20 Years of the Fourth Moment Theorem

A colloquium celebrating two decades of advances in stochastic analysis

December 11–12, 2025 MSA 3350, Belval Campus, University of Luxembourg

The Fourth Moment Theorem of Nualart and Peccati has become a cornerstone in stochastic analysis, with deep connections to Stein’s method, Malliavin calculus, functional analysis and stochastic geometry.

View Program ↘

Program MSA 3350 · Belval Campus

December 11, 2025

13:00

Welcome, registration and coffee

13:30

Martin Hairer (EPFL and Imperial College London)

TBA

14:15

Maurizia Rossi (University of Milano-Bicocca)

Some results for integral functionals of stationary Gaussian fields

15:00

Coffee break

15:30

Ciprian Tudor (University of Lille)

Fourth Moment Theorem and Asymptotic Independence

16:15

Francesco Caravenna (University of Milano-Bicocca)

On (ir)reducible Central Limit Theorems

17:00

Raphaël Lachièze-Rey (INRIA Paris)

The Stein-Malliavin method for Poisson geometric functionals

20:30

Conference dinner

December 12, 2025

09:00

Domenico Marinucci (University of Rome Tor Vergata)

The Geometry of Random Neural Networks

09:45

Ronan Herry (University of Rennes)

Variations around the Γ-Stein method

10:30

Guillaume Poly (Nantes Université)

Closability of Polynomial Chaos for Convergence in Distribution

11:15

Coffee break

11:45

Matthias Schulte (Hamburg University of Technology)

Moderate deviations on Wiener and Poisson chaos

12:30

Giovanni Peccati (University of Luxembourg)

The Fourth Moment Theorem: a Barcelona Adventure

12:55

David Nualart (Kansas University)

Contributions to the Fourth Moment Theorem from Kansas

13:20

Lunch boxes

Book of Abstracts & Conference Poster

Book of abstracts (PDF)

Conference poster (PDF)

Participants (47)

Michael Althof
LEIW Management
Marwa Banna
NYU Abu Dhabi
Yannick Baraud
University of Luxembourg
Jean-Marc Bardet
Paris 1 Panthéon-Sorbonne University
Samir Ben Hariz
Le Mans University
Gaspard Bernard
University of Luxembourg
Solesne Bourguin
Boston University
Francesco Caravenna
University of Milano-Bicocca
Lucia Celli
University of Luxembourg
Lorenzo Cristofaro
University of Luxembourg
Mauricio Daros Andrade
The School of Applied Mathematics at FGV
Julie Gamain
Ecole Supérieure d'Ingénieurs Léonard de Vinci
Ujan Gangopadhyay
University of Luxembourg
Martin Hairer
EPFL and Imperial College London
Akram Heidari
University of Luxembourg
Ronan Herry
University of Rennes
Christian Houdré
Georgia Institute of Technology
Sefika Kuzgun
Max Planck Institute for Mathematics in the Sciences
Raphaël Lachièze-Rey
INRIA Paris
Christophe Ley
University of Luxembourg
Sophia Loizidou
University of Luxembourg
Laurent Loosveldt
University of Liège
Luis da Maia
University of Luxembourg
Paul Mansanarez
Université Libre de Bruxelles
Domenico Marinucci
University of Rome Tor Vergata
Yassine Nachit
University of Lille
Ivan Nourdin
University of Luxembourg
David Nualart
Kansas University
Chiara Passamonti
University of Luxembourg
Giovanni Peccati
University of Luxembourg
Pierre Perruchaud
University of Luxembourg
Francisco Pina
University of Luxembourg
Francesca Pistolato
University of Luxembourg
Gregorio Poggi
University of Padova
Guillaume Poly
Nantes Université
Gabriel Romon
University of Luxembourg
Maurizia Rossi
University of Milano-Bicocca
Giacomo Salvati
University of Luxembourg
Matthias Schulte
Hamburg University of Technology
Michele Stecconi
University of Luxembourg
Katarzyna Szczerba
University of Luxembourg
Grégoire Szymanski
University of Luxembourg
Tara Trauthwein
University of Oxford
Ciprian Tudor
University of Lille
Xiaochuan Yang
Banque Internationale à Luxembourg
Liqian Zhang
University of Manchester
Jérémy Zurcher
Georgia Institute of Technology

Venue & Access

For maps, parking and public transport, please visit the Belval Campus page.