Wednesday 3 April 2024 at 4.30 p.m., as part of the Insalate di Matematica seminar series, Francesca Pistolato (University of Luxembourg) will talk about
Title: Limit theorems for p-domain functionals of stationary Gaussian random fields: an introduction
Abstract: The topic of the talk is the asymptotic behaviour of the p-domain functionals of stationary Gaussian randomfields. Ideally, we continue the investigation started during the “BiLux 2023 PhD seminar’’ and answer some of thequestions raised there. To be accessible to a non-specialist audience, at first we give a naive introduction to the fieldof studies around stationary Gaussian fields and their functionals, giving some tools from Malliavin-Stein method andstating Breuer-Major theorem: a cornerstone in the understanding of the asymptotic behaviour of our objects ofinterest. Finally, by making further assumptions on the form of the covariance of the underlying Gaussian field, we willshow how the asymptotic behaviour of p-domain functionals can be simply obtained from that of 1-domain functionals,explaining in a new light and in a more systematic way some results from the recent literature.
The talk is based on the work “Limit theorems for p -domain functionals of stationary Gaussian fields”, with N.Leonenko, L. Maini and I. Nourdin.
Keywords: Central limit theorem; stationary Gaussian fields; long-range dependance; Malliavin-Stein method; Hermiterank; p-domain functional
Information to attend in presence
The seminar will take place in Room 3014, in Building U5 - Ratio of the University of Milano-Bicocca.
Information to attend online
Visit the page: https://unimib.webex.com/unimib/j.php?MTID=m101728a0c0258813b6aa97783fb11fad
(password:insalate, 46725283 from phones)