High-frequency asymptotics for subordinated stationary fields on an abelian compact group

DOI10.1016/J.SPA.2007.05.008MaRDI QIDQ2476291zbMATH OpenOpenAlexFDO

Authors Giovanni Peccati, Domenico Marinucci

Publication date 18 March 2008

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0607044

zbMATH Keywords

central limit theoremcompact connected Abelian groupGaussian fieldsmultiple Wiener--Itô integrals

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Central limit and other weak theorems (60F05) Random fields (60G60)

Abstract: Let T* be a random field indexed by an Abelian compact group G, and suppose that T* has the form T* = F(T(g)), where T is Gaussian and isotropic. The aim of this paper is to establish high-frequency central limit theorems for the Fourier coefficients associated to T*. The proofs of our main results involve recently established criteria for the weak convergence of multiple Wiener-It^{o} integrals. Our research is motivated by physical applications, mainly related to the probabilistic modelization of the Cosmic Microwave Background radiation. In this connection, the case of the n-dimensional torus is analyzed in detail.

Review text

Let \(G\) be a connected compact second countable abelian group, \(\widehat G\) be its character group, \(T=\{T(g):g\in G\}\) be a real valued stationary Gaussian field. Put \(F[T](g)=F(T(g)), \;g\in G\), where \(F\in L^2(\mathbb{R}, \exp({-x^2}/2)dx)\), and \(\widetilde a_\chi(F)=\int_G F[T](g)\chi(g^{-1})dg, \;\chi\in \widehat G\). The aim of the article is to establish sufficient (and in many cases, also necessary) conditions when the following CLT holds: \[ \mathbb{E}[| \tilde a_\chi(F)| ^2]^{1/2}\tilde a_\chi(F)\overset{law}{\longrightarrow} N+iN', \] where \(N\) and \(N'\) are two independent centered Gaussian random variables with common variance equal to \(1/2\). The convergence means that an infinite sequence elements \(\{\chi_l\}\) of \(\widehat G\) is taken and the limit is taken as \(l\rightarrow +\infty\). The proofs of the main results involved recently established criteria for the weak convergence of multiple Winer--Itô integrals.

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Cited in

(14)

• Central limit theorems for double Poisson integrals
• Representations of SO(3) and angular polyspectra
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