Related papers: Non-central limit theorems for functionals of rand…
One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead, suitable distributional approximations can be used, where…
A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. In this paper we derive asymptotic results for linear and quadratic functionals of…
In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…
We analyse the $\Gamma$-convergence of general non-local convolution type functionals with varying densities depending on the space variable and on the symmetrized gradient. The limit is a local free-discontinuity functional, where the bulk…
We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…
\noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both…
The aim of this paper is to control the rate of convergence for central limit theorems of sojourn times of Gaussian fields in both cases: the fixed and the moving level. Our main tools are the Malliavin calculus and the Stein's method,…
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…
Max-stable random fields are very appropriate for the statistical modelling of spatial extremes. Hence, integrals of functions of max-stable random fields over a given region can play a key role in the assessment of the risk of natural…
We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab.…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
The intent of this paper is to describe the large scale asymptotic geometry of iteration stable (STIT) tessellations in $\mathbb{R}^d$, which form a rather new, rich and flexible class of random tessellations considered in stochastic…
We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets.…
Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…
We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to…
This work considers the asymptotic behavior of the distance between two sample covariance matrices (SCM). A general result is provided for a class of functionals that can be expressed as sums of traces of functions that are separately…
We prove a central limit theorem for smooth linear statistics related to the zero divisors of Gaussian i.i.d. centered holomorphic sections of tensor powers of a Hermitian holomorphic line bundle over a non-compact Hermitian manifold.
This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces $L_q.$ New results on the rate of…
The results on $\Gamma$-limits of sequences of free-discontinuity functionals with bounded cohesive surface terms are extended to the case of vector-valued functions. In this framework, we prove an integral representation result for the…