English
Related papers

Related papers: Non-central limit theorems for functionals of rand…

200 papers

The dynamics of one parameter diagonal group actions on finite volume homogeneous spaces has a partially hyperbolic feature. In this paper we extend the Liv\v{s}ic type result to these possibly noncompact and nonaccessible systems. We also…

Dynamical Systems · Mathematics 2019-03-27 Ronggang Shi

The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit theorems in probability theory. Benjamin Jourdain and Alvin Tse have extended to non-linear functionals of the empirical measure of…

Probability · Mathematics 2022-04-14 Roberta Flenghi , Benjamin Jourdain

The paper considers a universal approach that allows one to quite simply obtain nonlinear asymptotic estimates of various summation functions. It is shown the application of this approach to the asymptotic estimation of divergent Dirichlet…

Number Theory · Mathematics 2023-11-02 Victor Volfson

We consider Gaussian random waves on hyperbolic spaces and establish variance asymptotics and central limit theorems for a large class of their integral functionals, both in the high-frequency and large domain limits. Our strategy of proof…

Probability · Mathematics 2023-02-14 Francesco Grotto , Giovanni Peccati

In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…

Probability · Mathematics 2009-09-29 Philippe Barbe

In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the…

Probability · Mathematics 2011-02-11 Domenico Marinucci

Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…

Probability · Mathematics 2026-05-18 Robert E. Gaunt , Heather L. Sutcliffe

In this paper we apply techniques of spherical harmonic analysis to prove a local limit theorem, a rate of escape theorem, and a central limit theorem for isotropic random walks on arbitrary thick regular affine buildings of irreducible…

Probability · Mathematics 2007-05-23 James Parkinson

Long-range dependent random fields with spectral densities which are unbounded at some frequencies are investigated. We demonstrate new examples of covariance functions which do not exhibit regular varying asymptotic behaviour at infinity.…

Probability · Mathematics 2013-07-15 Boris Klykavka , Andriy Olenko , Matthew Vicendese

Let n points be taken at random on a circle of unit circumference and clockwise ordered. Uniform spacings are defined as the clockwise arc-lengths between the successive points from this sample. We are interested in the asymptotic behavior…

Probability · Mathematics 2024-04-16 Sherzod M. Mirakhmedov

We prove a homogenization result for integral functionals in domains with oscillating boundaries, showing that the limit is defined on a degenerate Sobolev space. We apply this result to the description of the asymptotic behaviour of thin…

Functional Analysis · Mathematics 2007-05-23 Nadia Ansini , Andrea Braides

The purpose of this note is to show how simple Optimal Transport arguments, on the real line, can be used in Superconcentration theory. This methodology is efficient to produce sharp non-asymptotic variance bounds for various functionals…

Probability · Mathematics 2018-04-11 Kevin Tanguy

We present a self-contained proof of a uniform bound on multi-point correlations of trigonometric functions of a class of Gaussian random fields. It corresponds to a special case of the general situation considered in [Hairer-Xu], but with…

Probability · Mathematics 2018-10-10 Weijun Xu

In this paper, we provide a central limit theorem for the finite-dimensional marginal distributions of empirical processes $(Z_n(f))_{f\in\mathcal{F}}$ whose index set $\mathcal{F}$ is a family of cluster functionals valued on blocks of…

Statistics Theory · Mathematics 2020-03-09 José G. Gómez-García

In this paper, we develop nonparametric inference on spatial regression models as an extension of Lu and Tj\ostheim(2014), which develops nonparametric inference on density functions of stationary spatial processes under domain expanding…

Statistics Theory · Mathematics 2019-07-12 Daisuke Kurisu

We investigate the asymptotic behaviour of networks of interacting non-linear Hawkes processes modeling a homogeneous population of neurons in the large population limit. In particular, we prove a functional central limit theorem for the…

Probability · Mathematics 2021-07-06 Sophie Heesen , Wilhelm Stannat

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…

Probability · Mathematics 2010-07-14 Atul Mallik , Michael Woodroofe

We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.

Probability · Mathematics 2025-11-25 Rajat Subhra Hazra , Nikolai Kriukov , Michel Mandjes , Moritz Otto

In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit…

Probability · Mathematics 2021-05-26 Radomyra Shevchenko

We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are…

Probability · Mathematics 2016-06-09 Irene Crimaldi , Paolo Dai Pra , Pierre-Yves Louis , Ida Germana Minelli
‹ Prev 1 3 4 5 6 7 10 Next ›