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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…

Probability · Mathematics 2016-04-26 Chunsheng Ma

In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit…

Probability · Mathematics 2021-05-26 Radomyra Shevchenko

The angular bispectrum of spherical random fields has recently gained an enormous importance, especially in connection with statistical inference on cosmological data. In this paper, we provide expressions for its moments of arbitrary order…

Probability · Mathematics 2008-06-05 D. Marinucci

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…

Probability · Mathematics 2022-06-27 Markus Bachmayr , Ana Djurdjevac

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…

Probability · Mathematics 2007-06-13 P. Baldi , D. Marinucci

Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…

Probability · Mathematics 2022-10-14 Iosif Pinelis

In this paper we study the asymptotic theory for spectral analysis of stationary random fields, including linear and nonlinear fields. Asymptotic properties of Fourier coefficients and periodograms, including limiting distributions of…

Statistics Theory · Mathematics 2021-10-28 Wai Leong Ng , Chun Yip Yau

We investigate the relationship between ergodicity and asymptotic Gaussianity of isotropic spherical random fields, in the high-resolution (or high-frequency) limit. In particular, our results suggest that under a wide variety of…

Probability · Mathematics 2015-05-14 Domenico Marinucci , Giovanni Peccati

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…

Probability · Mathematics 2011-02-11 Domenico Marinucci

We establish spectral expansions of homogeneous and isotropic random fields taking values in the $3$-dimensional Euclidean space $E^3$ and in the space $\mathsf{S}^2(E^3)$ of symmetric rank $2$ tensors over $E^3$. The former is a model of…

Probability · Mathematics 2014-02-10 Anatoliy Malyarenko , Martin Ostoja-Starzewski

We develop a general framework for isotropic functional Gaussian fields on the $d$-dimensional sphere $\mathbb{S}^{d}$, where the field takes values in a separable Hilbert space $\mathcal{H}$. We establish an operator-valued extension of…

Statistics Theory · Mathematics 2025-12-01 Alessia Caponera , Vinicius Ferreira , Emilio Porcu

We study the weak convergence (in the high-frequency limit) of the frequency components associated with Gaussian-subordinated, spherical and isotropic random fields. In particular, we provide conditions for asymptotic Gaussianity and we…

Probability · Mathematics 2013-03-12 Domenico Marinucci , Giovanni Peccati

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…

Probability · Mathematics 2015-10-26 Annika Lang , Christoph Schwab

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…

Probability · Mathematics 2018-10-23 Andriy Olenko , Volodymyr Vaskovych

This article establishes an asymptotic theory for volatility estimation in an infinite-dimensional setting. We consider mild solutions of semilinear stochastic partial differential equations and derive a stable central limit theorem for the…

Statistics Theory · Mathematics 2023-03-14 Fred Espen Benth , Dennis Schroers , Almut E. D. Veraart

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…

Statistics Theory · Mathematics 2014-02-05 Claudio Durastanti , Xiaohong Lan , Domenico Marinucci

In this note, we consider a fixed vector field $V$ on $S^2$ and study the distribution of points which lie on the nodal set (of a random spherical harmonic) where $V$ is also tangent. We show that the expected value of the corresponding…

Spectral Theory · Mathematics 2018-09-12 Suresh Eswarathasan

This is a direct computation of the spectral representation of homogeneous spin-weighted spherical random fields with arbitrary integer spin. It generalises known results from Cosmology for the spin-2 Cosmic Microwave Background…

General Physics · Physics 2019-04-24 Nicolas Tessore

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

Probability · Mathematics 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

Spectral invariants are quantitative measurements in symplectic topology coming from Floer homology theory. We study their dependence on the choice of coefficients in the context of Hamiltonian Floer homology. We discover phenomena in this…

Symplectic Geometry · Mathematics 2024-10-10 Yusuke Kawamoto , Egor Shelukhin
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