Related papers: Variance linearity for real Gaussian zeros
We study the variance of the number of zeroes of a stationary Gaussian process on a long interval. We give a simple asymptotic description under mild mixing conditions. This allows us to characterise minimal and maximal growth. We show that…
We consider the winding number of planar stationary Gaussian processes defined on the line. Under mild conditions, we obtain the asymptotic variance and the Central Limit Theorem for the winding number as the time horizon tends to infinity.…
We investigate the hyperuniformity of marked Gibbs point processes with weak dependencies among distant points whilst the interactions of close points are kept arbitrary. Some variants of stability and range assumptions are posed on the…
This survey explores the foundational theory and recent developments in the study of hyperuniformity. We present a comprehensive mathematical framework in the context of weakly stationary random measures, emphasizing spectral…
We investigate the sub-Gaussian property for almost surely bounded random variables. If sub-Gaussianity per se is de facto ensured by the bounded support of said random variables, then exciting research avenues remain open. Among these…
We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps…
Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the…
We study the zeros of random power series with stationary complex Gaussian coefficients, whose spectral measure is absolutely continuous. We analyze the precise asymptotic behavior of the radial density of zeros near the boundary of the…
We study zero sets of twisted stationary Gaussian random functions on the complex plane, i.e., Gaussian random functions that are stochastically invariant under the action of the Weyl-Heisenberg group. This model includes translation…
We prove that the connectivity of the level sets of a wide class of smooth centred planar Gaussian fields exhibits a phase transition at the zero level that is analogous to the phase transition in Bernoulli percolation. In addition to…
Effective methods are introduced for testing zero-dimensionality of varieties at a point. The motivation of this paper is to compute and analyze deformations of isolated hypersurface singularities. As an application, methods for computing…
We consider the problem of uniform sampling of points on an algebraic variety. Specifically, we develop a randomized algorithm that, given a small set of multivariate polynomials over a sufficiently large finite field, produces a common…
We test the hypothesis that simulataneous linear contrasts of multiple variance components equal zero in a Gaussian variance components model via a parametric bootstrap. Applications include but are not limited to nested and crossed…
The main results of this article are asymptotic formulas for the variance of the number of zeros of a Gaussian random polynomial of degree $N$ in an open set $U \subset C$ as the degree $N \to \infty$, and more generally for the zeros of…
This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…
A review of the state of the art of the comparison between any two different modes of convergence of sequences of measurable functions is carried out with focus on the algebraic structure of the families under analysis. As a complement of…
In this paper, we give bounds on the variance of the number of points of the circular and the Gaussian $\beta$ ensemble in arcs of the unit circle or intervals of the real line. These bounds are logarithmic with respect to the renormalized…
We characterize the sample size required for accurate graphical model selection from non-stationary samples. The observed data is modeled as a vector-valued zero-mean Gaussian random process whose samples are uncorrelated but have different…
We study Gaussian random functions on the complex plane whose stochastics are invariant under the Weyl-Heisenberg group (twisted stationarity). The theory is modeled on translation invariant Gaussian entire functions, but allows for…
This article introduces exact testing procedures on the mean of a Gaussian process $X$ derived from the outcomes of $\ell_1$-minimization over the space of complex valued measures. The process $X$ can be thought as the sum of two terms:…