This paper provides quantitative Central Limit Theorems for nonlinear transforms of spherical random fields, in the high-frequency limit. The sequences of fields that we consider are represented as smoothed averages of spherical Gaussian eigenfunctions and can be viewed as random coefficients from continuous wavelets/needlets; as such, they are of immediate interest for spherical data analysis. In particular, we focus on so-called needlets polyspectra, which are popular tools for non-Gaussianity analysis in the astrophysical community, and on the area of excursion sets. Our results are based on Stein-Malliavin approximations for nonlinear transforms of Gaussian fields, and on an explicit derivation on the high-frequency limit of their variances, which may have some independent interest.

Cammarota, V., Marinucci, D. (2015). On the limiting behaviour of needlets polyspectra. ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 51(3), 1159-1189 [10.1214/14-AIHP609].

On the limiting behaviour of needlets polyspectra

MARINUCCI, DOMENICO
2015-01-01

Abstract

This paper provides quantitative Central Limit Theorems for nonlinear transforms of spherical random fields, in the high-frequency limit. The sequences of fields that we consider are represented as smoothed averages of spherical Gaussian eigenfunctions and can be viewed as random coefficients from continuous wavelets/needlets; as such, they are of immediate interest for spherical data analysis. In particular, we focus on so-called needlets polyspectra, which are popular tools for non-Gaussianity analysis in the astrophysical community, and on the area of excursion sets. Our results are based on Stein-Malliavin approximations for nonlinear transforms of Gaussian fields, and on an explicit derivation on the high-frequency limit of their variances, which may have some independent interest.
2015
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
Spherical Random Fields; Stein-Malliavin Approximations; Polyspectra; Excursion Sets; Wavelets; Needlet
Cammarota, V., Marinucci, D. (2015). On the limiting behaviour of needlets polyspectra. ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 51(3), 1159-1189 [10.1214/14-AIHP609].
Cammarota, V; Marinucci, D
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/131183
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