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Xiaohong Lan

Publications and source records attributed to Xiaohong Lan.

13 recordsLinked to original sources
arXiv2018

Hitting Probability and the Hausdorff Measure of the Level sets for Spherical Gaussian Fields

Consider an isotropic spherical Gaussian random field T with values in R^{d}. We investigate two problems: (i) When is the level set T^{-1}(t) nonempty with positive probability for any t\in R^{d} ? (ii) If the level set is nonempty, what is its Hausdorff measure? These two question are not only very important in potential theory for random fields, but also foundamental in geometric measure theory. We give a complete answer to the questions under some very mild conditions.

math.ST↗
arXiv2018

Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on ${\mathbb{S}}^2$

We study the stochastic heat equation driven by an additive infinite dimensional fractional Brownian noise on the unit sphere $\mathbb{S}^{2}$. The existence and uniqueness of its solution in certain Sobolev space is investigated and sample path regularity properties are established. In particular, the exact uniform modulus of continuity of the solution in time/spatial variable is derived.

math.PR↗
arXiv2017

Strong Local Nondeterminism of Spherical Fractional Brownian Motion

Let $B = \left\{ B\left( x\right),\, x\in \mathbb{S}^{2}\right\} $ be the fractional Brownian motion indexed by the unit sphere $\mathbb{S}^{2}$ with index $0<H\leq \frac{1}{2}$, introduced by Istas \cite{IstasECP05}. We establish optimal estimates for its angular power spectrum $\{d_\ell, \ell = 0, 1, 2, \ldots\}$, and then exploit its high-frequency behavior to establish the property of its strong local nondeterminism of $B$.

math.ST↗
arXiv2016

Strong Local Nondeterminism and Exact Modulus of Continuity for Spherical Gaussian Fields

In this paper, we are concerned with sample path properties of isotropic spherical Gaussian fields on $§^2$. In particular, we establish the property of strong local nondeterminism of an isotropic spherical Gaussian field based on the high-frequency behaviour of its angular power spectrum; we then exploit this result to establish an exact uniform modulus of continuity for its sample paths. We also discuss the range of values of the spectral index for which the sample functions exhibit fractal or smooth behaviour.

math.PR↗
arXiv2014

Gaussian semiparametric estimates on the unit sphere

We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate maximum likelihood estimator and we investigate its asympotic weak consistency and Gaussianity, in both parametric and semiparametric cases.

math.ST↗
arXiv2013

Needlet-Whittle Estimates on the Unit Sphere

We study the asymptotic behaviour of needlets-based approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. We prove consistency and asymptotic Gaussianity, in the high-frequency limit, thus generalizing earlier results by Durastanti et al. (2011) based upon standard Fourier analysis on the sphere. The asymptotic results are then illustrated by an extensive Monte Carlo study.

math.ST↗
arXiv2013

High-Frequency Tail Index Estimation by Nearly Tight Frames

This work develops the asymptotic properties (weak consistency and Gaussianity), in the high-frequency limit, of approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. The procedure we used exploits the so-called mexican needlet construction by Geller and Mayeli in [Geller, Mayeli (2009)]. Furthermore, we propose a plug-in procedure to optimize the precision of the estimators in terms of asymptotic variance.

math.ST↗
arXiv2010

Directional Variations of the Non-Gaussianity Parameter f_NL

We investigate local variations of the primordial non-Gaussianity parameter f_NL in the WMAP data, looking for possible influence of foreground contamination in the full-sky estimate of f_NL. We first improve the needlet bispectrum estimate in (Rudjord et al. 2009) on the full-sky to f_NL= 73 +/- 31 using the KQ75 mask on the co-added V+W channel. We find no particular values of f_NL estimates close to the galactic plane and conclude that foregrounds are unlikely to affect the estimate of f_NL in the V and W bands even for the smaller KQ85 mask. In the Q band however, we find unexpectedly high values of f_NL in local estimates close to the galactic mask, as well as significant discrepancies between Q band estimates and V/W band estimates. We therefore conclude that the Q band is too contaminated to be used for non-Gaussianity studies even with the larger KQ75 mask. We further noted that the local f_NL estimates on the V+W channel are positive on all equatorial bands from the north to the south pole. The probability for this to happen in a universe with f_NL = 0 is less than one percent.

astro-ph.CO↗
arXiv2009

Spin Needlets Spectral Estimation

We consider the statistical analysis of random sections of a spin fibre bundle over the sphere. These may be thought of as random fields that at each point p in $S^2$ take as a value a curve (e.g. an ellipse) living in the tangent plane at that point $T_{p}S^2$, rather than a number as in ordinary situations. The analysis of such fields is strongly motivated by applications, for instance polarization experiments in Cosmology. To investigate such fields, spin needlets were recently introduced by Geller and Marinucci (2008) and Geller et al. (2008). We consider the use of spin needlets for spin angular power spectrum estimation, in the presence of noise and missing observations, and we provide Central Limit Theorem results, in the high frequency sense; we discuss also tests for bias and asymmetries with an asymptotic justification.

math.ST↗
arXiv2009

An Estimate of the Primordial Non-Gaussianity Parameter f_NL Using the Needlet Bispectrum from WMAP

We use the full bispectrum of spherical needlets applied to the WMAP data of the cosmic microwave background as an estimator for the primordial non-Gaussianity parameter f_NL. We use needlet scales up to l_max=1000 and the KQ75 galactic cut and find f_NL=84 +/- 40 corrected for point source bias. We also introduce a set of consistency tests to validate our results against the possible influence of foreground residuals or systematic errors. In particular, fluctuations in the value of f_NL obtained from different frequency channels, different masks and different multipoles are tested against simulated maps. All variations in f_NL estimates are found statistically consistent with simulations.

astro-ph.CO↗
arXiv2009

On The Dependence Structure of Wavelet Coefficients for Spherical Random Fields

We consider the correlation structure of the random coefficients for a wide class of wavelet systems on the sphere (Mexican needlets) which were recently introduced in the literature by Geller and Mayeli (2007). We provide necessary and sufficient conditions for these coefficients to be asymptotic uncorrelated in the real and in the frequency domain. Here, the asymptotic theory is developed in the high resolution sense. Statistical applications are also discussed, in particular with reference to the analysis of cosmological data.

math.ST↗
arXiv2008

The needlets bispectrum

The purpose of this paper is to join two different threads of the recent literature on random fields on the sphere, namely the statistical analysis of higher order angular power spectra on one hand, and the construction of second-generation wavelets on the sphere on the other. To this aim, we introduce the needlets bispectrum and we derive a number of convergence results. Here, the limit theory is developed in the high resolution sense. The leading motivation of these results is the need for statistical procedures for searching non-Gaussianity in Cosmic Microwave Background radiation.

math.ST↗