Related papers: Non-Universal Fluctuations of the Empirical Measur…
In spatial statistics, point processes are often assumed to be isotropic meaning that their distribution is invariant under rotations. Statistical tests for the null hypothesis of isotropy found in the literature are based either on…
We investigate the relationship between ergodicity and asymptotic Gaussianity of isotropic spherical random fields, in the high-resolution (or high-frequency) limit. In particular, our results suggest that under a wide variety of…
Let $X=\{X(x): x\in\mathbb{S}^N\}$ be a real-valued, centered Gaussian random field indexed on the $N$-dimensional unit sphere $\mathbb{S}^N$. Approximations to the excursion probability ${\mathbb{P}}\{\sup_{x\in\mathbb{S}^N}X(x)\ge u\}$,…
In an inhomogeneous universe, an observer associated with a particular matter field does not necessarily measure the same cosmological evolution as an observer in a homogeneous and isotropic universe. Here we consider, in the context of a…
In this paper, change-point problems for long memory stochastic volatility models are considered. A general testing problem which includes various alternative hypotheses is discussed. Under the hypothesis of stationarity the limiting…
The origin of the long-range memory in the non-equilibrium systems is still an open problem as the phenomenon can be reproduced using models based on Markov processes. In these cases a notion of spurious memory is introduced. A good example…
A phenomenological theory of the fluctuations of velocity occurring in a fully developed homogeneous and isotropic turbulent flow is presented. The focus is made on the fluctuations of the spatial (Eulerian) and temporal (Lagrangian)…
We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…
We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…
We define a random model for the moments of the new eigenfunctions of a point scat-terer on a 2-dimensional rectangular flat torus. In the deterministic setting,Seba conjectured these moments to be asymptotically Gaussian, in the…
A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…
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…
We study the asymptotic joint distribution of sample space--time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions.…
We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…
We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…
This work aims to study the dislocation or nodal lines of 3D Berry's random wave model. Their expected length is computed both in the isotropic and anisotropic cases, being them compared. Afterwards, in the isotropic case the asymptotic…
In this paper, following earlier results in [2] we derive the asymptotic distribution as $t \to \infty$, of the excursion of Brownian motion straddling $t$, into an interval $(a,b)$, conditional on the event that there is such an excursion.
We present the effective field theory studies of primordial statistical anisotropies in models of anisotropic inflation. The general action in unitary gauge is presented to calculate the leading interactions between the gauge field…
We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…
A two-dimensional lattice system of non-interacting electrons in a homogeneous magnetic field with half a flux quantum per plaquette and a random potential is considered. For the large scale behavior a supersymmetric theory with collective…