On the limiting behaviour of needlets polyspectra

DOI10.1214/14-AIHP609MaRDI QIDQ500812zbMATH OpenOpenAlexFDO

Authors Valentina Cammarota, Domenico Marinucci

Publication date 5 October 2015

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.4691, https://projecteuclid.org/euclid.aihp/1435759244

zbMATH Keywords

central limit theoremsexcursion setsneedletspolyspectraspherical Gaussian eigenfunctionsspherical random fieldsStein-Malliavin approximationswavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Random fields (60G60) Inference from stochastic processes and spectral analysis (62M15)

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 nonGaussianity analysis in the astrophysical community, and on the area of excursion sets. Our results are based on Stein-Maliavin 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.

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Cited in

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• Asymptotics for spherical needlets
• On normal approximations for the two-sample problem on multidimensional tori
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