相关论文: Phase Transitions in the Fluctuations of Functiona…

We study the asymptotic behavior for asymmetric neuronal dynamics in a network of linear Hopfield neurons. The interaction between the neurons is modeled by random couplings which are centered i.i.d. random variables with finite moments 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…

We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets.…

We study the extent to which wide neural networks may be approximated by Gaussian processes when initialized with random weights. It is a well-established fact that as the width of a network goes to infinity, its law converges to that of a…

We prove Central Limit Theorems and Stein-like bounds for the asymptotic behaviour of nonlinear functionals of spherical Gaussian eigenfunctions. Our investigation combine asymptotic analysis of higher order moments for Legendre polynomials…

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

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…

We establish a general criterion for the positivity of the variance of a chaotic component of local functionals of stationary vector-valued Gaussian fields. This criterion is formulated in terms of the spectral properties of the covariance…

We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…

The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…

We investigate the asymptotic behaviour of networks of interacting non-linear Hawkes processes modeling a homogeneous population of neurons in the large population limit. In particular, we prove a functional central limit theorem for the…

We consider Gaussian random waves on hyperbolic spaces and establish variance asymptotics and central limit theorems for a large class of their integral functionals, both in the high-frequency and large domain limits. Our strategy of proof…

This article gives a new proof that fully connected neural networks with random weights and biases converge to Gaussian processes in the regime where the input dimension, output dimension, and depth are kept fixed, while the hidden layer…

In this paper, we consider fully connected feed-forward deep neural networks where weights and biases are independent and identically distributed according to Gaussian distributions. Extending previous results (Matthews et al., 2018a;b;…

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

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…

We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue…

We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…

In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…