Related papers: Quadratic variations for Gaussian isotropic random…

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…

In this paper, we introduce the concept of isotropic Hilbert-valued spherical random field, thus extending the notion of isotropic spherical random field to an infinite-dimensional setting. We then establish a spectral representation…

Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of…

This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…

Series expansions of isotropic Gaussian random fields on $\mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to…

We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate…

As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…

In this paper we give a central limit theorem for the weighted quadratic variations process of a two-parameter Brownian motion. As an application, we show that the discretized quadratic variations $\sum_{i=1}^{[n s]} \sum_{j=1}^{[n t]} |…

In this paper we provide some simple characterizations for the spherical harmonics coefficients of an isotropic random field on the sphere. The main result is a characterization of isotropic gaussian fields through independence of the…

Cohen, Guyon, Perrin and Pontier have given assumptions under which the second-order quadratic variations of a Gaussian process converge almost surely to a deterministic limit. In this paper we present two new convergence results about…

Random fields on the sphere play a fundamental role in the natural sciences. This paper presents a simulation algorithm parenthetical to the spectral turning bands method used in Euclidean spaces, for simulating scalar- or vector-valued…

We provide a method for fast and exact simulation of Gaussian random fields on spheres having isotropic covariance functions. The method proposed is then extended to Gaussian random fields defined over spheres cross time and having…

We obtain formulae for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres of arbitrary dimension. The results hold in general in the sense…

In this paper, we investigate some geometric functionals for band limited Gaussian and isotropic spherical random fields in dimension 2. In particular, we focus on the area of excursion sets, providing its behavior in the high energy limit.…

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

This paper presents a new approach to the estimation of the deformation of an isotropic Gaussian random field on $\mathbb{R}^2$ based on dense observations of a single realization of the deformed random field. Under this framework we…

We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular,…

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

For a vector random field that is isotropic and mean square continuous on a sphere and stationary on a temporal domain, this paper derives a general form of its covariance matrix function and provides a series representation for the random…

This paper proves fixed domain asymptotic results for estimating a smooth invertible transformation $f:\Bbb{R}^2\to\Bbb{R}^2$ when observing the deformed random field $Z\circ f$ on a dense grid in a bounded, simply connected domain…