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We prove Central Limit Theorems and Stein-like bounds for the asymptotic behaviour of nonlinear functionals of spherical Gaussian eigenfunctions. Our investigation combine asymptotic analysis of higher order moments for Legendre polynomials…

Mathematical Physics · Physics 2015-06-11 Domenico Marinucci , Igor Wigman

A reduction theorem is proved for functionals of Gamma-correlated random fields with long-range dependence in d-dimensional space. In the particular case of a non-linear function of a chi-squared random field with Laguerre rank equal to…

Spectral Theory · Mathematics 2015-04-06 N. N. Leonenko , M. D. Ruiz-Medina , M. S. Taqqu

This paper develops limit theorems for random variables with network dependence, without requiring the individuals in the network to be located in a Euclidean or metric space. This distinguishes our approach from most existing limit…

Econometrics · Economics 2026-03-20 Wen Jiang , Yachen Wang , Zeqi Wu , Xingbai Xu

We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…

Probability · Mathematics 2018-10-16 Chak Hei Lo , James McRedmond , Clare Wallace

We study the local asymptotic behavior of divergence-like functionals of a family of $d$-dimensional Infinitely Divisible Random Fields. Specifically, we derive limit theorems of surface integrals over Lipschitz manifolds for this class of…

Probability · Mathematics 2023-11-06 José Ulises Márquez-Urbina , Orimar Sauri

In this paper, we investigate some geometric functionals for band limited Gaussian and isotropic spherical random fields in dimension 2. In particular, we focus on the area of excursion sets, providing its behavior in the high energy limit.…

Probability · Mathematics 2020-10-30 Anna Paola Todino

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

Probability · Mathematics 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…

Probability · Mathematics 2025-03-18 Fabrice Gamboa , Martin Venker

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

Probability · Mathematics 2017-08-29 Magda Peligrad , Na Zhang

This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated,…

Probability · Mathematics 2020-02-13 Marie-Christine Düker

We use generalized elastic positivity bounds to constrain the parameter space of multi-field spin-2 effective field theories. These generalized bounds involve inelastic scattering amplitudes between particles with different masses, which…

High Energy Physics - Theory · Physics 2021-05-05 Zi-Yue Wang , Cen Zhang , Shuang-Yong Zhou

The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…

Probability · Mathematics 2024-09-05 Maximilian Engel , Peter K. Friz , Tal Orenshtein

This paper provides quantitative Central Limit Theorems for nonlinear transforms of spherical random fields, in the high frequency limit. The sequences of fields that we consider are represented as smoothed averages of spherical Gaussian…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Domenico Marinucci

We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…

Statistics Theory · Mathematics 2024-08-15 Yue Pan , Jiazhu Pan

We prove a frequency-independent bound on trigonometric functions of a class of singular Gaussian random fields, which arise naturally from weak universality problems for singular stochastic PDEs. This enables us to reduce the regularity…

Probability · Mathematics 2025-05-20 Fanhao Kong , Wenhao Zhao

The present paper is devoted to the study of resonances for one-dimensional quantum systems with a potential that is the restriction to some large box of an ergodic potential. For discrete models both on a half-line and on the whole line,…

Mathematical Physics · Physics 2016-06-22 Frédéric Klopp

We consider uniform random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$, in the limit of large $n$. Since in unconstrained uniform random permutations most of the indices are in cycles of…

Probability · Mathematics 2018-12-21 Volker Betz , Helge Schäfer , Dirk Zeindler

We give examples of $L^{1}$-functions that are essentially unbounded on every nonempty open subset of their domains of definition. We obtain such functions as limits of weighted sums of functions with the unboundedly increasing number of…

Classical Analysis and ODEs · Mathematics 2010-10-05 Alexander A. Kovalevsky

We study the probability of arbitrary density profiles in conserving diffusive fields which are driven by the boundaries. We demonstrate the existence of singularities in the large-deviation functional, the direct analog of the free-energy…

Statistical Mechanics · Physics 2015-10-07 Guy Bunin , Yariv Kafri , Daniel Podolsky

We introduce a notion of spectral singularity that applies for a general class of nonlinear Schreodinger operators involving a confined nonlinearity. The presence of the nonlinearity does not break the parity-reflection symmetry of spectral…

Mathematical Physics · Physics 2014-05-20 Ali Mostafazadeh