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A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…

Numerical Analysis · Mathematics 2024-12-02 Erik Jansson , Annika Lang , Mike Pereira

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…

Probability · Mathematics 2025-01-07 Jonathan C. Mattingly , Ezra Miller , Do Tran

Based on the ratio of two block maxima, we propose a large sample test for the length of memory of a stationary symmetric $\alpha$-stable discrete parameter random field. We show that the power function converges to one as the sample-size…

Probability · Mathematics 2017-11-29 Ayan Bhattacharya , Parthanil Roy

We investigate the asymptotic properties of the integrated periodogram calculated from a sequence of indicator functions of dependent extremal events. An event in Euclidean space is extreme if it occurs far away from the origin. We use a…

Statistics Theory · Mathematics 2015-03-16 Thomas Mikosch , Yuwei Zhao

The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…

Number Theory · Mathematics 2018-04-23 Victor Volfson

We prove central limit theorems for additive functionals of stationary fields under integrability conditions on the higher-order spectral densities, which are derived using the Holder-Young-Brascamp-Lieb inequality.

Probability · Mathematics 2012-02-15 Florin Avram , Nikolai Leonenko , Ludmila Sakhno

In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived…

Probability · Mathematics 2018-10-16 Guangqu Zheng

In this paper we survey the almost sure central limit theorem and its functional form (quenched) for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the…

Probability · Mathematics 2013-04-17 Magda Peligrad

We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both…

Probability · Mathematics 2020-07-07 A. D. Barbour , Peter Braunsteins , Nathan Ross

This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…

Dynamical Systems · Mathematics 2026-02-20 Rafael A. Bilbao , Rafael Lucena

The extremogram, proposed by Davis and Mikosch (2008), is a useful tool for measuring extremal dependence and checking model adequacy in a time series. We define the extremogram in the spatial domain when the data is observed on a lattice…

Statistics Theory · Mathematics 2015-06-09 Yongbum Cho , Richard A. Davis , Souvik Ghosh

In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

Probability · Mathematics 2024-07-08 Zhishui Hua , Wei Wanga , Liang Dong

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

Probability · Mathematics 2026-02-20 Christian Hirsch , Kyeongsik Nam , Moritz Otto

The main purpose of this paper is to provide threshold functions for the events that a random subset of the points of a finite vector space has certain properties related to point-flat incidences. Specifically, we consider the events that…

Combinatorics · Mathematics 2022-12-26 Jeong Han Kim , Ben Lund , Thang Pham , Semin Yoo

We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…

Probability · Mathematics 2014-05-13 George Deligiannidis , Magda Peligrad , Sergey Utev

Let $\mathbb{F}_q$ be the finite field of order $q$, and $\mathcal{A}$ a non-empty proper subset of $\mathbb{F}_q$. Let $\mathbf{M}$ be a random $m \times n$ matrix of rank $r$ over $\mathbb{F}_q$ taken with uniform distribution. It was…

Number Theory · Mathematics 2024-09-17 Chin Hei Chan , Maosheng Xiong

Many non-equilibrium processes on scale-free networks present anomalous critical behavior that is not explained by standard mean-field theories. We propose a systematic method to derive stochastic equations for mean-field order parameters…

Disordered Systems and Neural Networks · Physics 2015-05-13 F. Caccioli , L. Dall'Asta

In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…

Probability · Mathematics 2018-09-12 Lu Xu

Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing…

Probability · Mathematics 2018-03-28 Tulasi Ram Reddy , Sreekar Vadlamani , D. Yogeshwaran

We consider the number of crossings in a random embedding of a graph, $G$, with vertices in convex position. We give explicit formulas for the mean and variance of the number of crossings as a function of various subgraph counts of $G$.…

Probability · Mathematics 2024-10-14 Santiago Arenas-Velilla , Octavio Arizmendi , J. E. Paguyo