Related papers: High order chaotic limits of wavelet scalograms un…
By using chaos expansion into multiple stochastic integrals, we make a wavelet analysis of two self-similar stochastic processes: the fractional Brownian motion and the Rosenblatt process. We study the asymptotic behavior of the statistic…
We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of…
Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies of a scalar Gaussian process $X_0$ on $[0,1]$ with a given general variance function $\gamma^2(r)=\operatorname{Var}\left(X_0(r)\right)$…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
In the study of subdiffusive wave-packet spreading in disordered Klein-Gordon (KG) nonlinear lattices, a central open question is whether the motion continues to be chaotic despite decreasing densities, or tends to become quasi-periodic as…
The Karhunen-Lo\`eve expansion and the Fredholm determinant formula are used to derive an asymptotic Rosenblatt-type distribution of a sequence of integrals of quadratic functions of Gaussian stationary random fields on R^d displaying…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…
We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…
The focus of this paper is on the distribution function of the rightmost eigenvalue for the complex elliptic Ginibre ensemble in the limit of weak non-Hermiticity. We show how the limiting distribution function can be expressed in terms of…
We define an asymptotically normal wavelet-based strongly consistent estimator for the Hurst parameter of any Hermite processes. This estimator is obtained by considering a modified wavelet variation in which coefficients are wisely chosen…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
We carry out some algebraic and analytic properties of a new class of orthogonal polyanalytic polynomials, including their operational formulas, recurrence relations, generating functions, integral representations and different…
We consider Green's functions $G(z):=(H-z)^{-1}$ of Hermitian random band matrices $H$ on the $d$-dimensional lattice $(\mathbb Z/L\mathbb Z)^d$. The entries $h_{xy}=\bar h_{yx}$ of $H$ are independent centered complex Gaussian random…
Given a set $S=\{x^2+c_1,\dots,x^2+c_s\}$ defined over a field and an infinite sequence $\gamma$ of elements of $S$, one can associate an arboreal representation to $\gamma$, generalizing the case of iterating a single polynomial. We study…
In this paper we apply results on the asymptotic zero distribution of the Laguerre polynomials to discuss generalizations of the standard large $n$ limit in the non-hermitian Penner matrix model. In these generalizations $g_n n\to t$, but…
We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights, as introduced in [26], to address limitations of the standard Gaussian prior. It has been proved in [26] that, as the number…
We study fundamental rogue-wave solutions of the focusing nonlinear Schr\"odinger equation in the limit that the order of the rogue wave is large and the independent variables $(x,t)$ are proportional to the order (the far-field limit). We…
The paper investigates properties of generalized Hermite-type processes that arise in non-central limit theorems for integral functionals of long-range dependent random fields. The case of increasing multidimensional domain asymptotics is…
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.…