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We prove a Central Limit Theorem for the Critical Points of Random Spherical Harmonics, in the High-Energy Limit. The result is a consequence of a deeper characterizations of the total number of critical points, which are shown to be…

Probability · Mathematics 2020-05-12 Valentina Cammarota , Domenico Marinucci

We give here a semi-analytic formula for the density of critical values for chi random fields on a general manifold. The result uses Kac-Rice argument and a convenient representation for the Hessian matrix of chi fields, which makes the…

Probability · Mathematics 2024-10-01 Domenico Marinucci , Michele Stecconi

We continue the study, begun in \cite{FA}, of the critical radius of embeddings, via deterministic spherical harmonics, of fixed dimensional spheres into higher dimensional ones, along with the associated problem of the distribution of the…

Probability · Mathematics 2019-08-06 Renjie Feng , Xingcheng Xu , Robert J. Adler

We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Igor Wigman

We characterize the limiting smallest eigenvalue distributions (or hard edge laws) for sample covariance type matrices drawn from a spiked population. In the case of a single spike, the results are valid in the context of the general beta…

Probability · Mathematics 2015-06-17 Jose A. Ramirez , Brian Rider

We study here the random fluctuations in the number of critical points with values in an interval $I\subset \mathbb{R}$ for Gaussian spherical eigenfunctions $\left\{f_{\ell }\right\} $, in the high energy regime where $\ell \rightarrow…

Probability · Mathematics 2021-12-01 Valentina Cammarota , Domenico Marinucci

Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…

Physics and Society · Physics 2014-11-11 Filippo Radicchi

We first consider {\it deterministic} immersions of the $d$-dimensional sphere into high dimensional Euclidean spaces, where the immersion is via spherical harmonics of level $n$. The main result of the article is the, a priori unexpected,…

Probability · Mathematics 2019-08-06 Renjie Feng , Robert J. Adler

In this article we investigate high-dimensional banded sample covariance matrices under the regime that the sample size $n$, the dimension $p$ and the bandwidth $d$ tend simultaneously to infinity such that $$n/p\to 0 \ \ \text{and} \ \…

Probability · Mathematics 2015-08-27 Kamil Jurczak

Critical points of a scalar quantitiy are either extremal points or saddle points. The character of the critical points is determined by the sign distribution of the eigenvalues of the Hessian matrix. For a two-dimensional homogeneous and…

Fluid Dynamics · Physics 2009-11-13 H. Vogel , W. Mohring

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…

Statistics Theory · Mathematics 2022-05-09 Yuichi Akaoka , Kazuki Okamura , Yoshiki Otobe

We introduce a model of Poisson random waves in $\mathbb{S}^{2}$ and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e., frequency) of the waves (eigenfunctions) diverge to infinity.…

Probability · Mathematics 2023-04-20 Solesne Bourguin , Claudio Durastanti , Domenico Marinucci , Anna Paola Todino

Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a…

Probability · Mathematics 2021-10-18 Zhiyi Chi

The parametric motion of energy levels for non-interacting electrons at the Anderson localization critical point is studied by computing the energy level-curvatures for a quasiperiodic ring with twisted boundary conditions. We find a…

Disordered Systems and Neural Networks · Physics 2009-11-10 S. N. Evangelou

We argue that one cannot correctly calculate the elastic scattering S-matrix for high-energy dipole-dipole scattering, in the region where S is small, without taking fluctuations into account. The relevant fluctuations are rare and…

High Energy Physics - Phenomenology · Physics 2011-01-25 Edmond Iancu , A. H. Mueller

This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Such population often possesses high order correlations among…

Statistics Theory · Mathematics 2018-03-22 Jiang Hu , Weiming Li , Zhi Liu , Wang Zhou

We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance matrix model with divergent spiked eigenvalues, while the other eigenvalues are…

Statistics Theory · Mathematics 2017-11-07 Tony Cai , Xiao Han , Guangming Pan

We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…

Probability · Mathematics 2009-01-19 Ester Gabetta , Eugenio Regazzini

In this note, we will get the estimate of the expected distribution of critical values of Gaussian SU(2) random polynomials as the degree large enough. The result is a direct application of the Kac-Rice formula. The critical values will…

Probability · Mathematics 2018-07-10 Renjie Feng , Zhenan Wang

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-sphere ($d\ge 2$). We investigate the distribution of their defect i.e., the difference between the measure of positive and negative regions. Marinucci and…

Probability · Mathematics 2018-07-24 Maurizia Rossi
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