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Special case of a Gibbsian facet process on a fixed window with a discrete orientation distribution and with increasing intensity of the underlying Poisson process is studied. All asymptotic moments for interaction U-statistics are…

Probability · Mathematics 2015-10-06 Jakub Vecera

The purpose of this note is to show how simple Optimal Transport arguments, on the real line, can be used in Superconcentration theory. This methodology is efficient to produce sharp non-asymptotic variance bounds for various functionals…

Probability · Mathematics 2018-04-11 Kevin Tanguy

Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using…

Probability · Mathematics 2019-04-12 Sergey G. Kobelkov , Vladimir I. Piterbarg

In this paper, we study modulus of continuity and rate of convergence of series of conditionally sub-Gaussian random fields. This framework includes both classical series representations of Gaussian fields and LePage series representations…

Statistics Theory · Mathematics 2015-07-29 Hermine Biermé , Céline Lacaux

We investigate the large deviation behaviour of a point process sequence based on a stationary symmetric stable non-Gaussian discrete-parameter random field using the framework of Hult and Samorodnitsky (2010). Depending on the ergodic…

Probability · Mathematics 2014-10-21 Vicky Fasen , Parthanil Roy

In this paper, we are concerned with the large N limit of linear combinations of the entries of a Brownian motion on the group of N by N unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one.…

Probability · Mathematics 2011-06-22 Florent Benaych-Georges

We establish inequalities for assessing the distance between the distribution of a (possibly multidimensional) functional of a Poisson random measure and that of a Gaussian element. Our bounds only involve add-one cost operators at the…

Probability · Mathematics 2020-10-27 Raphaël Lachièze-Rey , Giovanni Peccati , Xiaochuan Yang

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

Probability · Mathematics 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

Probability · Mathematics 2022-07-19 Youri Davydov , Arkady Tempelman

Given $\alpha \in (0, \infty)$ and $r \in (0, \infty)$, let ${\cal D}_{r, \alpha}$ be the disc of radius $r$ in the hyperbolic plane having curvature $-\alpha^2$. Consider the Poisson point process having uniform intensity density on ${\cal…

Probability · Mathematics 2021-01-01 Nikolaos Fountoulakis , Joseph Yukich

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

Dynamical Systems · Mathematics 2024-07-24 Klaudiusz Czudek , Dmitry Dolgopyat

The paper deals with a random connection model, a random graph whose vertices are given by a homogeneous Poisson point process on $\mathbb{R}^d$, and edges are independently drawn with probability depending on the locations of the two end…

Probability · Mathematics 2021-02-18 Van Hao Can , Khanh Duy Trinh

We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…

Probability · Mathematics 2007-05-23 Lothar Heinrich , Hendrik Schmidt , Volker Schmidt

We study properties of occupation times by Brownian excursions and Brownian loops in two-dimensional domains. This allows for instance to interpret some Gaussian fields, such as the Gaussian Free Fields as (properly normalized) fluctuations…

Probability · Mathematics 2018-05-31 Hao Wu

The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…

Probability · Mathematics 2015-06-26 Alexander Soshnikov

We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…

Probability · Mathematics 2011-05-24 Jean-Christophe Mourrat

A navigation on a set of points $S$ is a rule for choosing which point to move to from the present point in order to progress toward a specified target. We study some navigations in the plane where $S$ is a non uniform Poisson point process…

Probability · Mathematics 2011-05-23 Nicolas Bonichon , Jean-François Marckert

Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…

Probability · Mathematics 2019-04-02 Jens Grygierek

We obtain an elementary invariance principle for multi-dimensional Brownian sheet where the underlying random fields are not necessarily independent or stationary. Possible applications include unit-root tests for spatial as well as panel…

Probability · Mathematics 2019-10-08 Michael C. Tseng

We establish abstract limit theorems which provide sufficient conditions for a sequence $(A_{l})$ of rare events in an ergodic probability preserving dynamical system to exhibit Poisson asymptotics, and for the consecutive positions inside…

Dynamical Systems · Mathematics 2022-01-04 Roland Zweimüller
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