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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…

概率论 · 数学 2022-07-27 Domenico Marinucci , Maurizia Rossi , Anna Vidotto

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…

统计方法学 · 统计学 2025-12-15 Jean-Marc Azaïs , Federico Dalmao , Yohann De Castro

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…

概率论 · 数学 2013-07-24 Evgeny Spodarev

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…

概率论 · 数学 2024-04-05 Alessia Caponera , Maurizia Rossi , María Dolores Ruiz Medina

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…

概率论 · 数学 2021-04-30 Vitalii Makogin , Evgeny Spodarev

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…

统计理论 · 数学 2010-01-08 Frédéric Lavancier , Anne Philippe

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…

概率论 · 数学 2025-02-17 N. N. Leonenko , M. D. Ruiz-Medina

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…

统计理论 · 数学 2024-09-04 Yunyi Zhang , Zhou Zhou

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…

机器学习 · 统计学 2024-12-10 Behrad Moniri , Hamed Hassani

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…

概率论 · 数学 2023-08-29 Leonardo Maini , Ivan Nourdin

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…

概率论 · 数学 2019-05-06 Elena Di Bernardino , Anne Estrade , Maurizia Rossi

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…

概率论 · 数学 2017-01-05 Tanguy Cabana , Jonathan Touboul

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.…

概率论 · 数学 2015-09-03 Helena Ferreira , Luísa Pereira , Ana Paula Martins

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…

概率论 · 数学 2014-10-30 Marie Kratz , Werner Nagel

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.…

概率论 · 数学 2020-10-30 Anna Paola Todino

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…

概率论 · 数学 2021-12-01 Xiaohong Lan , Domenico Marinucci , Yimin Xiao

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…

量子物理 · 物理学 2026-02-11 Igor Poboiko , Igor V. Gornyi , Alexander D. Mirlin

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…

概率论 · 数学 2021-12-01 Valentina Cammarota , Domenico Marinucci

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…

概率论 · 数学 2017-08-29 Magda Peligrad , Na Zhang

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…

统计理论 · 数学 2023-02-28 Yunyi Zhang , Efstathios Paparoditis , Dimitris N. Politis
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