Dear colleagues,
I am glad to announce the following seminar, which will take place on Friday, 30 October 2026, at 11:00 at the University of Milano-Bicocca, Department of Physics, Building U2, Room 5017 (5th floor).
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 integers 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.
Everyone is welcome to attend! Best regards,
Maurizia Rossi
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Maurizia Rossi
Dipartimento di Matematica e Applicazioni
Università degli Studi di Milano-Bicocca