52 research outputs found

    On the law of the solution to a stochastic heat equation with fractional noise in time

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    We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms of the bifractional Brownian motion

    Limiting behavior of large correlated Wishart matrices with chaotic entries

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    We study the fluctuations, as d,n→∞d,n\to \infty, of the Wishart matrix Wn,d=1dXn,dXn,dT\mathcal{W}_{n,d}= \frac{1}{d} \mathcal{X}_{n,d} \mathcal{X}_{n,d}^{T} associated to a n×dn\times d random matrix Xn,d\mathcal{X}_{n,d} with non-Gaussian entries. We analyze the limiting behavior in distribution of Wn,d\mathcal{W}_{n,d} in two situations: when the entries of Xn,d\mathcal{X}_{n,d} are independent elements of a Wiener chaos of arbitrary order and when the entries are partially correlated and belong to the second Wiener chaos. In the first case, we show that the (suitably normalized) Wishart matrix converges in distribution to a Gaussian matrix while in the correlated case, we obtain its convergence in law to a diagonal non-Gaussian matrix. In both cases, we derive the rate of convergence in the Wasserstein distance via Malliavin calculus and analysis on Wiener space

    Defining Task Oriented Components

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    Tasks models for component contextualization

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    A fruitful Meeting of a Pedagogical Method and a Collaborative Platform

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    Learning Software Testing using a Collaborative Activities Oriented Platform

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