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The full moments expansion of the joint probability distribution of an isotropic random field, its gradient and invariants of the Hessian is presented in 2 and 3D. It allows for explicit expression for the Euler characteristic in ND and…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-20 Dmitri Pogosyan , Christophe Gay , Christophe Pichon

Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…

Analysis of PDEs · Mathematics 2026-02-24 Victor Armegioiu

This paper establishes the asymptotic error distribution of the tamed Euler method for stochastic differential equations (SDEs) with a coupled monotonicity condition, that is, the limit distribution of the corresponding normalized error…

Numerical Analysis · Mathematics 2026-02-11 Xinjie Dai , Diancong Jin , Jiaoyang Xu

We establish an expression of the \EC~of a $r$-regular planar set in function of some variographic quantities. The usual $\mathcal{C} ^{2}$ framework is relaxed to a $\mathcal{C} ^{1,1}$ regularity assumption, generalising existing local…

Probability · Mathematics 2017-03-13 Raphaël Lachièze-Rey

We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets.…

Probability · Mathematics 2020-11-06 Radomyra Shevchenko , Anna Paola Todino

A combination of direct and inverse Fourier transforms on the unitary group $U(N)$ identifies normalized characters with probability measures on $N$-tuples of integers. We develop the $N\to\infty$ version of this correspondence by matching…

Probability · Mathematics 2019-12-19 Alexey Bufetov , Vadim Gorin

A notion of local $U$-statistic process is introduced and central limit theorems in various norms are obtained for it. This involves the development of several inequalities for $U$-processes that may be useful in other contexts. This local…

Statistics Theory · Mathematics 2009-09-29 Evarist Giné , David M. Mason

In this work a deep relation between topology and thermodynamical features of manifolds with boundaries is shown. The expression for the Euler characteristic, through the Gauss- Bonnet integral, and the one for the entropy of gravitational…

High Energy Physics - Theory · Physics 2008-02-03 Stefano Liberati , Giuseppe Pollifrone

The challenges posed by complex stochastic models used in computational ecology, biology and genetics have stimulated the development of approximate approaches to statistical inference. Here we focus on Synthetic Likelihood (SL), a…

Methodology · Statistics 2017-06-09 Matteo Fasiolo , Simon N. Wood , Florian Hartig , Mark V. Bravington

An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.

Probability · Mathematics 2013-07-25 Sergey G. Bobkov , Gennadiy P. Chistyakov , Friedrich Götze

A soft random graph $G(n,r,p)$ can be obtained from the random geometric graph $G(n,r)$ by keeping every edge in $G(n,r)$ with probability $p$. The soft random simplicial complexes is a model for random simplicial complexes built over the…

Probability · Mathematics 2025-07-15 Julián David Candela

The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback--Leibler from the normal and half normal distributions are approximated using…

Methodology · Statistics 2014-02-17 Michail Tsagris , Christina Beneki , Hossein Hassani

Our problem is to find a good approximation to the P-value of the maximum of a random field of test statistics for a cone alternative at each point in a sample of Gaussian random fields. These test statistics have been proposed in the…

Statistics Theory · Mathematics 2012-07-18 Jonathan E. Taylor , Keith J. Worsley

We make use of an entropic property to establish a convergence theorem (Main Theorem), which reveals that the conditional entropy measures the asymptotic Gaussianity. As an application, we establish the {\it entropic conditional central…

Probability · Mathematics 2024-07-17 Zhi-Ming Ma , Liu-Quan Yao , Shuai Yuan , Hua-Zi Zhang

We consider the classical compressible Euler's Equations in three space dimensions with an arbitrary equation of state, and whose initial data corresponds to a constant state outside a sphere. Under suitable restriction on the size of the…

Analysis of PDEs · Mathematics 2013-05-07 Demetrios Christodoulou , Shuang Miao

We consider Gaussian approximation in a variant of the classical Johnson--Mehl birth-growth model with random growth speed. Seeds appear randomly in $\mathbb{R}^d$ at random times and start growing instantaneously in all directions with a…

Probability · Mathematics 2023-11-02 Chinmoy Bhattacharjee , Ilya Molchanov , Riccardo Turin

The Euler characteristic transform (ECT) is a signature from topological data analysis (TDA) which summarises shapes embedded in Euclidean space. Compared with other TDA methods, the ECT is fast to compute and it is a sufficient statistic…

Statistics Theory · Mathematics 2023-03-24 Lewis Marsh , David Beers

We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

Analysis of PDEs · Mathematics 2025-03-18 Jesus Correa , Christian Olivera

Let $X= \{X(p), p\in M\}$ be a centered Gaussian random field, where $M$ is a smooth Riemannian manifold. For a suitable compact subset $D\subset M$, we obtain the approximations to excursion probability $\mathbb{P}\{\sup_{p\in D} X(p) \ge…

Probability · Mathematics 2015-05-05 Dan Cheng

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov