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We prove a central limit theorem for random sums of the form $\sum_{i=1}^{N_n} X_i$, where $\{X_i\}_{i \geq 1}$ is a stationary $m-$dependent process and $N_n$ is a random index independent of $\{X_i\}_{i\geq 1}$. Our proof is a…
This paper derives non-central asymptotic results for non-linear integral functionals of homogeneous isotropic Gaussian random fields defined on hypersurfaces in $\mathbb{R}^d$. We obtain the rate of convergence for these functionals. The…
The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…
We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…
We study the large-population limit of interacting particle systems evolving on adaptive dynamical networks, motivated in particular by models of opinion dynamics. In such systems, agents interact through weighted graphs whose structure…
Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…
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…
Local increases in the mean of a random field are detected (conservatively) by thresholding a field of test statistics at a level $u$ chosen to control the tail probability or $p$-value of its maximum. This $p$-value is approximated by the…
We focus on the FeigenbaumCoulletTresser point of the dissipative one-dimensional z logistic map. We show that sums of iterates converge to q Gaussian distributions, which optimize the nonadditive entropic functional Sq under simple…
The paper is concerned with asymptotic stability properties of linear switched systems. Under the hypothesis that all the subsystems share a non strict quadratic Lyapunov function, we provide a large class of switching signals for which a…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
In this short survey we recollect some of the recent results on the high energy behavior (i.e., for diverging sequences of eigenvalues) of nonlinear functionals of Gaussian eigenfunctions on the $d$-dimensional sphere $\mathbb S^d$, $d\ge…
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…
The purpose of this paper is to study the limiting distribution of special {\it additive functionals} on random planar maps, namely the number of occurrences of a given {\it pattern}. The main result is a central limit theorem for these…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
In this paper the asymptotic behavior of trajectories of discontinuous vector fields is studied. The vector fields are defined on a two-dimensional Riemannian manifold $M$ and the confinement of trajectories on some suitable compact set $K$…
We study the correlation between the nodal length of random spherical harmonics and the measure of the boundary for excursion sets at any non-zero level. We show that the correlation is asymptotically zero, while the partial correlation…
We consider weighted random balls in $\real^d$ distributed according to a random Poisson measure with heavy-tailed intensity and study the asymptotic behaviour of the total weight of some configurations in $\real^d$. This procedure amounts…
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…