Related papers: Quadratic variations for Gaussian isotropic random…
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…
In this paper, we prove some central and non-central limit theorems for renormalized weighted power variations of order q>=2 of the fractional Brownian motion with Hurst parameter H in (0,1), where q is an integer. The central limit holds…
In this paper, we are concerned with sample path properties of isotropic spherical Gaussian fields on $\S^2$. In particular, we establish the property of strong local nondeterminism of an isotropic spherical Gaussian field based on the…
We introduce the Random Quadratic Form (RQF): a stochastic differential equation which formally corresponds to the gradient flow of a random quadratic functional on a sphere. While the one-point dynamics of the system is a Brownian motion…
We present the asymptotic distribution theory for a class of increment-based estimators of the fractal dimension of a random field of the form g{X(t)}, where g:R\to R is an unknown smooth function and X(t) is a real-valued stationary…
We study the gravitational potential generated by static, spherically symmetric matter distributions in a quadratic $f(R)$ gravity model. In the weak-field regime, the linearized field equations lead to a fourth-order modified Poisson…
We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
A q-modified version of the central limit theorem due to Umarov et al. affirms that q-Gaussians are attractors under addition and rescaling of certain classes of strongly correlated random variables. The proof of this theorem rests on a…
This manuscript reviews theoretical results and applications related to quadratic forms in Gaussian random variables. It summarizes definitions, canonical representations, exact and approximate distributional results, numerical inversion…
We describe two classes of Gaussian self-similar random fields: with strictly stationary rectangular increments and with mild stationary rectangular increments. We find explicit spectral and moving average representations for the fields…
We uncover geometric aspects that underlie the sum of two independent stochastic variables when both are governed by q-Gaussian probability distributions. The pertinent discussion is given in terms of random vectors uniformly distributed on…
The explicit formulae for the height distribution and expected number of local maxima have been obtained for isotropic Gaussian random fields on certain low-dimensional Euclidean space or low-dimensional spheres.
We study the restriction of the Fourier transform to quadratic surfaces in vector spaces over finite fields. In two dimensions, we obtain the sharp result by considering the sums of arbitrary two elements in the subset of quadratic surfaces…
This is an extended version of a series of talks I held at the University of Bochum in 2017 about limit theorems for non-linear functionals of stationary Gaussian random fields. The goal of these talks was to give a fairly detailed…
We analyze the question of possible quantum corrections in the entropic scenario of emergent gravity. Using a fuzzy sphere as a natural quasiclassical approximation for the spherical holographic screen, we analyze whether it is possible to…
We present fixed domain asymptotic results that establish consistent estimates of the variance and scale parameters for a Gaussian random field with a geometric anisotropic Mat\'ern autocovariance in dimension $d>4$. When $d<4$ this is…
We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian sheets. Our result is a generalization of the invariance…
We present a quantum algorithm for efficiently sampling transformed Gaussian random fields on $d$-dimensional domains, based on an enhanced version of the classical moving average method. Pointwise transformations enforcing boundedness are…
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…