Related papers: Limiting Probability Measures
The symmetric convex hull of random points that are independent and distributed according to the cone probability measure on the $\ell_p$-unit sphere of $\mathbb R^n$ for some $1\leq p < \infty$ is considered. We prove that these random…
In a general class of Bayesian nonparametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process. Our results apply to nonparametric exponential family that contains both Gaussian and…
A new type of quadrature is developed. The Gaussian quadrature, for a given measure, finds optimal values of a function's argument (nodes) and the corresponding weights. In contrast, the Lebesgue quadrature developed in this paper, finds…
The paper proves transportation inequalities for probability measures on spheres for the Wasserstein metrics with respect to cost functions that are powers of the geodesic distance. Let $\mu$ be a probability measure on the sphere ${\bf…
Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-sphere ($d\ge 2$). We investigate the distribution of their defect i.e., the difference between the measure of positive and negative regions. Marinucci and…
The likelihood function is a fundamental component in Bayesian statistics. However, evaluating the likelihood of an observation is computationally intractable in many applications. In this paper, we propose a non-parametric approximation of…
We develop a novel sampling theorem on the sphere and corresponding fast algorithms by associating the sphere with the torus through a periodic extension. The fundamental property of any sampling theorem is the number of samples required to…
In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…
In directional statistics, the von Mises-Fisher (vMF) distribution is one of the most basic and popular probability distributions for data on the unit hypersphere. Recently, the spherical normal (SN) distribution was proposed as an…
This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…
We propose a new approach to conjugation-invariant random permutations. Namely, we explain how to construct uniform permutations in given conjugacy classes from certain point processes in the plane. This enables the use of geometric tools…
We study local asymptotic normality of M-estimates of convex minimization in an infinite dimensional parameter space. The objective function of M-estimates is not necessary differentiable and is possibly subject to convex constraints. In…
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…
A new formalism is presented for analytically obtaining the probability density function, \( P_{n}(s) \), for the distance between two random points in an \( n \)-dimensional sphere of radius \( R \). Our formalism allows \( P_{n}(s) \) to…
Axially symmetric processes on spheres, for which the second-order dependency structure may substantially vary with shifts in latitude, are a prominent alternative to model the spatial uncertainty of natural variables located over large…
We study left-invariant distances on Lie groups for which there exists a one-parameter family of homothetic automorphisms. The main examples are Carnot groups, in particular the Heisenberg group with the standard dilations. We are…
We obtain the limiting distribution of the nodal area of random Gaussian Laplace eigenfunctions on $\mathbb{T}^3= \mathbb{R}^3/ \mathbb{Z}^3$ ($3$-dimensional 'arithmetic random waves'). We prove that, as the multiplicity of the eigenspace…
Let ($\Sigma$, g) be a closed connected surface equipped with a riemannian metric. Let ($\lambda$ n) n$\in$N and ($\psi$ n) n$\in$N be the increasing sequence of eigenvalues and the sequence of corresponding L 2-normalized eigenfunctions of…
We consider the sequence of the hyperspheres $M_{n,r}$ i.e. the homogeneous transitive spaces - of the Cartan subgroup $SDiag(n,\Bbb R)$ of the group $SL(n,\Bbb R), n=1 ...$, and studied the normalized limit of the corresponding sequence of…
We study the large-scale behaviour of a class of driven diffusive systems modelled by a Stochastic Partial Differential Equation, the Stochastic Burgers Equation (SBE) with general nonlinearity, at the critical dimension and in infinite…