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

waveletsexcursion setsneedletsspherical random fieldscentral limit theoremsStein-Malliavin approximationspolyspectraspherical Gaussian eigenfunctions

Mathematics Subject Classification ID

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

(24)

• Asymptotic behaviour of level sets of needlet random fields
• A note on global suprema of band-limited spherical random functions
• High-frequency tail index estimation by nearly tight frames
• Tail behavior of Mexican needlets
• A central limit theorem and higher order results for the angular bispectrum
• Normal approximations for wavelet coefficients on spherical Poisson fields
• Quadratic variations for Gaussian isotropic random fields on the sphere
• Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus
• Quantitative central limit theorems of spherical sojourn times of isotropic Gaussian fields
• On the relation between Fourier and Walsh-Rademacher spectra for random fields
• On nonlinear functionals of random spherical eigenfunctions
• Expectation of a random submanifold: the zonoid section
• Flexible-bandwidth needlets
• Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem
• The needlets bispectrum
• The defect of random hyperspherical harmonics
• Adaptive global thresholding on the sphere
• Spin needlets spectral estimation
• Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
• On high-frequency limits of \(U\)-statistics in Besov spaces over compact manifolds
• High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere
• On normal approximations for the two-sample problem on multidimensional tori
• Ergodicity and Gaussianity for spherical random fields
• Asymptotics for spherical needlets

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