Related papers: Limit theorems for anisotropic functionals of stat…
Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…
Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of…
This paper studies large deviation principles and weak convergence, both at the level of finite-dimensional distributions and in functional form, for a class of continuous, isotropic, centered Gaussian random fields defined on the unit…
The Ginzburg-Landau functional is a phase transition model which is suitable for clustering or classification type problems. We study the asymptotics of a sequence of Ginzburg-Landau functionals with anisotropic interaction potentials on…
We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…
The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the…
We introduce the notions of scaling transition and distributional long-range dependence for stationary random fields $Y$ on $\mathbb {Z}^2$ whose normalized partial sums on rectangles with sides growing at rates $O(n)$ and $O(n^{\gamma})$…
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 =…
One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead, suitable distributional approximations can be used, where…
Using density functional theory, we investigate fluctuations of the ground state energy of spin-polarized, disordered quantum dots in the metallic regime. To compare to experiment, we evaluate the distribution of addition energies and find…
Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…
We discuss a family of time-reversible, scale-invariant diffusions with singular coefficients. In analogy with the standard Gaussian theory, a corresponding family of generalized characteristic functions provides a useful tool for proving…
We present a self-contained proof of a uniform bound on multi-point correlations of trigonometric functions of a class of Gaussian random fields. It corresponds to a special case of the general situation considered in [Hairer-Xu], but with…
In this paper we explore the connection between anisotropic Gaussian fluctuations and isotropic non-Gaussian fluctuations. We first set up a large angle framework for characterizing non-Gaussian fluctuations: large angle non-Gaussian…
We consider an abstract parabolic problem in a framework of maximal monotone graphs, possibly multi-valued with growth conditions formulated with help of an $x-$dependent $N-$function. The main novelty of the paper consists in the lack of…
We offer an axiomatic definition of a differential algebra of generalized functions over an algebraically closed non-Archimedean field. This algebra is of {\em Colombeau type} in the sense that it contains a copy of the space of Schwartz…
Thin growing tissues (such as plant leaves) can be modelled by a bounded domain $S\subset R^2$ endowed with a Riemannian metric $g$, which models the internal strains caused by the differential growth of the tissue. The elastic energy is…
This paper studies polar sets of anisotropic Gaussian random fields, i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that…
The Karhunen-Lo\`eve expansion and the Fredholm determinant formula are used to derive an asymptotic Rosenblatt-type distribution of a sequence of integrals of quadratic functions of Gaussian stationary random fields on R^d displaying…
Recently E.Verlinde and H.Verlinde have suggested an effective two-dimensional theory describing the high-energy scattering in QCD. In this report we attempt to clarify some issues of this suggestion. We consider {\it anisotropic…