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Maurizia Rossi

Publications and source records attributed to Maurizia Rossi.

At least 19 recordsLinked to original sources

Almost sure central limit theorems via chaos expansions and related results

In this work, we investigate the asymptotic behavior of integral functionals of stationary Gaussian random fields as the integration domain tends to be the whole space. More precisely, using the Wiener chaos expansion and Malliavin-Stein method, we establish an {\it almost sure central limit theorem} (ASCLT) only under mild conditions on the covariance function of the underlying stationary Gaussian fields. In this setting, we additionally derive a {\it quantitative central limit theorem} with rate of convergence in quadratic Wasserstein distance, and show certain regularity property for the said integral functionals. In particular, we solve an open question on the {\it Malliavin differentiability of the excursion volume of Berry's random wave model}. As a key consequence of our analysis, we obtain the exact asymptotic rate (as a function of the exponent $q$) for the $q$-th moment of Bessel functions, thus confirming a conjecture based on existing numerical simulations. In the end, we provide two applications of our result: (i) ASCLT in the context of Breuer-Major central limit theorems, (ii) ASCLT for Berry's random wave model. Our approach does not require any knowledge on the regularity properties of random variables (e.g., Malliavin differentiability) and hence not only complements the existing literature, but also leads to novel results that are of independent interest.

math.PR

Quasi-critical fluctuations for 2d directed polymers

We study the 2d directed polymer in random environment in a novel *quasi-critical regime*, which interpolates between the much studied sub-critical and critical regimes. We prove Edwards-Wilkinson fluctuations throughout the quasi-critical regime, showing that the diffusively rescaled partition functions are asymptotically Gaussian. We deduce a corresponding result for the critical 2d Stochastic Heat Flow. A key challenge is the lack of hypercontractivity, which we overcome deriving new moment estimates.

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Sojourn functionals of time-dependent $χ^2$-random fields on two-point homogeneous spaces

In this note we investigate geometric properties of invariant spatio-temporal random fields $X:\mathbb M^d\times \mathbb R\to \mathbb R$ defined on a compact two-point homogeneous space $\mathbb M^d$ in any dimension $d\ge 2$, and evolving over time. In particular, we focus on chi-squared distributed random fields, and study the large time behavior (as $T\to +\infty$) of the average on $[0,T]$ of the volume of the excursion set on the manifold, i.e., of $\lbrace X(\cdot, t)\ge u\rbrace$ (for any $u >0$). The Fourier components of $X$ may have short or long memory in time, i.e., integrable or non-integrable temporal covariance functions. Our argument follows the approach developed in (Marinucci, Rossi, Vidotto (2021) Ann. Appl. Probab.) and allow to extend their results for invariant spatio-temporal Gaussian fields on the two-dimensional unit sphere to the case of chi-squared distributed fields on two-point homogeneous spaces in any dimension. We find that both the asymptotic variance and limiting distribution, as $T\to +\infty$, of the average empirical volume turn out to be non-universal, depending on the memory parameters of the field $X$.

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Non-Universal Moderate Deviation Principle for the Nodal Length of Arithmetic Random Waves

Inspired by the recent work [MRT21], we prove a non-universal non-central Moderate Deviation principle for the nodal length of arithmetic random waves (Gaussian Laplace eigenfunctions on the standard flat torus) both on the whole manifold and on shrinking toral domains. Second order fluctuations for the latter were established in [MPRW16] and [BMW20] respectively, by means of chaotic expansions, number theoretical estimates and full correlation phenomena. Our proof is simple and relies on the interplay between the long memory behavior of arithmetic random waves and the chaotic expansion of the nodal length, as well as on well-known techniques in Large Deviation theory (the contraction principle and the concept of exponential equivalence).

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Correlation Structure and Resonant Pairs for Arithmetic Random Waves

The geometry of Arithmetic Random Waves has been extensively investigated in the last fifteen years, starting from the seminal papers [RW08, ORW08]. In this paper we study the correlation structure among different functionals such as nodal length, boundary length of excursion sets, and the number of intersection of nodal sets with deterministic curves in different classes; the amount of correlation depends in a subtle fashion from the values of the thresholds considered and the symmetry properties of the deterministic curves. In particular, we prove the existence of resonant pairs of threshold values where the asymptotic correlation is full, that is, at such values one functional can be perfectly predicted from the other in the high energy limit. We focus mainly on the 2-dimensional case but we discuss some specific extensions to dimension 3.

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Laguerre Expansion for Nodal Volumes and Applications

We investigate the nodal volume of random hyperspherical harmonics $\lbrace T_{\ell;d}\rbrace_{\ell\in \mathbb N}$ on the $d$-dimensional unit sphere ($d\ge 2$). We exploit an orthogonal expansion in terms of Laguerre polynomials; this representation entails a drastic reduction in the computational complexity and allows to prove \emph{isotropy} for chaotic components, an issue which was left open in the previous literature. As a further application, we establish our main result, i.e., variance bounds for the nodal volume in any dimension; for $d\ge 3$ and as the eigenvalues diverge (i.e., as $\ell\to +\infty$), we obtain the upper bound $O(\ell^{-(d-2)})$ (that we conjecture to be \emph{sharp}). As a consequence, we show that the so-called Berry's cancellation phenomenon holds in any dimension: namely, the nodal variance is one order of magnitude smaller than the variance of the volume of level sets at any non-zero threshold, in the high-energy limit.

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Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for diverging sequences of Laplace eigenvalues. Our approach takes advantage of a recent result by Bally, Caramellino and Poly (2020): combining the Central Limit Theorem in Wasserstein distance obtained by Marinucci and Rossi (2015) for Hermite-rank $2$ functionals with new results on the asymptotic behavior of their Malliavin-Sobolev norms, we are able to establish second order Gaussian fluctuations in this stronger probability metric as soon as the functional is regular enough. Our argument requires some novel estimates on moments of products of Gegenbauer polynomials that may be of independent interest, which we prove via the link between graph theory and diagram formulas.

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Nodal Statistics of Planar Random Waves

We consider Berry's random planar wave model (1977) for a positive Laplace eigenvalue $E>0$, both in the real and complex case, and prove limit theorems for the nodal statistics associated with a smooth compact domain, in the high-energy limit ($E\to \infty$). Our main result is that both the nodal length (real case) and the number of nodal intersections (complex case) verify a Central Limit Theorem, which is in sharp contrast with the non-Gaussian behaviour observed for real and complex arithmetic random waves on the flat $2$-torus, see Marinucci et al. (2016) and Dalmao et al. (2016). Our findings can be naturally reformulated in terms of the nodal statistics of a single random wave restricted to a compact domain diverging to the whole plane. As such, they can be fruitfully combined with the recent results by Canzani and Hanin (2016), in order to show that, at any point of isotropic scaling and for energy levels diverging sufficently fast, the nodal length of any Gaussian pullback monochromatic wave verifies a central limit theorem with the same scaling as Berry's model. As a remarkable byproduct of our analysis, we rigorously confirm the asymptotic behaviour for the variances of the nodal length and of the number of nodal intersections of isotropic random waves, as derived in Berry (2002).

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Phase Singularities in Complex Arithmetic Random Waves

Complex arithmetic random waves are stationary Gaussian complex-valued solutions of the Helmholtz equation on the two-dimensional flat torus. We use Wiener-Itô chaotic expansions in order to derive a complete characterization of the second order high-energy behaviour of the total number of phase singularities of these functions. Our main result is that, while such random quantities verify a universal law of large numbers, they also exhibit non-universal and non-central second order fluctuations that are dictated by the arithmetic nature of the underlying spectral measures. Such fluctuations are qualitatively consistent with the cancellation phenomena predicted by Berry (2002) in the case of complex random waves on compact planar domains. Our results extend to the complex setting recent pathbreaking findings by Rudnick and Wigman (2008), Krishnapur, Kurlberg and Wigman (2013) and Marinucci, Peccati, Rossi and Wigman (2016). The exact asymptotic characterization of the variance is based on a fine analysis of the Kac-Rice kernel around the origin, as well as on a novel use of combinatorial moment formulae for controlling long-range weak correlations.

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Fluctuations of Level Curves for Time-Dependent Spherical Random Fields

The investigation of the behaviour for geometric functionals of random fields on manifolds has drawn recently considerable attention. In this paper, we extend this framework by considering fluctuations over time for the level curves of general isotropic Gaussian spherical random fields. We focus on both long and short memory assumptions; in the former case, we show that the fluctuations of $u$-level curves are dominated by a single component, corresponding to a second-order chaos evaluated on a subset of the multipole components for the random field. We prove the existence of cancellation points where the variance is asymptotically of smaller order; these points do not include the nodal case $u = 0$, in marked contrast with recent results on the high-frequency behaviour of nodal lines for random eigenfunctions with no temporal dependence. In the short memory case, we show that all chaoses contribute in the limit, no cancellation occurs and a Central Limit Theorem can be established by Fourth-Moment Theorems and a Breuer-Major argument.

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Geometry and topology of spin random fields

Spin (spherical) random fields are very important in many physical applications, in particular they play a key role in Cosmology, especially in connection with the analysis of the Cosmic Microwave Background radiation. These objects can be viewed as random sections of the s-th complex tensor power of the tangent bundle of the 2-sphere. In this paper, we discuss how to characterize their expected geometry and topology. In particular, we investigate the asymptotic behaviour, under scaling assumptions, of general classes of geometric and topological functionals including Lipschitz-Killing Curvatures and Betti numbers for (properly defined) excursion sets; we cover both the cases of fixed and diverging spin parameters s. In the special case of monochromatic fields (i.e., spin random eigenfunctions) our results are particularly explicit; we show how their asymptotic behaviour is non-universal and we can obtain in particular complex versions of Berry's random waves and of Bargmann-Fock's models as subcases of a new generalized model, depending on the rate of divergence of the spin parameter s.

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Asymptotic distribution of Nodal Intersections for ARW against a Surface

We investigate Gaussian Laplacian eigenfunctions (Arithmetic Random Waves) on the three-dimensional standard flat torus, in particular the asymptotic distribution of the nodal intersection length against a fixed regular reference surface. Expectation and variance have been addressed by Maffucci (2019) who found that the expected length is proportional to the square root of the eigenvalue times the area of the surface, while the asymptotic variance only depends on the geometry of the surface, the projected lattice points being equidistributed on the two-dimensional unit sphere in the high-energy limit. He also noticed that there are ``special'' surfaces, so-called static, for which the variance is of smaller order; however he did not prescribe the precise asymptotic law in this case. In this paper, we study second order fluctuations of the nodal intersection length. Our first main result is a Central Limit Theorem for ``generic'' surfaces, while for static ones, a sphere or a hemisphere e.g., our main results are a non-Central Limit Theorem and a precise asymptotic law for the variance of the nodal intersection length, conditioned on the existence of so-called well-separated sequences of Laplacian eigenvalues. It turns out that, in this regime, the nodal area investigated by Cammarota (2019) is asymptotically fully correlated with the length of the nodal intersections against any sphere. The main ingredients for our proofs are the Kac-Rice formula for moments, the chaotic decomposition for square integrable functionals of Gaussian fields, and some arithmetic estimates that may be of independent interest.

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On the equivalence of Sobolev norms in Malliavin spaces

We investigate the problem of the equivalence of $L^q$-Sobolev norms in Malliavin spaces for $q\in [1,\infty)$, focusing on the graph norm of the $k$-th Malliavin derivative operator and the full Sobolev norm involving all derivatives up to order $k$, where $k$ is any positive integer. The case $q=1$ in the infinite-dimensional setting is challenging, since at such extreme the standard approach involving Meyer's inequalities fails. In this direction, we are able to establish the mentioned equivalence for $q=1$ and $k=2$ relying on a vector-valued Poincaré inequality that we prove independently and that turns out to be new at this level of generality, while for $q=1$ and $k>2$ the equivalence issue remains open, even if we obtain some functional estimates of independent interest. With our argument (that also resorts to the Wiener chaos) we are able to recover the case $q\in (1,\infty)$ in the infinite-dimensional setting; the latter is known since the eighties, however our proof is more direct than those existing in the literature, and allows to give explicit bounds on all the multiplying constants involved in the functional inequalities. Finally, we also deal with the finite-dimensional case for all $q\in [1,\infty)$ (where the equivalence, without explicit constants, follows from standard compactness arguments): our proof in such setting is much simpler, relying on Gaussian integration-by-parts formulas and an adaptation of Sobolev inequalities in Euclidean spaces, and it provides again quantitative bounds on the multiplying constants, which however blow up when the dimension diverges to $\infty$ (whence the need for a different approach in the infinite-dimensional setting).

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Moderate Deviation estimates for Nodal Lengths of Random Spherical Harmonics

We prove Moderate Deviation estimates for nodal lengths of random spherical harmonics both on the whole sphere and on shrinking spherical domains. Central Limit Theorems for the latter were recently established in Marinucci, Rossi and Wigman (2020) and Todino (2020) respectively. Our proofs are based on the combination of a Moderate Deviation Principle by Schulte and Thäle (2016) for sequences of random variables living in a fixed Wiener chaos with a well-known result based on the concept of exponential equivalence.

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Lipschitz-Killing Curvatures for Arithmetic Random Waves

In this paper, we show that the Lipschitz-Killing Curvatures for the excursion sets of Arithmetic Random Waves (toral Gaussian eigenfunctions) are dominated, in the high-frequency regime, by a single chaotic component. The latter can be written as a simple explicit function of the threshold parameter times the centered norm of these random fields; as a consequence, these geometric functionals are fully correlated in the high-energy limit. The derived formulae show a clear analogy with related results on the round unit sphere and suggest the existence of a general formula for geometric functionals of random eigenfunctions on Riemannian manifolds.

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Small Scale CLTs for the Nodal Length of Monochromatic Waves

We consider the nodal length $L(λ)$ of the restriction to a ball of radius $r_λ$ of a {\it Gaussian pullback monochromatic random wave} of parameter $λ>0$ associated with a Riemann surface $(\mathcal M,g)$ without conjugate points. Our main result is that, if $r_λ$ grows slower than $(\log λ)^{1/25}$, then (as $λ\to \infty$) the length $L(λ)$ verifies a Central Limit Theorem with the same scaling as Berry's random wave model -- as established in Nourdin, Peccati and Rossi (2019). Taking advantage of some powerful extensions of an estimate by Bérard (1986) due to Keeler (2019), our techniques are mainly based on a novel intrinsic bound on the coupling of smooth Gaussian fields, that is of independent interest, and moreover allow us to improve some estimates for the nodal length asymptotic variance of pullback random waves in Canzani and Hanin (2016). In order to demonstrate the flexibility of our approach, we also provide an application to phase transitions for the nodal length of arithmetic random waves on shrinking balls of the $2$-torus.

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Non-Universal Fluctuations of the Empirical Measure for Isotropic Stationary Fields on $\mathbb{S}^2 \times \mathbb{R}$

In this paper, we consider isotropic and stationary real Gaussian random fields defined on $\mathbb{S}^2\times\mathbb{R}$ and we investigate the asymptotic behavior, as $T\rightarrow +\infty$, of the empirical measure (excursion area) in $\mathbb{S}^2\times\mathbb{R}$ at any threshold, covering both cases when the field exhibits short and long memory, i.e. integrable and non-integrable temporal covariance. It turns out that the limiting distribution is not universal, depending both on the memory parameters and the threshold. In particular, in the long memory case a form of Berry's cancellation phenomenon occurs at zero-level, inducing phase transitions for both variance rates and limiting laws.

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On the excursion area of perturbed Gaussian fields

We investigate Lipschitz-Killing curvatures for excursion sets of random fields on $\mathbb R^2$ under small spatial-invariant random perturbations. An expansion formula for mean curvatures is derived when the magnitude of the perturbation vanishes, which recovers the Gaussian Kinematic Formula at the limit by contiguity of the model. We develop an asymptotic study of the perturbed excursion area behaviour that leads to a quantitative non-Gaussian limit theorem, in Wasserstein distance, for fixed small perturbations and growing domain. When letting both the perturbation vanish and the domain grow, a standard Central Limit Theorem follows. Taking advantage of these results, we propose an estimator for the perturbation which turns out to be asymptotically normal and unbiased, allowing to make inference through sparse information on the field.

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