相关论文: Noncentral limit results for spatiotemporal random…

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…

The angular bispectrum of spherical random fields has recently gained an enormous importance, especially in connection with statistical inference on cosmological data. In this paper, we provide expressions for its moments of arbitrary order…

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

Two-timescale stochastic approximation (TTSA) is among the most general frameworks for iterative stochastic algorithms. This includes well-known stochastic optimization methods such as SGD variants and those designed for bilevel or minimax…

The long-time asymptotic behavior of solutions to the focusing nonlinear Schr\"odinger (NLS) equation on the line with symmetric, nonzero boundary conditions at infinity is studied in the case of initial conditions that allow for the…

In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…

This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Specifically, reduction theorems are derived for local…

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

We consider sequences of homogeneous sums based on independent random variables and satisfying a central limit theorem (CLT). We address the following question: "In which cases is it not possible to reduce such an asymptotic result to the…

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…

Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge to. To resolve this, we introduce relative weak convergence,…

In the $\Lambda$CDM framework, presenting nonrelativistic matter inhomogeneities as discrete massive particles, we develop the second-order cosmological perturbation theory. Our approach relies on the weak gravitational field limit. The…

In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…

First order perturbations of homogeneous and hypersurface orthogonal LRS (Locally Rotationally Symmetric) class II cosmologies with a cosmological constant are considered in the framework of the 1+1+2 covariant decomposition of spacetime.…

We develop a unified multi-relaxation-time lattice Boltzmann (MRT-LB) framework based on discrete Hermite polynomials (Hermite matrices) for the Navier-Stokes equations (NSEs) and nonlinear convection-diffusion equations (NCDEs), using…

We propose a method of computing and studying entanglement quantities in non-Hermitian systems by use of a biorthogonal basis. We find that the entanglement spectrum characterizes the topological properties in terms of the existence of…

We investigate the multivariate central limit theorem for nonlinear statistics by means of Stein's method and Slepian's smart path interpolation method. Based on certain difference operators in theory of concentration inequalities, we…