相关论文: Non-Universal Fluctuations of the Empirical Measur…
The investigation of the behaviour for geometric functionals of random fields on manifolds has drawn recently considerable attention. In this paper, we extend this framework by considering fluctuations over time for the level curves of…
This paper addresses the problem of detecting and estimating the anisotropy of a stationary real-valued random field from a single realization of one of its excursion sets. This setting is challenging as it relies on observing a binary…
We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…
In this note we investigate geometric properties of invariant spatio-temporal random fields $X:\mathbb M^d\times \mathbb R\to \mathbb R$ defined on a compact two-point homogeneous space $\mathbb M^d$ in any dimension $d\ge 2$, and evolving…
This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…
Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…
The asymptotic behavior of an extended family of integral geometric random functionals, including spatiotemporal Minkowski functionals under moving levels, is analyzed in this paper. Specifically, sojourn measures of spatiotemporal…
Current statistics literature on statistical inference of random fields typically assumes that the fields are stationary or focuses on models of non-stationary Gaussian fields with parametric/semiparametric covariance families, which may…
In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…
Let $B=(B_x)_{x\in\mathbb{R}^d}$ be a collection of $N(0,1)$ random variables forming a real-valued continuous stationary Gaussian field on $\mathbb{R}^d$, and set $C(x-y)=\mathbb{E}[B_xB_y]$. Let $\varphi:\mathbb{R}\to\mathbb{R}$ be such…
We investigate Lipschitz-Killing curvatures for excursion sets of random fields on $\mathbb R^2$ under small spatial-invariant random perturbations. An expansion formula for mean curvatures is derived when the magnitude of the perturbation…
In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of…
The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…
When a random field $(X_t, \ t\in {\mathbb R}^2)$ is thresholded on a given level $u$, the excursion set is given by its indicator $~1_{[u, \infty)}(X_t)$. The purpose of this work is to study functionals (as established in stochastic…
In this paper, we investigate some geometric functionals for band limited Gaussian and isotropic spherical random fields in dimension 2. In particular, we focus on the area of excursion sets, providing its behavior in the high energy limit.…
In this paper, we are concerned with sample path properties of isotropic spherical Gaussian fields on $\S^2$. In particular, we establish the property of strong local nondeterminism of an isotropic spherical Gaussian field based on the…
We explore statistical fluctuations over the ensemble of quantum trajectories in a model of two-dimensional free fermions subject to projective monitoring of local charge across the measurement-induced phase transition. Our observables are…
We study here the random fluctuations in the number of critical points with values in an interval $I\subset \mathbb{R}$ for Gaussian spherical eigenfunctions $\left\{f_{\ell }\right\} $, in the high energy regime where $\ell \rightarrow…
In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…
Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocovariances and sample autocorrelations. Focusing on weak…