Seminar: Ronan Herry

Limit distributions for polynomials with independent Gaussian entries

Friday 30 October 2026, at 11 am in Room U2-5017 (U2 Building | Piazza della Scienza 3, Milano), Ronan Herry (University Rennes 1) will hold the following talk

Title: Limit distributions for polynomials with independent Gaussian entries

Abstract: In this talk, I will try to explain a recent result of Dominique Malicet, Guillaume Poly and myself where we proved that, for all integer d, the set polynomials of degree ≤ d evaluated in an i.i.d. Gaussian sequence is closed for the convergence in law. For people familiar with multiple stochastic integrals, it says that any limit in law of a sequence of a fixed degree d multiple integral can be represented as a sum of multiple integrals of degree ≤ d. In the first part of the talk I will motivate this result and give some consequences of our results. In the second part, I will illustrate the general strategy with the case d=2 and 3.

All interested are invited to participate

Argomento