We study general models of random fields associated with non-local equations in time and space. We discuss the properties of the corresponding angular power spectrum and find asymptotic results in terms of random time changes.
We review the Dudley integral for the Belyaev dichotomy applied to Gaussian processes on spheres, and discuss the approximate (or restricted) continuity of paths in the discontinuous case. We discuss also the spatio-temporal case, of sphere cross line. In the continuous case, we investigate the link between the smoothness of paths and the decay rate of the angular power spectrum, following Tauberian work of the first author, Malyarenko, and Lang and Schwab.
In this paper we prove that the stochastic Navier-Stokes equations with stable Lévy noise generates a random dynamical systems. Then we prove the existence of random attractor for the Navier-Stokes equations on 2D spheres under stable Lévy noise (finite dimensional). We also deduce the existence of Feller Markov invariant measure.
In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit theorem for a fixed Fourier component of such a field as well as quantitative central limit theorems in the increasing frequency regime. Based on these results we propose estimators of the angular power spectrum and study their properties. Moreover, we show a quantitative central limit theorem for quadratic variations over the field $f$ and construct an estima…
We introduce a new family of random compact metric spaces $\mathcal{S}_α$ for $α\in(1,2)$, which we call stable shredded spheres. They are constructed from excursions of $α$-stable Lévy processes on $[0,1]$ possessing no negative jumps. Informally, viewing the graph of the Lévy excursion in the plane, each jump of the process is "cut open" and replaced by a circle and then all points on the graph at equal height which are not separated by a jump are identified. We show that the shredded spheres arise as scaling limits of models of causal random planar maps with large faces introduced by Di Fra…
We show that a point process of hard spheres exhibits long-range orientational order. This process is designed to be a random perturbation of a three-dimensional lattice that satisfies a specific rigidity property, examples include the FCC and HCP lattices. We also define two-dimensional near-lattice processes by local, geometry dependent hard disk conditions. Earlier results about existence of long-range orientational order carry over and we obtain the existence of infinite-volume measures on two-dimensional point configurations that turn out to follow the orientation of a fixed triangular la…
Consider a random set of points on the unit sphere in $\mathbb{R}^d$, which can be either uniformly sampled or a Poisson point process. Its convex hull is a random inscribed polytope, whose boundary approximates the sphere. We focus on the case $d=3$, for which there are elementary proofs and fascinating formulas for metric properties. In particular, we study the fraction of acute facets, the expected intrinsic volumes, the total edge length, and the distance to a fixed point. Finally we generalize the results to the ellipsoid with homeoid density.
A sequence $(X_N ) \subset \mathbb S^d$ of N-point sets from the d-dimensional sphere has QMC strength $s^*>d/2$ if it has worst-case error of optimal order, $N^{s/d}$, for Sobolev spaces of order $s$ for all $d/2 < s < s^*$ , and the order is not optimal for $s > s^*$ . In arXiv:1208.3267 conjectured values of the strength are given for some well known point families in $\mathbb S^2$ based on numerical results. We study the average QMC strength for some related random configurations.
In this paper, the scaling limit of random connected cubic planar graphs (respectively multigraphs) is shown to be the Brownian sphere. The proof consists in essentially two main steps. First, thanks to the known decomposition of cubic planar graphs into their 3-connected components, the metric structure of a random cubic planar graph is shown to be well approximated by its unique 3-connected component of linear size, with modified distances. Then, Whitney's theorem ensures that a 3-connected cubic planar graph is the dual of a simple triangulation, for which it is known that the scaling limit…
We study the asymptotic behaviour of least squares estimators in regression models for long-range dependent random fields observed on spheres. The least squares estimator can be given as a weighted functional of long-range dependent random fields. It is known that in this scenario the limits can be non-Gaussian. We derive the limit distribution and the corresponding rate of convergence for the estimators. The results were obtained under rather general assumptions on the random fields. Simulation studies were conducted to support theoretical findings.
Series expansions of isotropic Gaussian random fields on $\mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to the standard Karhunen-Loève expansions of isotropic random fields in terms of spherical harmonics. The basis functions are obtained by applying the square root of the covariance operator to spherical needlets. Localization of the resulting covariance-dependent multilevel basis is shown under decay conditions on the angular power spectrum of the random field…
Excursion probability of Gaussian random fields on sphere
设$X=\{X(x): x\in\mathbb{S}^N\}$是在$N$维单位球面$\mathbb{S}^N$上索引的实值中心高斯随机场.近似的偏移概率${\mathbb{P}}\{\sup_{x\in\mathbb{S}^N}X(x)\ge u\}$,作为$u\to\infty$,获得两种情况下:(i)$X$是局部各向同性和它的样本函数是非光滑的;(ii)$X$是各向同性和它的样本函数是两次可微的。对于情况(i),可以通过应用Piterbarg(Asymptotic Methods in the Theory of Gaussian Processes and Fields(1996)Amer. Math. Soc.)中的结果来研究偏移概率,Mikhaleva和Piterbarg(理论Probab。41(1997)367- 379)和Chan和Lai(Ann. Probab. 34(2006)80- 121)。证明了${\mathbb{P}}\{\sup_{x\in\mathbb {S}^N}X(x)\ge u\}$的渐近性类似于Pickands在欧氏空间上的近似,其中包含Pickands常数.对于情形(ii),我们应用期望的欧拉示性数方法来获得更精确的近似,使得误差是超指数小的。
In recent years, considerable interest has been drawn by the analysis of geometric functionals for the excursion sets of random eigenfunctions on the unit sphere (spherical harmonics). In this paper, we extend those results to proper subsets of the sphere $\mathbb{S}^2$, i.e., spherical caps, focussing in particular on the excursion area. Precisely, we show that the asymptotic behavior of the excursion area is dominated by the so-called second-order chaos component, and we exploit this result to establish a Quantitative Central Limit Theorem, in the high energy limit. These results generalize …
In this paper we compare the different phenomena that occur when intersecting geometric objects with random geodesics on the unit sphere and inside convex bodies. On the high dimensional sphere we see that with probability bounded away from zero, the observed length will deviate from the actual measure by at most a fixed error for any subset, while in convex bodies we can always choose a subset for which the behavior would be close to a zero-one law, as the dimension grows. The result for the sphere is based on an analysis of the Radon transform. Using similar tools we analyze the variance of …
In this paper, aliasing effects are investigated for random fields defined on the d-dimensional sphere and reconstructed from discrete samples. First, we introduce the concept of an aliasing function on the sphere. The aliasing function allows one to identify explicitly the aliases of a given harmonic coefficient in the Fourier decomposition. Then, we exploit this tool to establish the aliases of the harmonic coefficients approximated by means of the quadrature procedure named spherical uniform sampling. Subsequently, we study the consequences of the aliasing errors in the approximation of the…
Let $U_1,U_2,\ldots$ be random points sampled uniformly and independently from the $d$-dimensional upper half-sphere. We show that, as $n\to\infty$, the $f$-vector of the $(d+1)$-dimensional convex cone $C_n$ generated by $U_1,\ldots,U_n$ weakly converges to a certain limiting random vector, without any normalization. We also show convergence of all moments of the $f$-vector of $C_n$ and identify the limiting constants for the expectations. We prove that the expected Grassmann angles of $C_n$ can be expressed through the expected $f$-vector. This yields convergence of expected Grassmann angles…
We study the regularity properties of Gaussian fields defined over spheres cross time. In particular, we consider two alternative spectral decompositions for a Gaussian field on $\mathbb{S}^d \times \mathbb{R}$. For each decomposition, we establish regularity properties through Sobolev and interpolation spaces. We then propose a simulation method and study its level of accuracy in the $L^2$ sense. The method turns to be both fast and efficient.
We prove an explicit combinatorial formula for the expected number of faces of the zero polytope of the homogeneous and isotropic Poisson hyperplane tessellation in $\mathbb R^d$. The expected $f$-vector is expressed through the coefficients of the polynomial $$ (1+ (d-1)^2x^2) (1+(d-3)^2 x^2) (1+(d-5)^2 x^2) \ldots. $$ Also, we compute explicitly the expected $f$-vector and the expected volume of the spherical convex hull of $n$ random points sampled uniformly and independently from the $d$-dimensional half-sphere. In the case when $n=d+2$, we compute the probability that this spherical conve…
The typical cell of a Voronoi tessellation generated by $n+1$ uniformly distributed random points on the $d$-dimensional unit sphere $\mathbb S^d$ is studied. Its $f$-vector is identified in distribution with the $f$-vector of a beta' polytope generated by $n$ random points in $\mathbb R^d$. Explicit formulae for the expected $f$-vector are provided for any $d$ and the low-dimensional cases $d\in\{2,3,4\}$ are studied separately. This implies an explicit formula for the total number of $k$-dimensional faces in the spherical Voronoi tessellation as well.
Given a closed Riemann surface $Σ$ equipped with a volume form $ω$, we construct a natural probability measure on the space $\mathcal{M}_d(Σ)$ of degree $d$ branched coverings from $Σ$ to the Riemann sphere $\mathbb{C}\mathbb{P}^1.$ We prove a large deviations principle for the number of critical points in a given open set $U\subset Σ$: given any sequence $ε_d$ of positive numbers, the probability that the number of critical points of a branched covering deviates from $2d\cdot\textrm{Vol}(U)$ more than $ε_d$ is smaller than $\exp(-C_Uε^3_d d)$, for some positive constant $C_U$. In particular, …
Random Quadratic Form on a Sphere: Synchronization by Common Noise
Korteweg-de Vries Institute for Mathematics, University of Amsterdam(阿姆斯特丹大学Korteweg-de Vries数学研究所);Department of Mathematics and Computer Science, FU Berlin(柏林自由大学数学与计算机科学系)
In this paper, we focus on isotropic and stationary sphere-cross-time random fields. We first introduce the class of spherical functional autoregressive-moving average processes (SPHARMA), which extend in a natural way the spherical functional autoregressions (SPHAR) recently studied in [8, 7]; more importantly, we then show that SPHAR and SPHARMA processes of sufficiently large order can be exploited to approximate every isotropic and stationary sphere-cross-time random field, thus generalizing to this infinite-dimensional framework some classical results on real-valued stationary processes. …
We compute the asymptotic behavior of the average-case filling volume for certain models of random Lipschitz cycles in the unit cube and sphere. For example, we estimate the minimal area of a Seifert surface for a model of random knots first studied by Millett. This is a generalization of the classical Ajtai--Komlós--Tusnády optimal matching theorem from combinatorial probability. The author hopes for applications to the topology of random links, random maps between spheres, and other models of random geometric objects.