arXiv subjects

Francesca Pistolato

Publications and source records attributed to Francesca Pistolato.

5 recordsLinked to original sources

arXiv2026

Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function

We study non-linear additive functionals of stationary Gaussian fields over anisotropically growing domains in $\mathbb{R}^d$, including spatiotemporal settings, and establish Gaussian and non-Gaussian limit theorems under non-separable covariance structures. We characterize the regimes in which the normalized functionals converge either to a Gaussian distribution or to a $2$-domain Rosenblatt distribution, depending on precise long-range dependence conditions. Our analysis covers covariance functions from the Gneiting class, which provides a canonical family of non-separable spatiotemporal models. A key structural result shows that such covariances are asymptotically separable in a precise cumulant sense, allowing us to identify explicitly the limiting distributions without imposing additional spectral assumptions. These results extend existing spatiotemporal limit theorems beyond separable and short-memory frameworks and provide a unified description of anisotropic long-range dependence phenomena.

math.PR↗

arXiv2025

Universal Cancellations in Uniform Random Waves

A vast literature over the past fifteen years has been devoted to the study of the geometric properties of Gaussian random waves. In this work, we investigate the geometric behavior of \emph{uniform random waves}, a much less studied non-Gaussian model in which the $L^2$ norm is constrained to be exactly equal to one in every realization (a normalization that is natural from the standpoint of quantum mechanics). We show that this norm-constrained formulation has deep consequences for the universality of the so-called \emph{Berry's cancellation phenomenon}, as well as for novel high-frequency asymptotic variance estimates. These effects manifest themselves in both local geometric functionals, such as the Lipschitz--Killing curvatures, and global ones, such as the number of connected components above a fixed threshold. A key byproduct of our analysis is a new explicit relation between Hermite expansions and spherical harmonic decompositions for $0$-homogeneous functionals of Gaussian vectors, which enables a systematic chaos-based analysis of non-Gaussian random waves.

math.PR↗

arXiv2025

Level area of spin random fields: a chaos decomposition

We study real left-invariant spin Gaussian fields on $SO(3)$, a special class of non-isotropic random fields used to model the polarization of the Cosmic Microwave Background. Leveraging recent results from "New chaos decomposition of Gaussian nodal volumes" (arXiv:2505.22350), we provide an explicit formula for the Wiener-It\^o chaos decomposition of the area measure of level sets of such random fields. Our analysis represents a step forward in the study of second-order asymptotic properties of the Lipschitz-Killing curvatures of excursion sets of spin random fields. Remarkably, our formulas reveal a clear difference between the high frequency regime and the zero spin case.

math.PR↗

arXiv2024

Expected Lipschitz-Killing curvatures for spin random fields and other non-isotropic fields

Spherical spin random fields are used to model the Cosmic Microwave Background polarization, the study of which is at the heart of modern Cosmology and will be the subject of the LITEBIRD mission, in the 2030s. Its scope is to collect datas to test the theoretical predictions of the Cosmic Inflation model. In particular, the Minkowski functionals, or the Lipschitz-Killing curvatures, of excursion sets can be used to detect deviations from Gaussianity and anisotropies of random fields, being fine descriptors of their geometry and topology. In this paper we give an explicit, non-asymptotic, formula for the expectation of the Lipshitz-Killing curvatures of the excursion set of the real part of an arbitrary left-invariant Gaussian spin spherical random field, seen as a field on $SO(3)$. Our findings are coherent with the asymptotic ones presented in Carr\'on Duque, J. et al. "Minkowski Functionals in $SO(3)$ for the spin-2 CMB polarisation field", Journal of Cosmology and Astroparticle Physics (2024). We also give explicit expressions for the Adler-Taylor metric, and its curvature. We obtain such result as an application of a general formula that applies to any nondegenerate Gaussian random field defined on an arbitrary three dimensional compact Riemannian manifold. The novelty is that the Lipschitz-Killing curvatures are computed with respect to an arbitrary metric, possibly different than the Adler-Taylor metric of the field.

math.PR↗

arXiv2024

Limit theorems for $p$-domain functionals of stationary Gaussian fields

Fix an integer $p\geq 1$ and refer to it as the number of growing domains. For each $i\in\{1,\ldots,p\}$, fix a compact subset $D_i\subseteq\mathbb R^{d_i}$ where $d_1,\ldots,d_p\ge 1$. Let $d= d_1+\dots+d_{p}$ be the total underlying dimension. Consider a continuous, stationary, centered Gaussian field $B=(B_x)_{x\in \mathbb R^d}$ with unit variance. Finally, let $\varphi:\mathbb R \rightarrow \mathbb R$ be a measurable function such that $\mathrm E[\varphi(N)^2]<\infty$ for $N\sim N(0,1)$. In this paper, we investigate central and non-central limit theorems as $t_1,\ldots,t_p\to\infty$ for functionals of the form \[ Y(t_1,\dots,t_p):=\int_{t_1D_1\times\dots \times t_pD_p}\varphi(B_{x})dx. \] Firstly, we assume that the covariance function $C$ of $B$ is {\it separable} (that is, $C=C_1\otimes\ldots\otimes C_{p}$ with $C_i:\mathbb R^{d_i}\to\mathbb R$), and thoroughly investigate under what condition $Y(t_1,\dots,t_p)$ satisfies a central or non-central limit theorem when the same holds for $\int_{t_iD_i}\varphi(B^{(i)}_{x_i})dx_i$ for at least one (resp. for all) $i\in \{1,\ldots,p\}$, where $B^{(i)}$ stands for a stationary, centered, Gaussian field on $\mathbb R^{d_i}$ admitting $C_i$ for covariance function. When $\varphi$ is an Hermite polynomial, we also provide a quantitative version of the previous result, which improves some bounds from A. Reveillac, M. Stauch, and C. A. Tudor, Hermite variations of the fractional brownian sheet, Stochastics and Dynamics 12 (2012). Secondly, we extend our study beyond the separable case, examining what can be inferred when the covariance function is either in the Gneiting class or is additively separable.

math.PR↗