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We show how to detect optimal Berry--Esseen bounds in the normal approximation of functionals of Gaussian fields. Our techniques are based on a combination of Malliavin calculus, Stein's method and the method of moments and cumulants, and…

Probability · Mathematics 2009-12-09 Ivan Nourdin , Giovanni Peccati

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Statistics Theory · Mathematics 2011-11-10 Vladas Pipiras , Murad S. Taqqu , Patrice Abry

This is an extended version of a series of talks I held at the University of Bochum in 2017 about limit theorems for non-linear functionals of stationary Gaussian random fields. The goal of these talks was to give a fairly detailed…

Probability · Mathematics 2017-08-11 Peter Major

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

Representation Theory · Mathematics 2015-12-22 Vadim Gorin , Greta Panova

This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…

Probability · Mathematics 2021-04-30 Vitalii Makogin , Evgeny Spodarev

The high frequency behaviour for random eigenfunctions of the spherical Laplacian has been recently the object of considerable interest, also because of strong motivations arising from Physics and Cosmology. In this paper, we are concerned…

Probability · Mathematics 2015-05-20 Domenico Marinucci , Igor Wigman

We study the asymptotic laws for the spatial distribution and the number of connected components of zero sets of smooth Gaussian random functions of several real variables. The primary examples are various Gaussian ensembles of real-valued…

Probability · Mathematics 2016-12-21 Fedor Nazarov , Mikhail Sodin

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 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 prove almost sharp upper bounds for the $L^p$ norms of eigenfunctions of the full ring of invariant differential operators on a compact locally symmetric space, as well as their restrictions to maximal flat subspaces. Our proof combines…

Analysis of PDEs · Mathematics 2016-06-22 Simon Marshall

The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…

Number Theory · Mathematics 2018-04-23 Victor Volfson

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

Probability · Mathematics 2023-10-16 Giorgio Cipolloni , László Erdős , Dominik Schröder

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

In this paper, we shall be concerned with geometric functionals and excursion probabilities for some nonlinear transforms evaluated on Fourier components of spherical random fields. In particular, we consider both random spherical harmonics…

Probability · Mathematics 2016-01-13 Domenico Marinucci , Sreekar Vadlamani

This paper is concerned with the accurate numerical approximation of the spectral properties of the biharmonic operator on various domains in two dimensions. A number of analytic results concerning the eigenfunctions of this operator are…

Spectral Theory · Mathematics 2025-10-20 B. M. Brown , E. B. Davies , P. K. Jimack , M. D. Mihajlovi'c

Analysis of non-compact manifolds almost always requires some controlled behavior at infinity. Without such, one neither can show, nor expect, strong properties. On the other hand, such assumptions restrict the possible applications and…

Differential Geometry · Mathematics 2021-09-13 Tobias Holck Colding , William P. Minicozzi

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

We prove sharp analytic regularity and decay at infinity of solutions of variable coefficients nonlinear harmonic oscillators. Namely, we show holomorphic extension to a sector in the complex domain, with a corresponding Gaussian decay,…

Analysis of PDEs · Mathematics 2015-02-19 Marco Cappiello , Fabio Nicola

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…

Probability · Mathematics 2013-07-24 Evgeny Spodarev

Explicit representations of the eigenvalues of the peridynamic operator have been recently derived in [5]. These representations are given in terms of generalized hypergeometric functions. Asymptotic analysis of the hypergeometric functions…

Mathematical Physics · Physics 2023-08-21 Bacim Alali , Nathan Albin , Thinh Dang