Related papers: Non-central limit theorems for random fields subor…

The Karhunen-Lo\`eve expansion and the Fredholm determinant formula are used to derive an asymptotic Rosenblatt-type distribution of a sequence of integrals of quadratic functions of Gaussian stationary random fields on R^d displaying…

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…

We study the limit of D-series minimal models when the central charge tends to a generic irrational value $c\in (-\infty, 1)$. We find that the limit theory's diagonal three-point structure constant differs from that of Liouville theory by…

We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Fr\'echet means) of independent non-identically distributed random variables taking values in Riemannian manifolds. In…

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…

This article investigates general scaling settings and limit distributions of functionals of filtered random fields. The filters are defined by the convolution of non-random kernels with functions of Gaussian random fields. The case of…

The main result of this paper is the rate of convergence to Hermite-type distributions in non-central limit theorems. To the best of our knowledge, this is the first result in the literature on rates of convergence of functionals of random…

We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…

Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…

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…

In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…

We study the adjacency matrix of the Linial-Meshulam complex model, which is a higher-dimensional generalization of the Erd\H{o}s-R\'enyi graph model. Recently, Knowles and Rosenthal proved that the empirical spectral distribution of the…

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 =…

We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…

A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…

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…

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…