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The objective of this study is to investigate the limiting behavior of a subgraph counting process. The subgraph counting process we consider counts the number of subgraphs having a specific shape that exist outside an expanding ball as the…

Probability · Mathematics 2016-02-12 Takashi Owada

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

Probability · Mathematics 2017-12-05 Bojan Basrak , Hrvoje Planinic , Philippe Soulier

In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussian sequences. We obtain almost sure central limit theorems…

Probability · Mathematics 2009-12-15 Bernard Bercu , Ivan Nourdin , Murad Taqqu

For a smooth stationary Gaussian field on $\mathbb{R}^d$ and level $\ell \in \mathbb{R}$, we consider the number of connected components of the excursion set $\{f \ge \ell\}$ (or level set $\{f = \ell\}$) contained in large domains. The…

Probability · Mathematics 2025-10-08 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

\noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both…

Probability · Mathematics 2015-04-30 Shuyang Bai , Mamikon S. Ginovyan , Murad S. Taqqu

We consider the spaces $A_p(\mathbb T)$ of functions $f$ on the circle $\mathbb T$ such that the sequence of Fourier coefficients $\fu{\f}=\{\fu{\f}(k), ~k \in \mathbb Z\}$ belongs to $l^p, ~1\leq p<2$. The norm on $A_p(\mathbb T)$ is…

Classical Analysis and ODEs · Mathematics 2011-12-30 Vladimir Lebedev

In this article, we try to give an answer to the simple question: ``\textit{What is the critical growth rate of the dimension $p$ as a function of the sample size $n$ for which the Central Limit Theorem holds uniformly over the collection…

Probability · Mathematics 2020-08-12 Debraj Das , Soumendra Lahiri

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

Probability · Mathematics 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…

Probability · Mathematics 2021-08-02 David Berger

In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…

Probability · Mathematics 2021-12-07 Benjamin Jourdain , Alvin Tse

This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…

Statistics Theory · Mathematics 2026-03-16 Jian Cui , Zhijun Liu , Jiang Hu , Zhidong Bai

The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…

Dynamical Systems · Mathematics 2018-01-12 Alexander I. Bufetov , Andrey V. Dymov

We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…

Probability · Mathematics 2025-12-16 Fabio Coppini , Wioletta M. Ruszel

For any Ritt operator $T$ acting on a noncommutative $L^p$-space, we define the notion of \textit{completely} bounded functional calculus $H^\infty(B_\gamma)$ where $B_\gamma$ is a Stolz domain. Moreover, we introduce the `column square…

Operator Algebras · Mathematics 2012-02-21 Cédric Arhancet

This paper considers functional central limit theorems for stationary absolutely regular mixing processes. Bounds for the entropy with bracketing are derived using recent results in Nickl and P\"otscher (2007). More specifically, their…

Methodology · Statistics 2020-02-27 Guido M. Kuersteiner

We study unboundedness properties of functions belonging to generalised Morrey spaces ${\mathcal M}_{\varphi,p}({\mathbb R}^d)$ and generalised Besov-Morrey spaces ${\mathcal N}^{s}_{\varphi,p,q}({\mathbb R}^d)$ by means of growth…

Functional Analysis · Mathematics 2023-05-02 Dorothee D. Haroske , Susana D. Moura , Leszek Skrzypczak

Following the approach of Bj$\ddot{\text{o}}$rklund and Gorodnik, we have considered the discrepancy function for lattice point counting on domains that can be nicely tessellated by the action of a diagonal semigroup. We have shown that…

Number Theory · Mathematics 2025-11-11 Sourav Das

The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit theorems in probability theory. Benjamin Jourdain and Alvin Tse have extended to non-linear functionals of the empirical measure of…

Probability · Mathematics 2022-04-14 Roberta Flenghi , Benjamin Jourdain

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

Probability · Mathematics 2026-04-24 Simmaco Di Lillo , Leonardo Maini , Domenico Marinucci

This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…

Statistics Theory · Mathematics 2019-06-18 Leo Pasquazzi