Self-similar processes are stochastic processes that are invariant in distribution under
suitable time scaling, and are a subject intensively studied in the last few decades. This …

We study the fluctuations, as d, n→∞, of the Wishart matrix W n, d= 1 d X n, d X n, d T
associated to an× d random matrix X n, d with non-Gaussian entries. We analyze the limiting …

Given a reference random variable, we study the solution of its Stein equation and obtain
universal bounds on its first and second derivatives. We then extend the analysis of Nourdin …

This paper considers the computation of Wyner's common information between outputs of
additive Gaussian channels with a common input. The work is motivated by recent …

A famous characterization theorem due to CF Gauss states that the maximum likelihood
estimator (MLE) of the parameter in a location family is the sample mean for all samples of …

We give necessary and sufficient conditions to characterize the convergence in distribution
of a sequence of arbitrary random variables to a probability distribution which is the invariant …

Cette thèse se compose de trois parties distinctes et se concentre à la fois sur l'analyse
stochastique commutative et non commutative. La première partie de ce travail portera sur …

We investigate generalizations of the Cramér theorem. This theorem asserts that a Gaussian
random variable can be decomposed into the sum of independent random variables if and …

Utrzymywanie odpowiedniego poziomu zapasów jest istotnym elementem polityki
przedsiębiorstwa. Głównymi powodami utrzymywania zapasów są między innymi …

In this chapter we study the asymptotic behavior of the quadratic variation (including
standard quadratic, quadratic variation based on higher order increments or wavelet-type …