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Related papers: On the Excursion Sets of Spherical Gaussian Eigenf…

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We consider compact Grassmann manifolds $G/K$ over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type $BC$. From an explicit integral representation of these polynomials we deduce a…

Classical Analysis and ODEs · Mathematics 2015-02-11 Margit Rösler , Michael Voit

This paper derives non-central asymptotic results for non-linear integral functionals of homogeneous isotropic Gaussian random fields defined on hypersurfaces in $\mathbb{R}^d$. We obtain the rate of convergence for these functionals. The…

Probability · Mathematics 2018-10-23 Andriy Olenko , Volodymyr Vaskovych

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

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Probability · Mathematics 2025-12-16 Christian Hirsch , Raphaël Lachièze-Rey

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

Probability · Mathematics 2026-04-24 Simmaco Di Lillo , Leonardo Maini , Domenico Marinucci

The Berry heuristic has been a long standing \emph{ansatz} about the high energy (i.e. large eigenvalues) behaviour of eigenfunctions (see Berry 1977). Roughly speaking, it states that under some generic boundary conditions, these…

Probability · Mathematics 2021-12-01 Simon Campese , Domenico Marinucci , Maurizia Rossi

This paper provides quantitative Central Limit Theorems for nonlinear transforms of spherical random fields, in the high frequency limit. The sequences of fields that we consider are represented as smoothed averages of spherical Gaussian…

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

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

Probability · Mathematics 2011-05-25 Angelika Rohde , Claudia Strauch

The asymptotic behavior of an extended family of integral geometric random functionals, including spatiotemporal Minkowski functionals under moving levels, is analyzed in this paper. Specifically, sojourn measures of spatiotemporal…

Probability · Mathematics 2025-02-17 N. N. Leonenko , M. D. Ruiz-Medina

We investigate the asymptotic variance of Gaussian nodal excursions in the Euclidean space, focusing on the case where the spectral measure has incommensurable atoms. This study requires to establish fine recurrence properties in 0 for the…

Probability · Mathematics 2022-09-22 Raphaël Lachièze-Rey

We establish the existence and uniqueness of a well-concentrated giant component in the supercritical excursion sets of three important ensembles of spherical Gaussian random fields: Kostlan's ensemble, band-limited ensembles, and the…

Probability · Mathematics 2025-09-03 Stephen Muirhead , Igor Wigman

Asymptotic behavior of the point process of high and medium values of a Gaussian stationary process with discrete time is considered. An approximation by a Poisson cluster point process is given for the point process.

Probability · Mathematics 2023-09-06 Vladimir I. Piterbarg

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

Probability · Mathematics 2022-06-08 Raffaella Carbone , Federico Girotti , Anderson Melchor Hernandez

We investigate Lipschitz-Killing curvatures for excursion sets of random fields on $\mathbb R^2$ under small spatial-invariant random perturbations. An expansion formula for mean curvatures is derived when the magnitude of the perturbation…

Probability · Mathematics 2019-05-06 Elena Di Bernardino , Anne Estrade , Maurizia Rossi

A notion of convergence of excursion measures is introduced. It is proved that convergence of excursion measures implies convergence in law of the processes pieced together from excursions. This result is applied to obtain homogenization…

Probability · Mathematics 2014-07-14 Kouji Yano

We investigate Stein-Malliavin approximations for nonlinear functionals of geometric interest of Gaussian random eigenfunctions on the unit $d$ -dimensional sphere ${\mathbb{S}}^{d},$ $d\geq 2.$ All our results are established in the high…

Probability · Mathematics 2015-04-29 Domenico Marinucci , Maurizia Rossi

The excursion set of a $C^2$ smooth random field carries relevant information in its various geometric measures. From a computational viewpoint, one never has access to the continuous observation of the excursion set, but rather to…

Probability · Mathematics 2022-09-22 Ryan Cotsakis , Elena Di Bernardino , Céline Duval

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Christine Ritzmann

We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…

Mathematical Physics · Physics 2007-05-23 Alexander B. Soshnikov

This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…

Probability · Mathematics 2014-09-10 Mark Podolskij , Christian Schmidt , Johanna F. Ziegel