English
Related papers

Related papers: Ergodicity and Gaussianity for Spherical Random Fi…

200 papers

We establish weak convergence of the empirical process on the spherical harmonics of a Gaussian random field in the presence of an unknown angular power spectrum. This result suggests various Gaussianity tests with an asymptotic…

Statistics Theory · Mathematics 2007-06-13 Domenico Marinucci , Mauro Piccioni

In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the…

Probability · Mathematics 2011-02-11 Domenico Marinucci

We study the weak convergence (in the high-frequency limit) of the frequency components associated with Gaussian-subordinated, spherical and isotropic random fields. In particular, we provide conditions for asymptotic Gaussianity and we…

Probability · Mathematics 2013-03-12 Domenico Marinucci , Giovanni Peccati

We introduce a simple representation for isotropic spherical random fields and we discuss how it allows to discuss different notions of sparsity under isotropy. We also show how a suitable construction of sparse fields can mimic well the…

Probability · Mathematics 2026-01-30 Giacomo Greco , Domenico Marinucci

Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of…

Probability · Mathematics 2015-10-26 Annika Lang , Christoph Schwab

We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate…

Statistics Theory · Mathematics 2014-02-05 Claudio Durastanti , Xiaohong Lan , Domenico Marinucci

Series expansions of isotropic Gaussian random fields on $\mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to…

Probability · Mathematics 2022-06-27 Markus Bachmayr , Ana Djurdjevac

In this paper, we introduce the concept of isotropic Hilbert-valued spherical random field, thus extending the notion of isotropic spherical random field to an infinite-dimensional setting. We then establish a spectral representation…

Probability · Mathematics 2022-12-06 Alessia Caponera

Cosmic Microwave Background (CMB) Anisotropies is a subject of intensive research in several fields of sciences. In this paper we start a systematic development of basic notions and theory in statistics according to the application for CMB.…

Applications · Statistics 2013-12-30 Gyorgy Terdik

In this paper, we are concerned with sample path properties of isotropic spherical Gaussian fields on $\S^2$. In particular, we establish the property of strong local nondeterminism of an isotropic spherical Gaussian field based on the…

Probability · Mathematics 2021-12-01 Xiaohong Lan , Domenico Marinucci , Yimin Xiao

This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…

Statistics Theory · Mathematics 2024-04-29 Alfredo Alegría , Xavier Emery , Tobia Filosi , Emilio Porcu

A systematic asymptotic expansion is developed for the gravitational wave degrees of freedom of a class of expanding, vacuum Gowdy cosmological spacetimes. In the wave map description of these models, the evolution of the gravitational wave…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Beverly K. Berger

The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…

Statistics Theory · Mathematics 2020-04-21 Sebastian Holtz

Gaussian quasi-likelihood estimation of the parameter $\theta$ in the square-root diffusion process is studied under high frequency sampling. Different from the previous study of Overbeck and Ryd\'{e}n(1998) under low-frequency sampling,…

Statistics Theory · Mathematics 2022-06-24 Yuzhong Cheng , Nicole Hufnagel , Hiroki Masuda

Convex regularization techniques are now widespread tools for solving inverse problems in a variety of different frameworks. In some cases, the functions to be reconstructed are naturally viewed as realizations from random processes; an…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Domenico Marinucci

Gaussian particles provide a flexible framework for modelling and simulating three-dimensional star-shaped random sets. In our framework, the radial function of the particle arises from a kernel smoothing, and is associated with an…

This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…

Statistics Theory · Mathematics 2015-10-30 Wei-Liem Loh

We study the asymptotic behaviour of needlets-based approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. We prove consistency and asymptotic Gaussianity, in the…

Statistics Theory · Mathematics 2015-04-27 Claudio Durastanti , Xiaohong Lan , Domenico Marinucci

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…

Statistics Theory · Mathematics 2014-12-09 François Bachoc

We extend a previous analysis of spatial correlation functions for classical electromagnetic vector fields near a perfectly conducting boundary [PRE, vol. 73, 036604 (2006)] to the case of an isotropic semi-infinite medium with planar…

Optics · Physics 2009-11-13 Luk R. Arnaut
‹ Prev 1 2 3 10 Next ›