gaussian process

Y. Chen, X. Gu and Y. Li (2021): Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise with Hurst parameter H in (0,1/2)

L.-J. Cheng, F.-Y. Wang and A. Thalmaier (2021): Some inequalities on Riemannian manifolds linking Entropy,Fisher information, Stein discrepancy and Wasserstein distance

F. Dalmao, A. Estrade and J.R. León (2021): On 3-dimensional Berry's model, ALEA, Lat. Am. J. Probab. Math. Stat. 18, pp. 379–399

F. Delgado-Vences and J.J. Pavon-Español (2021): Statistical inference for a stochastic wave equation with Malliavin calculus

C.-P. Diez and C.A. Tudor (2021): Statistical inference for a stochastic wave equation with Malliavin calculus

C. Döbler, M. Kasprzak and G. Peccati (2021): The multivariate functional de Jong CLT

S. Douissi, K. Es-Sebaiy, G. Kerchev and I. Nourdin (2021): Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency

S. Douissi, F.G. Viens and K. Es-Sebaiy (2021): Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach

P. Eichelsbacher, B. Rednoss, C. Thaele and G. Zheng (2021): A simplified second-order Gaussian Poincaré inequality in discrete setting with applications

K. Es-Sebaiy, M. Al-Foraih and F. Alazemi (2021): Wasserstein Bounds in the CLT of the MLE for the Drift Coefficient of a Stochastic Partial Differential Equation

J. Gehringer, X.-M. Li and J. Sieber (2021): Functional Limit Theorems for Volterra Processes and Applications to Homogenization

M. Hairer (2021): Introduction to Malliavin Calculus

H. Halconruy (2021): Malliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation

C. Hillairet, L. Huang, M. Khabou and A. Réveillac (2021): The Malliavin-Stein method for Hawkes functionals

M. Khabou (2021): Malliavin-Stein method for the multivariate compound Hawkes process

A.D. Khalaf, A. Zeb, Y.A. Sabawi, S. Djilali and X. Wang (2021): Optimal rates for the parameter prediction of a Gaussian Vasicek process

Y.T. Kim and H.S. Park (2021): Fourth moment bound and stationary Gaussian processes with positive correlation

Y.T. Kim and H.S. Park (2021): An Edgeworth Expansion for the Ratio of Two Functionals of Gaussian Fields and Optimal Berry–Esseen Bounds

Y.T. Kim and H.S. Park (2021): Quantitative Fourth Moment Theorem of Functions on the Markov triple and Orthogonal Polynomials

Y. Li, M.S. Pakkanen and A.E.D. Veraart (2021): Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes

G.-R. Liu, Y.-C. Sheu and H.-T. Wu (2021): Asymptotic Analysis of Higher-order Scattering Transform of Gaussian Processes

R. Maffucci and M. Rossi (2021): Asymptotic distribution of Nodal Intersections for ARW against a Surface

D. Marinucci (2021): Some Recent Developments on the Geometry of Random Spherical Eigenfunctions

D. Mikulincer (2021): Universality of High-Dimensional Systems. PhD thesis, Wiezmann Institute of Science

M. Notarnicola (2021): Matrix Hermite polynomials, random determinants and the geometry of Gaussian fields

I. Nourdin and F. Pu (2021): Gaussian fluctuation for Gaussian Wishart matrices of overall correlation

D. Nualart, P. Xia and G. Zheng (2021): Quantitative central limit theorems for the parabolicAnderson model driven by colored noises

G. Peccati and N. Turchi (2021): The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices

R. Shevchenko (2021): Quadratic variations for Gaussian isotropic random fields onthe sphere

G. Shen, Z. Tang and X. Yin (2021): Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion

M. Schulte and J.E. Yukich (2021): Rates of multivariate normal approximation for statistics in geometric probability

R. Shevchenko (2021): On quadratic variations of the fractional-white wave equation

Year 2020

H. Araya and C.A. Tudor (2020): Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise, Stoch. Dynamics

O. Assaad and C.A. Tudor (2020): Parameter identification for the Hermite Ornstein–Uhlenbeck process, Stat. Inference Stoch. Process

O. Assaad, D. Nualart, C.A. Tudor and L. Viitasaari (2020): Quantitative normal approximations for the stochastic fractional heat equation

J.-M. Azaïs, F. Dalmao and J.R. León (2020): Studying the winding number of a Gaussian process: the real method

E. Azmoodeh, M.M. Ljungdahl and C. Thäle (2020): Multi-Dimensional Normal Approximation of Heavy-Tailed Moving Averages

E. Azmoodeh, Y. Mishura and F. Sabzikar (2020): How does tempering affect the local and globalproperties of fractional Brownian motion?

B. B. Bhattacharya, S. Das and S. Mukherjee (2020): Motif Estimation via Subgraph Sampling: The Fourth Moment Phenomenon

M. F. Balde, R. Belfadli and K. Es-Sebaiy (2020): Berry-Esséen bound for drift estimation of fractional Ornstein-Uhlenbeck process of second kind

R. Belfadli, K. Es-Sebaiy and F.-E. Farah (2020): Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean

S. Bourguin and T. Dang (2020): High dimensional regimes of non-stationary Gaussian correlated Wishart matrices

S. Bourguin, C.-P. Diez and C.A. Tudor (2020): Limiting behavior of large correlated Wishart matrices with chaotic entries

S. Bourguin, S. Gailus and K. Spiliopoulos (2020): Discrete-time inference for slow-fast systems driven by fractional Brownian motion

C. Chen, J. Cui, J. Hong and D. Sheng (2020): Convergence of Density Approximations for Stochastic Heat Equation

L. Chen, D. Khoshnevisan, D. Nualart and F. Pu (2020): Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition

L. Chen, D. Khoshnevisan, D. Nualart and F. Pu (2020): Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method

Y. Chen and H. Zhou (2020): Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise

R. Chertovskih and E. Shamarova (2020): Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression

I. Cialenco and H.-J. Kim (2020): Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise revised

M. Diaz, A. Jaramillo and J.C. Pardo (2020): Fluctuations for matrix-valued Gaussian processes

C. Döbler (2020): Normal approximation via non-linear exchangeable pairs

K. Es-Sebaiy and J. Moustaaid (2020): Optimal Berry-Esséen bound for Maximum likelihood estimation of the drift parameter in α-Brownian bridge

X. Fang, Y. Koike (2020): High-dimensional Central Limit Theorems by Stein's Method

X. Fang, Y. Koike (2020): New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems

V. Garino, I. Nourdin, D. Nualart and M. Salamat (2020): Limit theorems for integral functionals of Hermite-driven processes

J. Gehringer (2020): Functional Limit Theorems of moving averages of Hermite processes and an application to homogenization

J. Gehringer and X.-M. Li (2020): Functional limit theorems for the fractional Ornstein-Uhlenbeck process

J. J. Grygierek (2020): Random Geometric Structures, PhD thesis, Universität Osnabrück

R. B. Guerrero, D. Nualart and G. Zheng (2020): Averaging 2d stochastic wave equation

H. Jiang, H. Liu and Y. Zhou (2020): Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations, Electron. J. Statistics 14, pp. 3192-3229

K. Kim and J. Yi (2020): Limit theorems for time-dependent averages of nonlinear stochastic heat equations

D. Khosnevisan, D. Nualart and F. Pu (2020): Spatial stationarity, ergodicity and CLT for parabolic Anderson model with delta initial condition in dimension d≥1

R. Lachièze-Rey, G. Peccati and X. Yang (2020): Quantitative two-scale stabilization on the Poisson space

D. Lygkonis and N. Zygouras (2020): Edwards-Wilkinson fluctuations for the directed polymer in the full L2-regime for dimensions d≥3

C. Macci, M. Rossi and A.P. Todino (2020): Moderate Deviation estimates for Nodal Lengths of Random Spherical Harmonics

D. Marinucci, M. Rossi and A. Vidotto (2020): Non-Universal Fluctuations of the Empirical Measure for Isotropic Stationary Fields on S2 x R

D. Mikulincer (2020): A CLT in Stein's distance for generalized Wishart matrices and higher order tensors

M. Notarnicola (2020): Fluctuations of nodal sets on the 3-torus and general cancellation phenomena

I. Nourdin, G. Peccati and X. Yang (2020): Multivariate normal approximation on the Wiener space: new bounds in the convex distance

D. Nualart, X. Song and G. Zheng (2020): Spatial averages for the Parabolic Anderson model driven by rough noise

D. Nualart and G. Zheng (2020): Central limit theorems for stochastic wave equations in dimensions one and two

X. Pei (2020): Parameter estimation for Vasicek model driven by a general Gaussian noise

L. P. R. Pimentel (2020): Integration by parts and the KPZ two-point function

N. Privault and G. Serafin (2020): Normal approximation for generalized U-statistics and weighted random graphs

N. Privault and G. Serafin (2020): Berry-Esseen bounds for functionals of independent random variables

F. Pu (2020): Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann boundary conditions

T. Roa, S. Torres and C.A. Tudor (2020): Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion

R. Shevchenko and A.P. Todino (2020): Asymptotic Behaviour of Level Sets of Needlet Random Fields

L. Tian (2020): Second Moment Estimator for an AR(1) Model Driven by a Long Memory Gaussian Noise

A.P. Todino (2020): Limiting Behavior for the Excursion Area of Band-Limited Spherical Random Fields

A. Vidotto (2020): A Note on the Reduction Principle for the Nodal Length of Planar Random Waves

Q. Yu (2020): symptotic properties for q-th chaotic component of derivative of self-intersection local time of fractional Brownian motion, J. Math. Anal. Appl., in press

Year 2019

F. Alazemi, S. Douissi and Kh. Es-Sebaiy (2019): Berry–Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process with discrete observations, Теория вероятн. и ее примен. 64, no. 3, pp. 502–525

F. Alazemi, S. Douissi and Kh. Es-Sebaiy (2019): Berry-Esseen bounds for drift parameter estimation of discretely observed fractional Vasicek-type processes, Theory of Stochastic Processes 40, no. 1, pp. 6-18

E. Azmoodeh, P. Eichelsbacher and L. Knichel (2019): Optimal Gamma Approximation on Wiener Space

A. Basse-O'Connor, M. Podolskij and C. Thäle(2019): A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages

D. Bell, R. Bolanos and D. Nualart (2019): Limit theorems for singular Skorohod integrals

S. Bourguin and S. Campese (2019): Approximation of Hilbert-valued Gaussian measures on Dirichlet structures

V. Cammarota and D. Marinucci (2019): On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics

A. Caponera and D. Marinucci (2019): Asymptotics for Spherical Functional Autoregressions

Y. Chen and Y. Liu (2019): Complex Wiener-Itô Chaos Decomposition Revisited

I. Cialenco, F. Delgado-Vences and H.-J. Kim (2019): Drift Estimation for Discretely Sampled SPDEs

F. Dalmao, A. Estrade and J. León (2019): On 3-dimensional Berry's model

L. Decreusefond and H. Halconruy (2019): Malliavin and Dirichlet structures for independent random variables, Stochastic Processes and their Applications 129(8), pp. 2611-2653.

S. Douissi, K. Es-Sebaiy, F. Alshahrani and F. Viens (2019): AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation

M. Duerinckx (2019): On the size of chaos via Glauber calculus in the classical mean-field dynamics

N. T. Dung, T. C. Son, T. M. Cuong, N. V. Tan and T. N. Quynh (2019): Density Estimates for Solutions of Stochastic Functional Differential Equations, Acta Mathematica Scientia 39, no. 4, pp. 955-970

N. Fountoulakis and J. Yukich (2019): Limit theory for the number of isolated and extreme points in hyperbolic random geometric graphs

J. Grygierek (2019): Multivariate Normal Approximation for functionals of random polytopes

R. Herry (2019): Stable limit theorems on the Poisson space

J. Huang, D. Nualart, L. Viitasaari and G. Zheng (2019): Gaussian fluctuations for the stochastic heat equation with colored noise

Z.M. Khalil and C.A. Tudor (2019): Estimation of the drift parameter for the fractional stochastic heat equation via power variation, Modern Stochastics: Theory and Applications 6, no. 4, pp. 397--417

Y.T. Kim and H.S. Park (2019): The optimal third moment theorem, J. Korean Statist. Soc., to appear

L. Knichel (2019): Fine Asymptotics for Models with Gamma Type Moments and Rates of Convergence on Wiener Space, PhD thesis

Y. Koike (2019): High-dimensional central limit theorems for homogeneous sums

S. Kuzgun and D. Nualart (2019): Rate of Convergence in the Breuer-Major Theorem via Chaos Expansions

I. Nourdin, D. Nualart and G. Peccati (2019): The Breuer-Major Theorem in total variation: improved rates under minimal regularity

D. Nualart (2019): Malliavin Calculus and Normal Approximations

D. Nualart and A. Tilva (2019): Continuous Breuer-Major theorem for vector valued fields

D. Nualart and G. Zheng (2019): Oscillatory Breuer-Major theorem with application to the random corrector problem

D. Nualart and G. Zheng (2019): Averaging Gaussian functionals

G. Peccati and A. Vidotto (2019): Gaussian Random Measures Generated by Berry's Nodal Sets

G. Poly (2019): Regularization along central convergence on second and third Wiener chaoses

R. Shevchenko, M. Slaoui and C.A. Tudor (2019): Generalized k-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus

M. Slaoui and C.A. Tudor (2019): Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index

M. Slaoui and C.A. Tudor (2019): Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs

G.-L. Torrisi, E. Leonardi (2019): Almost Sure Central Limit Theorems in Stochastic Geometry

C.A. Tudor and N. Yoshida (2019): High order asymptotic expansion for Wiener functionals

L. Viitasaari (2019): Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences, Probab. Surveys 16, pp. 62-98

M. Zili and E. Zougar (2019): Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator, Modern Stochastics: Theory and Applications (2019), pp. 1-31

N. Zygouras (2019): The 2D KPZ as a marginally relevant disordered system

N. Zygouras (2019): Discrete stochastic analysis

Year 2018

H. Araya and C.A. Tudor (2018): Behavior of the Hermite sheet with respect to the Hurst index, Stoch. Proc. Appl., in press

D. Armentano, J.-M. Azaïs, F. Dalmao and José León (2018): Central Limit Theorem for the number of real roots of Kostlan Shub Smale random polynomial systems

J.-M. Azaïs, D. Armentano, F. Dalmao and José León (2018): Central Limit Theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems

E. Azmoodeh, P. Eichelsbacher and L. Knichel (2018): On the Rate of Convergence to a Gamma Distribution on Wiener Space

E. Azmoodeh and D. Gasbarra (2018): On a new Sheffer class of polynomials related to normal product distribution

E. Azmoodeh and I. Nourdin (2018): Almost sure limit theorems on Wiener chaos: the non-central case

C. Berzin (2018): Estimation of Local Anisotropy Based on Level Sets

S. Bourguin, S. Campese, N. Leonenko and M. S. Taqqu (2018): Four moments theorems on Markov chaos

V. Cammarotta and D. Marinucci (2018): A Reduction Principle for the Critical Values of Random Spherical Harmonics

S. Campese, I. Nourdin and D. Nualart (2018): Continuous Breuer-Major theorem: tightness and non-stationarity

Y. Chen and N. Kuang (2018): Berry-Esséen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter 0<H<1/2

Y. Chen, N. Kuang and Y. Li (2018): Berry-Esseen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes

G. Cébron (2018): A quantitative fourth moment theorem in free probability theory

T. Courtade (2018): Bounds on the Poincaré constant for convolution measures

F. Delgado-Vences, D. Nualart and G. Zheng (2018): A Central Limit Theorem for the stochastic wave equation with fractional noise

C. Döbler and G. Peccati (2018): Limit theorems for symmetric U-statistics using contractions

C. Döbler and G. Peccati (2018): Fourth moment theorems on the Poisson space: analytic statements via product formulae

N.T. Dung (2018): Poisson and normal approximations for the measurable functions of independent random variables

N.T. Dung (2018): Explicit rates of convergence in the multivariate CLT for nonlinear statistics

A. Dunlap, Y. Gu, L. Ryzhik and O. Zeitouni (2018): Fluctuations of the solutions to the KPZ equation in dimensions three and higher

X. Fan and J.L. Wu (2018): Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes

M. Fathi (2018): Stein kernels and moment maps

Y. Gu (2018): Gaussian fluctuations of the 2D KPZ equation

J. Hazla, E. Mossel, N. Ross and G. Zheng (2018): The Probability of Intransitivity in Dice and Close Elections

J. Huang, D. Nualart and L. Viitasaari (2018): A Central Limit Theorem for the stochastic heat equation

M. Khalil and C.A Tudor (2018): Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise, Electron. J. Statist. 12, number 2, pp. 3639-3672.

Y. Koike (2018): Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance

P. Kriz and B. Maslowski (2018): Central Limit Theorems and Minimum-Contrast Estimators for Linear Stochastic Evolution Equations

G. Last, F. Nestmann and M. Schulte (2018): The random connection model and functions of edge-marked Poisson processes: second order properties and normal approximation

N. Ma and D. Nualart (2018): Rate of convergence for the weighted Hermite variations of the fractional Brownian motion

D. Müller (2018): Central Limit Theorems for Geometric Functionals of Gaussian Excursion Sets, PhD thesis, Karlsruher Institut für Technologie

I. Nourdin and D. Nualart (2018): The functional Breuer-Major theorem

I. Nourdin, G. Peccati and X. Yang (2018): Berry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality

I. Nourdin and G. Zheng (2018): Asymptotic behavior of large Gaussian correlated Wishart matrices

D. Nualart and H. Zhou (2018): Total variation estimates in the Breuer-Major theorem

N. Privault (2018): Third Cumulant Stein Approximation for Poisson Stochastic Integrals, J. Theoret. Probab., to appear

N. Privault (2018): Stein approximation for multidimensional Poisson random measures by third cumulant expansions

N. Privault and G. Serafin (2018): Normal approximation for sums of discrete U-statistics - application to Kolmogorov bounds in random subgraph counting

N. Privault, S.C.P. Yam and Z. Zhang (2018): Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates, Stoch. Proc. Appl., to appear

M. Rossi (2018): Random Nodal Lengths and Wiener Chaos, Proceedings of the Workshop "Probabilistic Methods in Spectral Geometry and PDE", CRM Montreal - August 2016

A. Saumard (2018): Weighted Poincaré inequalities, concentration inequalities and tail bounds related to the behavior of the Stein kernel in dimension one

M. Schulte and J.E. Yukich (2018): Multivariate second order Poincaré inequalities for Poisson functionals

M. Slaoui and C.A. Tudor (2018): Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index, Theory Probab. Math. Statist.98, pp. 173-187

A. P. Todino (2018): A Quantitative Central Limit Theorem for the Excursion Area of Random Spherical Harmonics over Subdomains of S2

A. P. Todino (2018): Nodal Lengths in Shrinking Domains for Random Eigenfunctions on S2

D. Tran (2018): Contributions to the asymptotic study of Hermite driven processes, PhD thesis, University of Luxembourg

G. Zheng (2018): Recent developments around the Malliavin-Stein approach – Fourth moment phenomena via exchangeable pairs, PhD thesis, University of Luxembourg

Year 2017

B. Arras, E. Azmoodeh, G. Poly and Y. Swan (2017): A bound on the 2-Wasserstein distance between linear combinations of independent random variables

B. Arras, E. Azmoodeh, G. Poly and Y. Swan (2017): Stein characterizations for linear combinations of gamma random variables

E. Azmoodeh and D. Gasbarra (2017): New moments criteria for convergence towards normal product/tetilla laws

D. Bell and D. Nualart (2017): Noncentral limit theorem for the generalized Rosenblatt process

S. Bourguin and S. Campese (2017): Free quantitative fourth moment theorems on Wigner space

S. Bourguin and I. Nourdin (2017): Freeness characterizations on free chaos spaces

V. Cammarota (2017): Nodal area distribution for arithmetic random waves

Y. Chen, Y. Hu and Z. Wang (2017): Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise

Y. Chen and G. Jiang (2017): A note on the Moment of Complex Wiener-Ito Integrals

C. Döbler and K. Krokowski (2017): On the fourth moment condition for Rademacher chaos

C. Döbler and G. Peccati (2017): The fourth moment theorem on the Poisson space

C. Döbler, A. Vidotto and G. Zheng (2017): Fourth moment theorems on the Poisson space in any dimension

S. Douissi, K. Es-Sebaiy and F.G. Viens (2017): Berry-Esséen bounds for parameter estimation of general Gaussian processes

T. Fissler (2017): On Higher Order Elicitability and Some Limit Theorems on the Poisson and Wiener Space, PhD thesis, University of Bern

M. Gao and J. Fang (2017): Multidimensional Free Poisson Limits on Free Stochastic Integral Algebras

A. Granelli and A. Veraart (2017): A central limit theorem for the realised covariation of a bivariate Brownian semistationary process

D. Harnett, A. Jaramillo and D. Nualart (2017): Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes

Y. Hu, D. Nualart and H. Zhou (2017): Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter

P. V. Hung (2017): Quantitative Central Limit Theorems of Spherical Sojourn Times of Isotropic Gaussian Fields, Acta Math Vietnam

A. Jaramillo and D. Nualart (2017): Functional limit theorem for the self-intersection local time of the fractional Brownian motion

M. Khalil, C.A. Tudor and M. Zili (2017): Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise, Stoch. Dyn., in press

Y. Kim and H. Park (2017): Optimal Berry–Esseen bound for statistical estimations and its application to SPDE, J. Multi. Anal., in press

Y. Kim and H. Park (2017): Optimal Berry–Esseen bound for an estimator of parameter in the Ornstein–Uhlenbeck process, J. Korean. Statist. Society, in press

Y. Kim and H. Park (2017): Convergence rate of a test statistics observed by the longitudinal data with long memory, Comm. Stat. Appl. Methods 24, pp. 481-492

Y. Koike (2017): Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data

M. Kratz and S. Vadlamani (2017): Central Limit Theorem for Lipschitz–Killing Curvatures of Excursion Sets of Gaussian Random Fields, J. Theoret. Probab., in press

K. Krokowski and C. Thaele (2017): Multivariate central limit theorems for Rademacher functionals with applications

C. Krein (2017): Weak convergence on Wiener space: targeting the first two chaoses

R. Lachièze-Rey, M. Schulte and J.E. Yukich (2017): Normal approximation for stabilizing functionals

D. Marinucci, M. Rossi and I. Wigman (2017): The Asymptotic Equivalence of the Sample Trispectrum and the Nodal Length for Random Spherical Harmonics

I. Nourdin, G. Peccati and M. Rossi (2017): Nodal Statistics of Planar Random Waves

I. Nourdin and D. Tran (2017): Statistical inference for Vasicek-type model driven by Hermite processess

I. Nourdin and G. Zheng (2017): Exchangeable pairs on Wiener chaos

D. Novotna and V. Benes (2017): Central limit theorem for functionals of Gibbs particle processes

R. Passeggeri and A. Veraart (2017): Limit theorems for multivariate Brownian semistationary processes and feasible results

G. Peccati and M. Rossi (2017): Quantitative limit theorems for local functionals of arithmetic random waves

N. Privault and G. Serafin (2017): Stein approximation for functionals of independent random sequences

N. Privault and Q. She (2017): Conditional Stein approximation for Itô and Skorohod integrals, Stat. Probab. Letters, in press

X. Sun and L. Yan (2017): Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion, J. Statist. Plan. Inf., in press

C. Thaele, N. Turchi and F. Wespi (2017): Random polytopes: variances and central limit theorems for intrinsic volumes

C. Tudor, N. Yoshida (2017): Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos

N. Turchi and F. Wespi (2017): Limit theorems for random polytopes with vertices on convex surfaces

A. Vidotto (2017): An Improved Second Order Poincaré Inequality for Functionals of Gaussian Fields

J. Viquez (2017): Normal Convergence Using Malliavin Calculus With Applications and Examples, Stochastic Analysis and Applications 2017

G. Zheng (2017): A Peccati-Tudor type theorem for Rademacher chaoses

Year 2016

S. Bai (2016): Probabilistic and statistical problems related to long-range dependence, PhD thesis, Boston University

B. Bhattacharya, P. Diaconis and S. Mukherjee (2016): Universal Limit Theorems in Graph Coloring Problems With Connections to Extremal Combinatorics, Ann. Appl. Probab., to appear

G. Binotto, I. Nourdin and D. Nualart (2016): Weak symmetric integrals with respect to the fractional Brownian motion

S. Bourguin and C. Durastanti (2016): On normal approximations for the two-sample problem on multidimensional tori

S. Bourguin and C. Durastanti (2016): On high-frequency limits of U-statistics in Besov spaces over compact manifolds

V. Cammarota and D. Marinucci (2016): A Quantitative Central Limit Theorem for the Euler-Poincaré Characteristic of Random Spherical Eigenfunctions

F. Caravenna, R. Sun and N. Zygouras (2016): Scaling limits of disordered systems and disorder relevance

L. Chen (2016): A Diffusion Model for Compositional Data, PhD thesis, Kent State University

L. H. Y. Chen, Y.-J. Lee and H.-H. Shih (2016): Normal Approximation for White Noise Functionals by Stein's Method and Hida Calculus

C. Döbler and G. Peccati (2016): Quantitative de Jong theorems in any dimension

C. Döbler and G. Peccati (2016): The Gamma Stein equation and non-central de Jong theorems

K. Es-Sebaiy and F. Viens (2016): Optimal rates for parameter estimation of stationary Gaussian processes

M. Fathi and B. Nelson (2016): Free Stein kernels and an improvement of the free logarithmic Sobolev inequality

T. Fissler and C. Thaele (2016): A new quantitative central limit theorem on the Wiener space with applications to Gaussian processes

A. Gouwy (2016): On various aspects of Stein's method: quantitative approximation for stochastic limit theorems, Master thesis, Universiteit Gent

J. Grygierek and C. Thaele (2016): Gaussian fluctuations for edge counts in high-dimensional random geometric graphs

Y. Kim and H. Park (2016): Berry–Esseen Type bound of a sequence Xn/Yn and its application, J. Korean Statist. Soc., in press

R. Malukas (2016): A Berry–Esséen bound for H-variation of a Gaussian process, Lithuanian Mathematical Journal 56, no. 1, pp. 77-106

T. Mastrolia (2016): Density analysis of non-Markovian BSDEs and applications to biology and finance

L. Neufcourt and F. Viens (2016): A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences

L. Neufcourt and F. Viens (2016): A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences

T. D. Nguyen (2016): Gaussian density estimates for the solution of singular stochastic Riccati equations, Appl Math 61, pp. 515-526

M. Rossi (2016): The Defect of Random Hyperspherical Harmonics

T. Sottinen and L. Viitasaari (2016): Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise

G. Torrisi (2016): Probability approximation of point processes with Papangelou conditional intensity

C. Tudor (2016): Multidimensional Selberg theorem and fluctuations of the zeta zeros via Malliavin calculus

R. Zeineddine (2016): Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time

G. Zheng (2016): Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals

Year 2015

E. Azmoodeh and G. Peccati (2015): Optimal Berry-Esseen bounds on the Poisson space

S. Bachmann and G. Peccati (2015): Concentration Bounds for Geometric Poisson Functionals: Logarithmic Sobolev Inequalities Revisited

S. Bai and M. S. Taqqu (2015): The universality of homogeneous polynomial forms and critical limits, J. Theoret. Probab., to appear

S. Bai, M. S. Ginovyan and M. S. Taqqu (2015): Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes

V. Bally and L. Caramellino (2015): An invariance principle for stochastic series I. Gaussian limits

E. del Barrio (2015): Berry-Esseen bounds for weighted averages of Poisson avoidance functionals

S. Bourguin (2015): Vector-valued semicircular limits on the free Poisson chaos

S. Campese (2015): Fourth Moment Theorems for complex Gaussian approximation

S. Campese, I. Nourdin, G. Peccati and G. Poly (2015): Multivariate Gaussian approximations on Markov chaoses

F. Caravenna, R. Sun and N. Zygouras (2015): Universality in marginally relevant disordered systems

L. H. Y. Chen (2015): Stein meets Malliavin in normal approximation, Acta Math. Vietnam. 40, 205-230.

L. H. Y. Chen and G. Poly (2015): Stein's method, Malliavin calculus, Dirichlet forms and the fourth moment theorem, Festschrift Masatoshi Fukushima (Z-Q Chen, N. Jacob, M. Takeda and T. Uemura, eds.), Interdisciplinary Mathematical Sciences Vol. 17, World Scientific, 107-130.

P.-C. Chu (2015): Stein's Method, Malliavin Calculus, Lévy White Noise Analysis, and their Applications in Financial Mathematics, PhD Thesis, School of Mathematical Sciences, University of Nottingham.

F. Dalmao (2015): CLT for the zeros of Kostlan Shub Smale random polynomials

L. Decreusefond (2015): The Stein-Dirichlet-Malliavin method, ESAIM: Proceedings, EDP Sciences, 2015, pp.11

C. Durastanti (2015): Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields

B. El Onsy, K. Es-Sebaiy and F. G. Viens (2015): Parameter Estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise

K. Es-Sebaiy and F.G. Viens (2015): Parameter estimation for SDEs related to stationary Gaussian processes

T. Fissler and C. Thaele (2015): A four moments theorem for Gamma limits on a Poisson chaos

D. Harnett and D. Nualart (2015): Central limit theorem for functionals of a generalized self-similar process

A. Jaramillo and D. Nualart (2015): Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion

Y. Kim and H. Park (2015): Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation, J. Korean Statist. Soc., in press

Y. Kim and H. Park (2015): Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion, Statist. Probab. Lett., in press

Y. Kim and H. Park (2015): Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications, J. Korean Statist. Soc., in press

Y. Kim and H. Park (2015): Kolmogorov distance for multivariate normal approximation, Korean J. Math. 23, no. 1, pp. 1-10

K. Krokowski (2015): Poisson approximation of Rademacher functionals by the Chen-Stein method and Malliavin calculus

K. Krokowski, A. Reichenbachs and C. Thaele (2015): Discrete Malliavin-Stein method: Berry-Esseen bounds for random graphs, point processes and percolation

S. Kusuoka and C.A. Tudor (2015): Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions

R. Lachèze-Rey and M. Reitzner (2015): U-statistics in stochastic geometry, book chapter

J. Liu, D. Tang and Y. Cang (2015): Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus, Communications in Statistics - Theory and Methods, in press

R. Malukas (2015): Limit theorems for H-variation of Gaussian processes, PhD thesis

J.-C. Mourrat and J. Nolen (2015): Scaling limit of the corrector in stochastic homogenization

G. Naitzat and R. J. Adler (2015): A central limit theorem for the Euler integral of a Gaussian random field

L.I. Nicolaescu (2015): Critical points of multidimensional random Fourier series: central limits

L.I. Nicolaescu (2015): Wiener chaos and limit theorems

I. Nourdin, D. Nualart and R. Zintout (2015): Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation

I. Nourdin, G. Peccati, G. Poly and R. Simone (2015): Multidimensional limit theorems for homogeneous sums: a general transfer principle

D. Nualart (2015): An Introduction to the Malliavin Calculus and Its Applications, Stochastic Equations for Complex Systems Mathematical Engineering 2015, pp 1-36

N. Privault and G.L. Torrisi (2015): The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes

M. Rossi (2015): On the High Energy Behavior of Nonlinear Functionals of Random Eigenfunctions on Sd, Chapter of the forthcoming book Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Ito chaos expansions and stochastic geometry edited by G. Peccati and M. Reitzner

M. Schulte and C. Thaele (2015): Poisson point process convergence and extreme values in stochastic geometry, Chapter of the forthcoming book Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Ito chaos expansions and stochastic geometry edited by G. Peccati and M. Reitzner

R. Simone (2015): Universality and Fourth Moment Theorem for homogeneous sums. Orthogonal polynomials and apolarity, PhD thesis, Universita Degli Studi Della Basilicata, Potenza, Italy

G. Torrisi (2015): Gaussian approximation of nonlinear Hawkes processes, Ann. Applied Probab., to appear

G. Torrisi (2015): Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes, Ann. IHP Proba Stat, to appear

L. Viitasaari (2015): Sufficient and Necessary Conditions for Limit Theorems for Quadratic Variations of Gaussian Sequences

Year 2014

O. Arizmendi and A. Jaramillo (2014): Convergence of the Fourth Moment and Infinite Divisibility: Quantitative estimates

J.-M. Azaïs, F. Dalmao and J.R. Leon (2014): CLT for the zeros of Classical Random Trigonometric Polynomials

E. Azmoodeh, G. Peccati and G. Poly (2014): The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds

E. Azmoodeh, G. Peccati and G. Poly (2014): Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach

E. Azmoodeh, T. Sottinen and L. Viitasaari (2014): Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model

V. Benes and M. Zikmundova (2014): Functionals of spatial point processes having a density with respect to the Poisson process, Kybernetika 50, no. 6, pp. 896-913

S. Bourguin, C. Durastanti, D. Marinucci and G. Peccati (2014): Gaussian approximations of nonlinear statistics on the sphere

Y. Chen (2014): Product formula, Independence and Asymptotic Moment-Independence for Complex Multiple Wiener-Ito Integrals

Y. Chen and Y. Liu (2014): On the fourth moment theorem for the complex multiple Wiener-Itô integrals

P. Eichelsbacher and C. Thäle (2014): Malliavin-Stein method for Variance-Gamma approximation on Wiener space

A. Estrade and J.R. Leon (2014): A central limit theorem for the Euler characteristic of a Gaussian excursion set

L. Goldstein, I. Nourdin and G. Peccati (2014): Gaussian Phase Transitions and Conic Intrinsic Volumes: Steining the Steiner Formula

Y. Hu, Y. Liu and D. Nualart (2014): Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

Y. Hu, D. Nualart, S. Tindel and F. Xu (2014): Density convergence in the Breuer-Major theorem for Gaussian stationary sequences

K. Kamatani (2014): Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution

Y. T. Kim (2014): Weak convergence for multiple stochastic integrals in Skorohod space, Korean J. Math. 22, no. 1, pp. 71-84

K. Krokowski, A. Reichenbachs and C. Thaele (2014): Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences

N. Kuang and B. Li (2014): Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation, Brazilian Journal of Probability and Statistics, to appear

G. Last (2014): Stochastic analysis for Poisson processes

G. Last, G. Peccati and M. Schulte (2014): Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization

M. Ledoux, I. Nourdin and G. Peccati (2014): Stein's method, logarithmic Sobolev and transport inequalities, GAFA, to appear

J. Liu and L. Yan (2014): Solving a nonlinear fractional stochastic partial differential equation with fractional noise, J. Theoret. Probab., to appear

D. Marinucci and M. Rossi (2014): Stein-Malliavin Approximations for Nonlinear Functionals of Random Eigenfunctions on Sd

T. Mastrolia, D. Possamaï and A. Réveillac (2016): Density analysis of BSDEs, Ann. Probab 44, no. 4, pp. 2817-2857

I. Nourdin, D. Nualart and G. Peccati (2014): Strong asymptotic independence on Wiener chaos

I. Nourdin, G. Peccati, G. Poly and R. Simone (2014): Classical and free fourth moment theorems: universality and thresholds

D. Nualart (2014): Normal Approximation on a Finite Wiener Chaos, Stochastic Analysis and Applications 2014, Springer Proceedings in Mathematics and Statistics Volume 100, 2014, pp 377-395

C. Olivera and C.A. Tudor (2014): The density of the solution to the stochastic transport equation with fractional noise

M. S. Pakkanen and A. Réveillac (2014): Functional limit theorems for generalized variations of the fractional Brownian sheet

G. Peccati (2014): Quantitative CLTs on a Gaussian space: a survey of recent developments. ESAIM: PROCEEDINGS 44, pp. 61-78

M.D. Ruiz-Medina and R.M. Crujeiras (2014): A Central Limit Result in the Wavelet Domain for Minimum Contrast Estimation of Fractal Random Fields. Theory Probab. Appl. 58, no. 3, 458-486.

M. Schulte and C. Thaele (2014): Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem

R. Simone (2014): Universality of free homogeneous sums in every dimension

C.A. Tudor (2014): Chaos expansion and asymptotic behavior of the Pareto distribution, Statist. Probab. Lett., to appear

D. Yogeshwaran, E. Subag and R.J. Adler (2014): Random geometric complexes in the thermodynamic regime

R. Zeineddine (2014): Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time

Year 2013

O. Arizmendi (2013): Convergence of the fourth moment and infinite divisibility

J.-M. Azaïs and J.R. León (2013): CLT for crossing of random trigonometric polynomials, Electron. J. Probab. 18, no. 68, 1-17.

E. Azmoodeh, S. Campese and G. Poly (2013): Fourth Moment Theorems for Markov Diffusion Generators

E. Azmoodeh, D. Malicet and G. Poly (2013): Generalization of the Nualart-Peccati criterion

E. Azmoodeh and J.I. Morlanes (2013): Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind

E. Azmoodeh and L. Viitasaari (2013): Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind

J.-M. Bardet and C.A. Tudor (2013): Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process

V.I. Bogachev, E. D. Kosov, I. Nourdin and G. Poly (2013): Two properties of vectors of quadratic forms in Gaussian random variables

S. Bourguin (2013): Poisson convergence on the free Poisson algebra

S. Bourguin and G. Peccati (2013): Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle

V. Cammarota and D. Marinucci (2013): On the Limiting Behaviour of Needlets Polyspectra

S. Campese (2013): Optimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaussian Fields

A. De, I. Diakonikolas and R. Servedio (2013): Deterministic Approximate Counting for Juntas of Degree-2 Polynomial Threshold Functions

A. De and R. Servedio (2013): Efficient deterministic approximate counting for low-degree polynomial threshold functions

A. Deya, D. Nualart and S. Tindel (2013): On L2 modulus of continuity of Brownian local times and Riesz potentials

P. Eichelsbacher and C. Thaele (2013): New Berry-Esseen bounds for non-linear functionals of Poisson random measures

D. Harnett and D. Nualart (2013): On Simpson's rule and fractional Brownian motion with H = 1/10

Y. Hu, F. Lu and D. Nualart (2013): Convergence of densities of some functionals of Gaussian processes

D. Hug, G. Last and M. Schulte (2013): Second order properties and central limit theorems for geometric functionals of Boolean models

A. V. Ivanov, N. Leonenko, M. D. Ruiz-Medina, I. N. Savich (2013): Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra, Ann. Probab. 41, no. 2, 1088-1114

Y. Kim (2013): A sufficient condition on optimal Berry-Esseen bounds of functionals of Gaussian fields, Communications for Statistical Applications and Methods20, no.1, 15-22

S. Kusuoka and C.A. Tudor (2013): Extension of the Fourth Moment Theorem to invariant measures of diffusions

N. Marie (2013): Ergodicity of a Generalized Jacobi's Equation and Applications

B. Maslowski and C.A. Tudor (2013): Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process, to appear in Bulletin des Sciences Mathématiques.

N. Naganuma (2013): Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion, poster in the 5th GCOE International Symposium on "Weaving Science Web beyond Particle-Matter Hierarchy", March 4-6, Sendai, Japan

I. Nourdin and D. Nualart (2013): Fisher Information and the Fourth Moment Theorem

I. Nourdin, D. Nualart and G. Peccati (2013): Quantitative stable limit theorems on the Wiener space, Ann. Probab., to appear

I. Nourdin, G. Peccati and Y. Swan (2013): Entropy and the fourth moment phenomenon

I. Nourdin and G. Peccati (2013): The optimal fourth moment theorem, Proc. of the A.M.S., to appear

I. Nourdin, G. Peccati and F.G. Viens (2013): Comparison inequalities on Wiener space

I. Nourdin and G. Poly (2013): An invariance principle under the total variation distance

I. Nourdin and R. Zeineddine (2014): An Itô's type formula for the fractional Brownian motion in Brownian time, Electron. J. Probab. 19, no. 99, pp. 1-15.

I. Nourdin and R. Zintout (2013): Cross-variation of Young integral with respect to long-memory fractional Brownian motions, Probab. Math. Statist., to appear

D. Nualart (2013): Book Review of Normal approximations with Malliavin calculus. From Stein’s method to universality by Ivan Nourdin and Giovanni Peccati, Bulletin of the AMS

D. Nualart and J. Swanson (2013): Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II

E. Nualart and F.G. Viens (2013): Hitting probabilities for general Gaussian processes

M. S. Pakkanen (2013): Limit theorems for power variations of ambit fields driven by white noise

G. Peccati and C. Thaele (2013): Gamma limits and U-statistics on the Poisson space

V. H. Pham (2013): On the rate of convergence for central limit theorems of sojourn times of Gaussian fields

N. Privault and G.L. Torrisi (2013): Probability approximation by Clark-Ocone covariance representation, Electron. J. Probab. 18, no. 91, pp. 1-25.

M. Reitzner, M. Schulte and C. Thaele (2013): Limit theory for the Gilbert graph.

R. Speicher (2013): Asymptotic Eigenvalue Distribution of Random Matrices and Free Stochastic Analysis, Random Matrices and Iterated Random Functions, Springer Proceedings in Mathematics and Statistics 53, pp 31-44

S. Torres, C.A. Tudor and F.G. Viens: Quadratic variations for the fractional-colored stochastic heat equation, Electron. J. Probab. 19 (2014), no. 76, 1–51

C. A. Tudor (2013): The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals

C.A. Tudor (2013): Analysis of variations for self-similar processes, Springer, Probability and Its Applications.

R. Zeineddine (2013): Fluctuations of the power variation of fractional Brownian motion in Brownian time

Year 2012

S. Aazizi (2012): A Simple Proof of Berry-Esséen Bounds for the Quadratic Variation of the Subfractional Brownian Motion.

S. Aazizi and K. Es-Sebaiy (2012): Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion.

F. Avram, N. Leonenko and L. Sakhno (2012): Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities.

S. Bai and M. S. Taqqu (2012): Multivariate limit theorems in the context of long-range dependence.

J.-M. Bardet and D. Surgailis (2012): Moment bounds and central limit theorems for Gaussian subordinated arrays, J. Multi. Anal., to appear

H. Biermé, A. Bonami, I. Nourdin and G. Peccati (2012): Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants, ALEA 9 (2), 473-500

S. Bourguin and J.-C. Breton (2012): Asymptotic Cramér type decomposition for Wiener and Wigner integrals, Infinite Dimensional Analysis, Quantum Probability and Related Topics, to appear

S. Bourguin and G. Peccati: Portmanteau inequalities on the Poisson space: mixed regimes and multidimensional clustering, Electron. J. Probab. 19 (2014), no. 66, 1–42

J.-C. Breton and J.-F. Coeurjolly (2012): Refined non-asymptotic confidence intervals for the Hurst parameter of a fractional Brownian motion, Stat. Inference Stoch. Process, to appear

K. Burdzy, D. Nualart and J. Swanson (2012): Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion

P. Cénac and K. Es-Sebaiy (2012): Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes

J.M. Corcuera, E. Hedevang, M.S. Pakkanen and M. Podolskij (2012): Asymptotic theory for Brownian semi-stationary processes with application to turbulence

L. Decreusefond, E. Ferraz, P. Martins and T. Vu (2012): Robust methods for LTE and WiMAX dimensioning

A. Deya, S. Noreddine and I. Nourdin (2012): Fourth Moment Theorem and q-Brownian Chaos, Comm. Math. Phys., to appear.

A. Deya and I. Nourdin (2012): Convergence of Wigner integrals to the tetilla law, ALEA 9, 101-127.

C. Durastanti, X. Lan and D. Marinucci (2012): Needlet-Whittle Estimates on the Unit Sphere. .

C. Durastanti, D. Marinucci and G. Peccati (2012): Normal Approximations for Wavelet Coefficients on Spherical Poisson Fields. .

R. Eden and J. Víquez (2012): Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions

K. Es-Sebaiy (2012): Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes

D. Harnett and D. Nualart (2012): CLT for an iterated integral with respect to fBm with H>1/2

J. Istas (2012): Estimating self-similarity through complex variations, Electron. J. Statist. 6, 1392-1408

T. Kemp, I. Nourdin, G. Peccati and R. Speicher (2012): Wigner chaos and the fourth moment, Ann. Probab. 40, no. 4, 1577-1635.

S. Kusuoka (2012): Survey on the fourth moment theorem, Stein's method and related topics, Tohoku University

S. Kusuoka and C.A. Tudor (2012): Stein's method for invariant measures of diffusions via Malliavin calculus, Stoch. Proc. Appl. 122 (4), 1627–1651.

R. Lachieze-Rey and G. Peccati (2012): Fine Gaussian fluctuations on the Poisson space II: rescaled kernels, marked processes and geometric U-statistics

G. Last, M. D. Penrose, M. Schulte and C. Thaele (2012): Moments and central limit theorems for some multivariate Poisson functionals

D. Marinucci and I. Wigman (2012): On Nonlinear Functionals of Random Spherical Eigenfunctions

M. Moers (2012): Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model, International Journal of Stochastic Analysis, article ID 268568.

I. Nourdin (2012): Selected aspects of fractional Brownian motion, Springer Verlag (Bocconi and Springer Series), to appear.

I. Nourdin (2012): Lectures on Gaussian approximations with Malliavin calculus, Prix de la Fondation des Sciences Mathématiques de Paris

I. Nourdin, D. Nualart and G. Poly (2012): Absolute continuity and convergence of densities for random vectors on Wiener chaos

I. Nourdin and G. Peccati (2012): Normal approximations with Malliavin calculus: from Stein's method to universality. Cambridge University Press (Cambridge Tracts in Mathematics)

I. Nourdin and G. Poly (2012): Convergence in law in the second Wiener/Wigner chaos, Elect. Comm. in Probab. 17, no. 36.

I. Nourdin and G. Poly (2012): Convergence in total variation on Wiener chaos, Stoch. Proc. Appl., to appear

M. Schulte (2012): A Central Limit Theorem for the Poisson-Voronoi Approximation, Adv. Appl. Math. 49, no. 3-5, 285-306

M. Schulte (2012): Normal approximation of Poisson functionals in Kolmogorov distance

M. Schulte and C. Thaele (2012): The scaling limit of Poisson-driven order statistics with applications in geometric probability, Stoch. Proc. Appl. 122, no. 12, 4096-4120

M. Schulte and C. Thaele (2012): Distances between Poisson k-flats

Year 2011

O. Aboura and S. Bourguin: Density estimates for solutions to one dimensional backward SDE's. Potential Analysis 38, no. 2 (2013), pp 573-587

O. E. Barndorff-Nielsen, J. M. Corcuera and M. Podolskij (2011): Multipower variation for Brownian semi-stationary processes, Bernoulli 17, no. 4, 1159-1194.

H. Biermé, A. Bonami and J.R. León (2011): Central limit theorems and quadratic variations in terms of spectral density, Electron. J. Probab. 16, no. 13, 362-395

S. Bourguin and C.A. Tudor: Malliavin Calculus and Self Normalized Sums, Séminaire de Probabilités XLV, Lecture Notes in Mathematics 2013, pp 323-351

S. Bourguin and C.A. Tudor (2011): Berry-Esseen bounds for long memory moving averages via Stein's method and Malliavin calculus. Stoch. Anal. Appl. 29, no. 5, 881-905

S. Bourguin and C.A. Tudor (2011): Cramér's theorem for Gamma random variables, Electron. Comm. Probab. 16, no. 1, 365-378.

L. H. Y. Chen, L. Goldstein and Q.-M. Shao (2011): Normal Approximation by Stein’s Method, Probability and Its Applications, Springer-Verlag (see more precisely the chapter 14, entitled ``Group Characters and Malliavin Calculus'')

J.M. Corcuera (2011): New Central Limit Theorems for Functionals of Gaussian Processes and their Applications. Methodol. Comput. Appl. Probab. (online first)

L. Decreusefond, E. Ferraz and H. Randriam: Simplicial Homology of Random Configurations, Journal of Advances in Applied Probability, Mars 2013

A. Deya and I. Nourdin: Invariance principles for homogeneous sums of free random variables, Bernoulli 20, no. 2 (2014), 586-603

C. Durastanti, X. Lan and D. Marinucci: Gaussian Semiparametric Estimates on the Unit Sphere, Bernoulli 20, no. 1 (2014), 28-77

K. Es-Sebaiy and C.A. Tudor (2011): Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes, Theory Probab. Appl. 55, no. 3, 411-431.

E. Ferraz and A. Vergne (2011): Statistics of geometric random simplicial complexes

Y. Hu, D. Nualart, X. Weilin and Z. Weiguo (2011): Exact maximum likelihood estimator for drift fractional Brownian motion at discrete observation, Acta Math. Scientia 31B, no. 5, 1851-1859

R. Lachieze-Rey and G. Peccati: Fine Gaussian fluctuations on the Poisson space, I: contractions, cumulants and geometric random graphs, Electron. J. Probab.18 (2013), no. 32, 1–32.

D. Marinucci and G. Peccati (2011): Random fields on the Sphere. Representation, Limit Theorems and Cosmological Applications. Series: London Mathematical Society Lecture Note Series 389. Cambridge University Press.

M.T. Nguyen (2011): Malliavin-Stein method for multi-dimensional U-statistics of Poisson point processes

S. Noreddine and I. Nourdin (2011): On the Gaussian approximation of vector-valued multiple integrals, J. Multiv. Anal. 102, no. 6, 1008-1017.

I. Nourdin (2011): Yet another proof of the Nualart-Peccati criterion, Electron. Comm. Probab. 16, 467-481

I. Nourdin and G. Peccati: Poisson approximations on the free Wigner chaos, Ann. Probab. 41, no. 4 (2013), 2709-2723

I. Nourdin, G. Peccati and M. Podolskij (2011): Quantitative Breuer-Major theorems. Stoch. Proc. Appl. 121, no. 4, 793-812.

I. Nourdin, G. Peccati and R. Speicher: Multidimensional semicircular limits on the free Wigner chaos, Seminar on Stochastic Analysis, Random Fields and Applications VII, Progress in Probability 67, 2013, pp 211-221

I. Nourdin and J. Rosiński: Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws, Ann. Probab. 42, no. 2 (2014), 497-526

I. Nourdin and M.S. Taqqu (2011): Central and non-central limit theorems in a free probability setting, J. Theoret. Probab. 27, no. 1, 220-248

D. Nualart and L. Quer-Sardanyons (2011): Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Infinite Dimensional Analysis, Quantum Probability and Related Topics 14, 25-34.

H.S. Park, J.W. Jeon and Y.T. Kim (2011): The central limit theorem for cross-variation related to the standard Brownian sheet and Berry–Esseen bounds, J. Korean Statist. Soc. 40, no. 2, 239-244

G. Peccati (2011): The Chen-Stein method for Poisson functionals

G. Peccati and C. Zheng: Universal Gaussian fluctuations on the discrete Poisson chaos, Bernoulli 20, no. 2 (2014), 697-715

M. Reitzner and M. Schulte: Central Limit Theorems for U-Statistics of Poisson Point Processes, Ann. Probab. 41, no. 6 (2013), 3879-3909

C. Tudor (2011): Berry–Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion, J. Math. Anal. Appl. 375, no. 2, 667-676.

C.A. Tudor (2011): Asymptotic Cramér's theorem and analysis on Wiener space, Séminaire de Probabilités XLIII, Lecture Notes in Mathematics, 309-325

J. Víquez (2011): On the second order Poincaré inequality and CLT on Wiener-Poisson space

Year 2010

H. Airault, P. Malliavin and F.G. Viens (2010): Stokes formula on the Wiener space and n-dimensional Nourdin–Peccati analysis, J. Funct. Anal. 258, 1763-1783

B. Bercu, I. Nourdin and M.S. Taqqu (2010): Almost sure central limit theorems on the Wiener space , Stoch. Proc. Appl. 120, no. 9, 1607-1628

V. Bogachev (2010): Differentiable Measures and the Malliavin Calculus, American Mathematical Society (see more precisely pages 321-323)

S. Darses, I. Nourdin and D. Nualart (2010): Limit theorems for nonlinear functionals of Volterra processes via white noise analysis, Bernoulli 16, no. 4, 1262-1293

R. Eden and F.G. Viens: General upper and lower tail estimates using Malliavin calculus and Stein's equations, Seminar on Stochastic Analysis, Random Fields and Applications VII Progress in Probability Volume 67, 2013, pp 55-84

Y. Hu and D. Nualart (2010): Parameter estimation for fractional Ornstein-Uhlenbeck processes, Stat. Probab. Lett. 80, no. 11-12, 1030-1038

M. Ledoux: Chaos of a Markov operator and the fourth moment condition, Ann. Probab. 40, no. 6, 2012, 2439-2459

D. Marinucci and I. Wigman: On the Excursion Sets of Spherical Gaussian Eigenfunctions, Journal of Mathematical Physics, 52, 9, 093301, 21 pp. (2011)

D. Marinucci and G. Peccati (2010): Ergodicity and Gaussianity for Spherical Random Fields, J. Math. Phys. 51, 043301

D. Marinucci and G. Peccati (2010): Group representations and high-resolution central limit theorems for subordinated spherical random fields. Bernoulli 16, no. 3, 798-824.

A. Neuenkirch, S. Tindel and J. Unterberger (2010): Discretizing the fractional Levy area, Stoch. Proc. Appl. 120, no. 2, 223-254

I. Nourdin and D. Nualart (2010): Central limit theorems for multiple Skorohod integrals, J. Theoret. Probab. 23, no. 1, 39-64

I. Nourdin, D. Nualart and C.A. Tudor (2010): Central and non-central limit theorems for weighted power variations of fractional Brownian motion, Ann. I.H.P. 46, no. 4, 1055-1079

I. Nourdin and G. Peccati (2010): Stein's method meets Malliavin calculus: a short survey with new estimates, In the volume: Recent Advances in Stochastic Dynamics and Stochastic Analysis, World Scientific

I. Nourdin and G. Peccati (2010): Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs, ALEA 7, 341-375

I. Nourdin and G. Peccati (2010): Cumulants on the Wiener space, J. Funct. Anal. 258, 3775-3791

I. Nourdin and G. Peccati (2010): Stein's method and exact Berry-Esséen asymptotics for functionals of Gaussian fields, Ann. Probab. 37, no. 6, 2231-2261

I. Nourdin, G. Peccati and G. Reinert (2010): Stein's method and stochastic analysis of Rademacher sequences, Elect. J. Probab. 15, no. 55, 1703-1742

I. Nourdin, G. Peccati and G. Reinert (2010): Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos, Ann. Probab. 38, no. 5, 1947-1985

I. Nourdin, G. Peccati and A. Réveillac (2010): Multivariate normal approximation using Stein's method and Malliavin calculus, Ann. I.H.P. 46, no. 1, 45-58

I. Nourdin, A. Réveillac and J. Swanson (2010): The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6. Elect. J. Probab. 15, 2117-2162.

G. Peccati, J.-L. Solé, M.S. Taqqu and F. Utzet (2010): Stein's method and normal approximation of Poisson functionals, Ann. Probab. 38, no. 2, 443-478

G. Peccati and M.S. Taqqu (2010): Wiener Chaos: Moments, Cumulants and Diagrams, Springer Verlag (Bocconi and Springer Series) (see more precisely the chapter 11, entitled ``Limit theorems on the Gaussian Wiener chaos'')

G. Peccati and C. Zheng (2010): Multi-dimensional Gaussian fluctuations on the Poisson space, Elect. J. Probab. 15, no. 48, 1487-1527

A. Réveillac, M. Stauch and C.A. Tudor: Hermite variations of the fractional Brownian sheet. Stoch. Dyn. 12(3), 1150021 (2012), 21 pp

M. Schulte and C. Thaele (2010): Exact and asymptotic results for intrinsic volumes of Poisson k-flat processes

Year 2009

P. Baldi, G. Kerkyacharian, D. Marinucci and D. Picard (2009): Asymptotics for spherical needlets, Ann. Statist. 37, no. 3, 1150-1171.

O. E. Barndorff-Nielsen, J. M. Corcuera and M. Podolskij (2009): Power variation for Gaussian processes with stationary increments, Stoch. Proc. Appl. 119, 1845-1865

O. E. Barndorff-Nielsen, J. M. Corcuera, M. Podolskij and J. H. C. Woerner (2009): Bipower variation for Gaussian processes with stationary increments, J. Appl. Probab. 46, 132-150

J.-C. Breton, I. Nourdin and G. Peccati (2009): Exact confidence intervals for the Hurst parameter of a fractional Brownian motion, Electron. J. Statist. 3, 416-425

B. Buchmann and N. H. Chan (2009): Integrated functionals of normal and fractional processes, Ann. Appl. Probab. 19, no. 1, 49-70.

X. Lan and D. Marinucci (2009): On The Dependence Structure of Wavelet Coefficients for Spherical Random Fields, Stoch. Proc. Appl. 119 3749-3766

I. Nourdin (2009): A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4, J. Funct. Anal. 256, 2303-2320

I. Nourdin and G. Peccati (2009): Non-central convergence of multiple integrals, Ann. Probab. 37, no. 4, 1412–1426

I. Nourdin and G. Peccati (2009): Stein's method on Wiener chaos, Probab. Theory Rel. Fields 145, no. 1, 75-118

I. Nourdin, G. Peccati and G. Reinert (2009): Second order Poincaré inequalities and CLTs on Wiener space, J. Funct. Anal. 257, 593-609

I. Nourdin and A. Réveillac (2009): Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4, Ann. Probab.37, no. 6, 2200-2230

I. Nourdin and F.G. Viens (2009): Density formula and concentration inequalities with Malliavin calculus, Electron. J. Probab. 14, 2287-2309

D. Nualart (2009): Malliavin Calculus and Its Applications, American Mathematical Society and CBMS Regional Conference Series in Mathematics (see more precisely the chapter 9, entitled ``Central limit theorem and Malliavin calculus'')

D. Nualart and L. Quer-Sardanyons (2009): Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Stoch. Proc. Appl.119, 3914-3938.

G. Peccati (2009): Stein's method, Malliavin calculus and infinite-dimensional Gaussian analysis, Progress in Stein’s Method, Singapore

G. Reinert: Gaussian approximation of functionals: Malliavin calculus and Stein’s method, Surveys in stochastic processes, 107–126, EMS Ser. Congr. Rep., Eur. Math. Soc., Zürich, 2011

A. Réveillac (2009): Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets, Stoch. Anal. Appl. 27, no. 1, 51-73

S. Si (2009): Two-step variations for processes driven by fractional Brownian motion with application in testing for jumps from the high frequency data, PhD thesis, University of Tennessee

C.A. Tudor (2009): Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion, Elect. Comm. in Probab. 14, 278–289

F.G. Viens (2009): Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent, Stoch. Proc. Appl. 119, 3671-3698

Year 2008

J.-C. Breton and I. Nourdin (2008): Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion, Electron. Comm. in Probab. 13, 482-493

X. Lan and D. Marinucci (2008): The needlets bispectrum, Electron. J. Statist. 2, 332-367

D. Marinucci and G. Peccati (2008): High-frequency asymptotics for subordinated isotropic fields on an Abelian compact group, Stoch. Proc. Appl. 118, no. 4, 585-613

I. Nourdin and G. Peccati (2008): Weighted power variations of iterated Brownian motion, Elect. J. Probab. 13, no. 43, 1229-1256

D. Nualart and S. Ortiz-Latorre (2008): Central limit theorems for multiple stochastic integrals and Malliavin calculus, Stoch. Proc. Appl. 118, no. 4, 614-628

Year 2007

A. Neuenkirch and I. Nourdin (2007): Exact rate of convergence of some approximation schemes associated to SDEs driven by a fBm. J. Theoret. Probab. 20, 871-899

G. Peccati (2007): Gaussian approximations of multiple integrals, Elect. Comm. in Probab. 12, 350-364

Year 2006

J.M. Corcuera, D. Nualart and J.H.C. Woerner (2006): Power variation of some integral fractional processes, Bernoulli 12, no. 4, 713-735

Year 2005

Y. Hu and D. Nualart (2005): Renormalized self-intersection local time for fractional Brownian motion, Ann. Probab. 33, no. 3, 948-983

Year 2004

G. Peccati and C.A. Tudor (2004): Gaussian limits for vector-valued multiple stochastic integrals, Séminaire de Probabilités XXXVIII, 247-262

D. Nualart and G. Peccati (2005): Central limit theorems for sequences of multiple stochastic integrals, Ann. Probab. 33, no. 1, 177-193