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We propose discrete random-field models that are based on random partitions of $\mathbb{N}^2$. The covariance structure of each random field is determined by the underlying random partition. Functional central limit theorems are established…
Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ($H < \frac{1}{2})$ and…
The angular power spectrum of a stationary random field on the sphere is estimated from the needlet coefficients of a single realization, observed with increasingly fine resolution. The estimator we consider is similar to the one recently…
We discuss canonical transformations relating well-known geodesic flows on the cotangent bundle of the sphere with a set of geodesic flows with quartic invariants. By adding various potentials to the corresponding geodesic Hamiltonians, we…
We study the probabilistic behaviour of the continued fraction expansion of a quadratic irrational number, when weighted by some "additive" cost. We prove asymptotic Gaussian limit laws, with an optimal speed of convergence. We deal with…
This paper presents a central limit theorem for a pre-averaged version of the realized covariance estimator for the quadratic covariation of a discretely observed semimartingale with noise. The semimartingale possibly has jumps, while the…
The u-invariant of a field is the supremum of the dimensions of anisotropic quadratic forms over the field. We define corresponding u-invariants for hermitian and generalised quadratic forms over a division algebra with involution in…
In this paper, we prove an asymptotic formula for the quantum variance for Eisenstein series on $\mathrm{PSL}_2(\mathbb{Z})\backslash \mathbb{H}$. The resulting quadratic form is compared with the classical variance and the quantum variance…
In this paper we establish limit theorems for power variations of stochastic processes controlled by fractional Brownian motions with Hurst parameter $H\leq 1/2$. We show that the power variations of such processes can be decomposed into…
In this paper, we consider isotropic and stationary real Gaussian random fields defined on $\mathbb{S}^2\times\mathbb{R}$ and we investigate the asymptotic behavior, as $T\rightarrow +\infty$, of the empirical measure (excursion area) in…
We prove that the scaling limits of spin fluctuations in four-dimensional Ising-type models with nearest-neighbor ferromagnetic interaction at or near the critical point are Gaussian. A similar statement is proven for the $\lambda \phi^4$…
This paper provides several statistical estimators for the drift and volatility parameters of an Ornstein-Uhlenbeck process driven by fractional Brownian motion, whose observations can be made either continuously or at discrete time…
We establish an infinitesimal variant of Guo-Jacquet trace formula for the case of a central simple algebra over a number field $F$ containing a quadratic field extension $E/F$. It is an equality between a sum of geometric distributions on…
In this paper we study the solutions of different forms of fractional equations on the unit sphere $\mathbb{S}_{1}^{2}$ $\subset \mathbb{R}^{3}$ possessing the structure of time-dependent random fields. We study the correlation functions of…
This paper is concerned with a central limit theorem for quadratic variation when observations come as exit times from a regular grid. We discuss the special case of a semimartingale with deterministic characteristics and finite activity…
We discuss a gauge fixing of gravity coupled to a scalar field in spherical symmetry such that the Hamiltonian is an integral over space of a local density. In a previous paper we had presented it using Ashtekar's new variables. Here we…
The construction of a statistical model for eigenfunctions of the Ising model in transverse and longitudinal fields is discussed in detail for the chaotic case. When the number of spins is large, each wave function coefficient has the…
This paper presents fundamental algorithms for the computational theory of quadratic forms over number fields. In the first part of the paper, we present algorithms for checking if a given non-degenerate quadratic form over a fixed number…
We develop criteria for hitting probabilities of anisotropic Gaussian random fields with associated canonical pseudo-metric given by a class of gauge functions. This yields lower and upper bounds in terms of general notions of capacity and…
We investigate the scalar sector of linear cosmological perturbations in quadratic gravity. Working in the Einstein frame, we derive the equations of motion in a gauge-independent manner and express them in terms of three sets of…