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We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional L\'evy processes and that of a mixed Gaussian random variable. Furthermore, we…

Probability · Mathematics 2025-04-14 Chiara Amorino , Arturo Jaramillo , Mark Podolskij

A family of potential--density pairs has been found for spherical halos and bulges of galaxies in the Newtonian limit of scalar--tensor theories of gravity. The scalar field is described by a Klein--Gordon equation with a source that is…

Astrophysics · Physics 2009-11-10 M. A. Rodriguez-Meza , Jorge L. Cervantes-Cota

The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the autocovariance and cross-covariance are asymptotically…

Statistics Theory · Mathematics 2023-05-09 Andreas Anastasiou , Tobias Kley

We develop a code length principle which is invariant to the choice of parameterization on the model distributions. An invariant approximation formula for easy computation of the marginal distribution is provided for gaussian likelihood…

Information Theory · Computer Science 2007-07-13 Eirik Fossgaard

We consider the problem of calculating distance correlation coefficients between random vectors whose joint distributions belong to the class of Lancaster distributions. We derive under mild convergence conditions a general series…

Statistics Theory · Mathematics 2016-11-30 Johannes Dueck , Dominic Edelmann , Donald Richards

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of $n$ independent high-dimensional centered random vectors $X_1,\dots,X_n$ over the class of rectangles in the case when the covariance…

Probability · Mathematics 2021-05-13 Victor Chernozhukov , Denis Chetverikov , Yuta Koike

According to Berry a wave-chaotic state may be viewed as a superposition of monochromatic plane waves with random phases and amplitudes. Here we consider the distribution of nodal points associated with this state. Using the property that…

Chaotic Dynamics · Physics 2009-10-31 Alexander I. Saichev , Karl-Fredrik Berggren , Almas F. Sadreev

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

Probability · Mathematics 2022-10-24 Arturo Jaramillo , James Melbourne

This survey is devoted to recent developments in the statistical analysis of spherical data, with a view to applications in Cosmology. We will start from a brief discussion of Cosmological questions and motivations, arguing that most…

Cosmology and Nongalactic Astrophysics · Physics 2023-03-28 Javier Carrón Duque , Domenico Marinucci

In a recent paper, Gaunt 2020 extended Stein's method to limit distributions that can be represented as a function $g:\mathbb{R}^d\rightarrow\mathbb{R}$ of a centered multivariate normal random vector $\Sigma^{1/2}\mathbf{Z}$ with…

Probability · Mathematics 2022-09-21 Robert E. Gaunt , Heather Sutcliffe

Adjoint field methods are both elegant and efficient for calculating sensitivity information required across a wide range of physics-based inverse problems. Here we provide a unified approach to the derivation of such methods for problems…

Geophysics · Physics 2011-09-20 Alireza Aghasi , Eric L. Miller

We study the correlations of the shear signal between triplets of sources in the Canada-France-Hawaii Lensing Survey (CFHTLenS) to probe cosmological parameters via the matter bispectrum. In contrast to previous studies, we adopted a…

Optimal extraction of the non-Gaussian information encoded in the Large-Scale Structure (LSS) of the universe lies at the forefront of modern precision cosmology. We propose achieving this task through the use of the Wavelet Scattering…

Cosmology and Nongalactic Astrophysics · Physics 2022-05-30 Georgios Valogiannis , Cora Dvorkin

We analyze the SDSS DR12 quasar catalogue to test the large-scale smoothness in the quasar distribution. We quantify the degree of inhomogeneity in the quasar distribution using information theory based measures and find that the degree of…

Cosmology and Nongalactic Astrophysics · Physics 2016-12-21 Suman Sarkar , Biswajit Pandey

We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring…

Probability · Mathematics 2022-10-21 Niels B. Kammerer , Wolfgang Stummer

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

This work introduces a new, explicit bound on the Hellinger distance between a continuous random variable and a Gaussian with matching mean and variance. As example applications, we derive a quantitative Hellinger central limit theorem and…

Probability · Mathematics 2025-09-23 Morgane Austern , Lester Mackey

We study the weak convergence (in the high-frequency limit) of the frequency components associated with Gaussian-subordinated, spherical and isotropic random fields. In particular, we provide conditions for asymptotic Gaussianity and we…

Probability · Mathematics 2013-03-12 Domenico Marinucci , Giovanni Peccati

In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…

Probability · Mathematics 2024-11-06 Dominic Schuhmacher , Leoni Carla Wirth

We prove the chain rule in the more general framework of the Wiener-Poisson space, allowing us to obtain the so-called Nourdin-Peccati bound. From this bound we obtain a second-order Poincare-type inequality that is useful in terms of…

Probability · Mathematics 2017-12-13 Juan Jose Viquez R
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