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We study the occupation measure of various sets for a symmetric transient random walk in $Z^d$ with finite variances. Let $\mu^X_n(A)$ denote the occupation time of the set $A$ up to time $n$. It is shown that $\sup_{x\in…

Probability · Mathematics 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész , Jay Rosen , Zhan Shi

We study percolative properties of excursion processes and the discrete Gaussian free field (dGFF) in the planar unit disk. We consider discrete excursion clouds, defined using random walks as a two-dimensional version of random…

Probability · Mathematics 2024-09-04 Alexander Drewitz , Olof Elias , Alexis Prévost , Johan Tykesson , Fredrik Viklund

We develop a practical framework for distinguishing diffusive stochastic processes from deterministic signals using only a single discrete time series. Our approach is based on classical excursion and crossing theorems for continuous…

Machine Learning · Statistics 2026-05-19 Sunia Tanweer , Firas A. Khasawneh

In this paper, we study the restrictions of both the harmonic functions and the eigenfunctions of the symmetric Laplacian to edges of pre-gaskets contained in the Sierpinski gasket. For a harmonic function, its restriction to any edge is…

Functional Analysis · Mathematics 2017-10-18 Hua Qiu , Haoran Tian

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

The concept of a random walk on a finite group converging to random - and a way of measuring the distance to random after $k$ transitions - is generalised from the classical case to the case of random walks on finite quantum groups. A…

Quantum Algebra · Mathematics 2018-02-01 J. P. McCarthy

We study the asymptotic behavior of the eigenvalues of Gaussian perturbations of large Hermitian random matrices for which the limiting eigenvalue density vanishes at a singular interior point or vanishes faster than a square root at a…

Probability · Mathematics 2019-03-27 Tom Claeys , Arno B. J. Kuijlaars , Karl Liechty , Dong Wang

The spherical functions of the noncompact Grassmann manifolds over the real or complex numbers or the quaternions with rank q and dimension parameter p can be seen as Heckman-Opdam hypergeometric functions of type BC, when the double coset…

Probability · Mathematics 2019-07-10 Merdan Artykov , Michael Voit

We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Igor Wigman

In scientific disciplines such as neuroimaging, climatology, and cosmology it is useful to study the uncertainty of excursion sets of imaging data. While the case of imaging data obtained from a single study condition has already been…

Statistics Theory · Mathematics 2025-11-12 Thomas J. Maullin-Sapey , Fabian J. E. Telschow

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

We consider canonical determinantal random point processes with N particles on a compact Riemann surface X defined with respect to the constant curvature metric. In the higher genus (hyperbolic) cases these point processes may be defined in…

Mathematical Physics · Physics 2011-08-18 Robert J. Berman

For a joint model-based and design-based inference, we establish functional central limit theorems for the Horvitz-Thompson empirical process and the H\'ajek empirical process centered by their finite population mean as well as by their…

Statistics Theory · Mathematics 2016-05-05 Hélène Boistard , Hendrik P. Lopuhaä , Anne Ruiz-Gazen

We present a method, based on the correlation function of excursion sets above a given threshold, to test the Gaussianity of the CMB temperature fluctuations in the sky. In particular, this method can be applied to discriminate between…

Astrophysics · Physics 2009-10-30 R. B. Barreiro , J. L. Sanz , E. Martinez-Gonzalez , J. Silk

Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…

Probability · Mathematics 2007-12-28 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor

We obtain Gaussian upper and lower bounds on the transition density q_t(x,y) of the continuous time simple random walk on a supercritical percolation cluster C_{\infty} in the Euclidean lattice. The bounds, analogous to Aronsen's bounds for…

Probability · Mathematics 2007-05-23 Martin T. Barlow

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

Mathematical Physics · Physics 2015-06-18 Peter J. Forrester , Joel L. Lebowitz

We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…

Probability · Mathematics 2013-04-03 Gilles Pagès , Fabien Panloup

We obtain a exponential large deviation upper bound for continuous observables on suspension semiflows over a non-uniformly expanding base transformation with non-flat singularities and/or discontinuities, where the roof function defining…

Dynamical Systems · Mathematics 2019-05-21 Vitor Araujo , Andressa Souza , Edvan Trindade

In this paper, we show that the Lipschitz-Killing Curvatures for the excursion sets of Arithmetic Random Waves (toral Gaussian eigenfunctions) are dominated, in the high-frequency regime, by a single chaotic component. The latter can be…

Probability · Mathematics 2020-10-28 Valentina Cammarota , Domenico Marinucci , Maurizia Rossi
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