Related papers: Ergodicity and Gaussianity for Spherical Random Fi…
Near-Gaussian probability densities are common in many important physical applications. Here we develop an asymptotic expansion methodology for computing entropic functionals for such densities. The expansion proposed is a close relative of…
A closed mathematical model of the statistical self-gravitating system of scalar charged particles for conformal invariant scalar interactions is constructed on the basis of relativistic kinetics and gravitation theory. Asymptotic…
The power spectrum of mass density fluctuations is evaluated from the Mark III and the SFI catalogs of peculiar velocities by a maximum likelihood analysis, using parametric models for the power spectrum and for the errors. The applications…
Scalar field cosmologies with a generalized harmonic potential are investigated in flat and negatively curved Friedmann-Lema\^itre-Robertson-Walker and Bianchi I metrics. An interaction between the scalar field and matter is considered.…
Band-power estimates of cosmic microwave background fluctuations are now routinely used to place constraints on cosmological parameters. For this to be done in a rigorous fashion, the full likelihood function of band-power estimates must be…
We study the asymptotic behaviour of the renormalised $s$-fractional Gaussian perimeter of a set $E$ inside a domain $\Omega$ as $s\to 0^+$. Contrary to the Euclidean case, as the Gaussian measure is finite, the shape of the set at infinity…
This article explores the properties (amplitude and shape) of the angular power spectrum of the anisotropies of the astrophysical gravitational wave background (AGWB) focusing on the signatures of the astrophysical models describing…
We study estimation and prediction of Gaussian random fields with covariance models belonging to the generalized Wendland (GW) class, under fixed domain asymptotics. As the Mat\'ern case, this class allows a continuous parameterization of…
Gaussian random fields have been one of the most popular tools for analyzing spatial data. However, many geophysical and environmental processes often display non-Gaussian characteristics. In this paper, we propose a new class of spatial…
We consider the statistical experiment given by a sample of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam's deficiency Delta-distance, to two Gaussian experiments…
We consider maximum likelihood estimation with data from a bivariate Gaussian process with a separable exponential covariance model under fixed domain asymptotic. We first characterize the equivalence of Gaussian measures under this model.…
In this note, we claim that diagonal scaling of a sample covariance matrix is asymptotically inconsistent if the ratio of the dimension to the sample size converges to a positive constant, where population is assumed to be Gaussian with a…
We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular,…
We present fixed domain asymptotic results that establish consistent estimates of the variance and scale parameters for a Gaussian random field with a geometric anisotropic Mat\'ern autocovariance in dimension $d>4$. When $d<4$ this is…
In this paper, Gaussianity of eigenmodes and non-Gaussianity in the Cosmic Microwave Background (CMB) temperature fluctuations in two smallest compact hyperbolic (CH) models are investigated. First, it is numerically found that the…
A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and satisfies a curvature condition [Stochastic Process. Appl. 85 (2000) 341-361]. Many applications, including Bayesian…
We introduce a new mathematical tool (a direction-dependent probe) to analyse the randomness of purported isotropic Gaussian random fields on the sphere. We apply the probe to assess the full-sky cosmic microwave background (CMB)…
This paper proves fixed domain asymptotic results for estimating a smooth invertible transformation $f:\Bbb{R}^2\to\Bbb{R}^2$ when observing the deformed random field $Z\circ f$ on a dense grid in a bounded, simply connected domain…
Random fields in nature often have, to a good approximation, Gaussian characteristics. For such fields, the relative densities of umbilical points -- topological defects which can be classified into three types -- have certain fixed values.…
Computation of high frequency solutions to wave equations is important in many applications, and notoriously difficult in resolving wave oscillations. Gaussian beams are asymptotically valid high frequency solutions concentrated on a single…