Related papers: A central limit theorem for the Euler integral of …
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…
A common assumption in signal processing is that underlying data numerically conforms to a Gaussian distribution. It is commonly utilized in signal processing to describe unknown additive noise in a system and is often justified by citing…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…
Local increases in the mean of a random field are detected (conservatively) by thresholding a field of test statistics at a level $u$ chosen to control the tail probability or $p$-value of its maximum. This $p$-value is approximated by the…
In this paper we extend the notion of the Euler characteristic to persistent homology and give the relationship between the Euler integral of a function and the Euler characteristic of the function's persistent homology. We then proceed to…
We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…
Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…
We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…
Given a continuous sensor field, we can apply the Euler characteristic integral approach to count the number of targets in the sensor field. If the sensor field is discrete, the Euler integral approach introduces errors into our target…
Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this…
Analysis of experimental data must sometimes deal with abrupt changes in the distribution of measured values. Setting upper limits on signals usually involves a veto procedure that excludes data not described by an assumed statistical…
Fitting experiment data onto a curve is a common signal processing technique to extract data features and establish the relationship between variables. Often, we expect the curve to comply with some analytical function and then turn data…
This paper proposes a method to reduce noise in acyclic sensor networks enumerating targets using the integral theory with respect to Euler characteristic. For an acyclic network (a partially ordered set) equipped with sensors detecting…
The normal or Gaussian distribution plays a prominent role in almost all fields of science. However, it is well known that the Gauss (or Euler--Poisson) integral over a finite boundary, as it is necessary for instance for the error function…
We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…
Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…