Mercoledì 3 Aprile 2024 alle ore 16:30, nel quadro della serie di seminari Insalate di Matematica, Francesca Pistolato (University of Luxembourg) parlerà di
Titolo: 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
Informazioni per partecipare in presenza
Il seminario si svolgerà nell'Aula 3014, presso l'Edificio U5 - Ratio dell'Università degli Studi di Milano-Bicocca.
Informazioni per partecipare online
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