Related papers: Asymptotic covariances for functionals of weakly s…

We study the rescaled nodal volume field $\xi_R$ associated with a smooth, stationary Gaussian field on $[0,R]^d$, whose covariance satisfies adequate integrability conditions. Our main theorem shows that, as $R \to \infty$, the process…

We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…

Let $Y$ be a $d$-dimensional random vector with unknown mean $\mu$ and covariance matrix $\Sigma$. This paper is motivated by the problem of designing an estimator of $\Sigma$ that admits tight deviation bounds in the operator norm under…

A classical fact of the theory of almost periodic functions is the existence of their asymptotic distributions. In probabilistic terms, this means that if $f$ is a Besicovitch almost periodic function and $V$ is a random variable uniformly…

We develop a general framework to investigate fluctuations of non-commuting observables. To this end, we consider the Keldysh quasi-probability distribution (KQPD). This distribution provides a measurement-independent description of the…

We generalise the notion of wide-sense stationarity from sequences of complex-valued random variables indexed by the integers, to fields of random variables that are labelled by elements of the unitary dual of a compact group. The…

This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…

This paper develops a framework for the estimation of the functional mean and the functional principal components when the functions form a random field. More specifically, the data we study consist of curves $X(\mathbf{s}_k;t),t\in[0,T]$,…

This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…

We consider the problem of testing for long-range dependence in time-varying coefficient regression models, where the covariates and errors are locally stationary, allowing complex temporal dynamics and heteroscedasticity. We develop KPSS,…

In this paper, we attempt to shed light on a new class of nonstationary random fields which exhibit, what we call, local invariant nonstationarity. We argue that the local invariant property has a special interaction with a new generalized…

We consider a field $f \circ T_1^{i_1} \circ \cdots \circ T_d^{i_d}$ where $T_1, \dots , T_d$ arecommuting transformations, one of them at least being ergodic. Considering the case of commuting filtrations, we are interested by giving…

Let $B_L$ the open ball in ${\bf R}^n$ centered at $0$, of radius $L$, and let $\phi$ be a homeomorphism from $B_L$ onto ${\bf R}^n$ such that $\phi(0)=0$ and $\phi=\nabla\Phi$, where the function $\Phi:\bar {B_L}\to ]-\infty,0]$ is…

The link between Gaussian random fields and Markov random fields is well established based on a stochastic partial differential equation in Euclidean spaces, where the Mat\'ern covariance functions are essential. However, the Mat\'ern…

We study the gauge theory formulation of Jackiw-Teitelboim gravity and propose Korteweg-de Vries asymptotic conditions that generalize the asymptotic dynamics of the theory. They permit to construct an enlarged set of boundary actions…

This paper deals with the quantitative normal approximation of non-linear functionals of Poisson random measures, where the quality is measured by the Kolmogorov distance. Combining Stein's method with the Malliavin calculus of variations…

This paper presents a rigorous framework for the continuation of solutions to nonlinear constraints and the simultaneous analysis of the sensitivities of test functions to constraint violations at each solution point using an adjoint-based…

This article addresses the problem of functional supervised classification of Cox process trajectories, whose random intensity is driven by some exogenous random covariable. The classification task is achieved through a regularized convex…

Nonlinear evolution of a continuous spectrum of unstable waves near the first bifurcation point in circular Couette flow has been investigated. The disturbance is represented by a Fourier integral over all possible axial wavenumbers, and an…

In this paper, we study the asymptotic behavior of the normalized cadlag functions generated by the discrete Fourier transforms of a stationary centered square-integrable process, started at a point. We prove that the quenched invariance…