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Consider the $(2+1)$D Discrete Gaussian (ZGFF, integer-valued Gaussian free field) model in an $L\times L$ box above a hard floor. Bricmont, El-Mellouki and Fr\"ohlich (1986) established that, at low enough temperature, this random surface…

Probability · Mathematics 2025-09-05 Joseph Chen , Eyal Lubetzky

The coordinates along any fixed direction(s), of points on the sphere $S^{n-1}(\sqrt{n})$, roughly follow a standard Gaussian distribution as $n$ approaches infinity. We revisit this classical result from a nonstandard analysis perspective,…

Probability · Mathematics 2024-10-17 Irfan Alam

The spectrum of the Dirichlet Laplacian on conical layers is analysed through two aspects: the infiniteness of the discrete eigenvalues and their expansions in the small aperture limit. On the one hand, we prove that, for any aperture, the…

Numerical Analysis · Mathematics 2017-11-23 Monique Dauge , Thomas Ourmières-Bonafos , Nicolas Raymond

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent centered stationary Gaussian processes with unit variance and almost surely continuous sample paths. For given positive constants $u,T$, define the set of conjunctions $C_{[0,T],u}:=\{t\in…

Probability · Mathematics 2014-10-08 Krzysztof Dȩbicki , Enkelejd Hashorva , Lanpeng Ji , Kamil Tabis

We consider a random Gaussian model of Laplace eigenfunctions on the hemisphere satisfying the Dirichlet boundary conditions along the equator. For this model we find a precise asymptotic law for the corresponding zero density functions, in…

Mathematical Physics · Physics 2021-02-24 Valentina Cammarota , Domenico Marinucci , Igor Wigman

We introduce a model of Poisson random waves in $\mathbb{S}^{2}$ and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e., frequency) of the waves (eigenfunctions) diverge to infinity.…

Probability · Mathematics 2023-04-20 Solesne Bourguin , Claudio Durastanti , Domenico Marinucci , Anna Paola Todino

This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…

Probability · Mathematics 2025-11-20 Peter S. Morfe , Felix Otto , Christian Wagner

The fundamental inequality of Guivarc'h relates the entropy and the drift of random walks on groups. It is strict if and only if the random walk does not behave like the uniform measure on balls. We prove that, in any nonelementary…

Probability · Mathematics 2015-01-22 Sébastien Gouëzel , Frédéric Mathéus , François Maucourant

Improving and optimizing oceanographic sampling is a crucial task for marine science and maritime resource management. Faced with limited resources in understanding processes in the water-column, the combination of statistics and autonomous…

Applications · Statistics 2020-08-19 Trygve Olav Fossum , Cédric Travelletti , Jo Eidsvik , David Ginsbourger , Kanna Rajan

Many classical objects of study related to the geometry/topology of smooth Gaussian fields (e.g., the volume, surface area or Euler characteristic of excursion sets) have a `locality' property which is crucial to their analysis. More…

Probability · Mathematics 2026-02-26 Michael McAuley

We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…

Probability · Mathematics 2024-07-10 Timothée Bénard , Emmanuel Breuillard

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

Statistics Theory · Mathematics 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

We consider Gaussian Laplace eigenfunctions on the two-dimensional flat torus (arithmetic random waves), and provide explicit Berry-Esseen bounds in the 1-Wasserstein distance for the normal and non-normal high-energy approximation of the…

Probability · Mathematics 2017-02-14 Giovanni Peccati , Maurizia Rossi

The objective of this study is to investigate the limiting behavior of a subgraph counting process. The subgraph counting process we consider counts the number of subgraphs having a specific shape that exist outside an expanding ball as the…

Probability · Mathematics 2016-02-12 Takashi Owada

This paper investigates the asymptotic behavior of structural break tests in the harmonic domain for time dependent spherical random fields. In particular, we prove a functional central limit theorem result for the fluctuations over time of…

Statistics Theory · Mathematics 2024-07-31 Alessia Caponera , Domenico Marinucci , Anna Vidotto

When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…

Probability · Mathematics 2024-09-12 Hélène Guérin , Lucile Laulin , Kilian Raschel , Thomas Simon

We study the defect (or "signed area") distribution of toral Laplace eigenfunctions restricted to shrinking balls of radius above the Planck scale, in either random Gaussian scenario ("Arithmetic Random Waves"), or deterministic…

Mathematical Physics · Physics 2021-09-01 Par Kurlberg , Igor Wigman , Nadav Yesha

We prove a multivariate central limit theorem for the numbers of critical points above a level with all possible indexes of a non-necessarily isotropic Gaussian random field. In particular, we discuss the non-degeneracy of the limit…

Probability · Mathematics 2024-04-04 Jean-Marc Azaïs , Federico Dalmao , Céline Delmas

We study asymptotic statistical inference in the space of bounded functions endowed with the supremums norm over an arbitrary metric space $S$ using a novel concept: Simultaneous COnfidence Region of Excursion (SCoRE) Sets. They…

Statistics Theory · Mathematics 2024-05-30 Fabian J. E. Telschow , Junting Ren , Armin Schwartzman

In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…

Probability · Mathematics 2008-12-16 Sophie Dede