19 research outputs found

    A Note on Global Suprema of Band-Limited Spherical Random Functions

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    In this note, we investigate the behaviour of suprema for band-limited spherical random fields. We prove upper and lower bound for the expected values of these suprema, by means of metric entropy arguments and discrete approximations; we then exploit the Borell-TIS inequality to establish almost sure upper and lower bounds for their fluctuations. Band limited functions can be viewed as restrictions on the sphere of random polynomials with increasing degrees, and our results show that fluctuations scale as the square root of the logarithm of these degrees

    Central limit theorem for exponentially quasi-local statistics of spin models on Cayley graphs

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    Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing conditions, and on the other hand, it does not seem easy to show central limit theorem for local statistics via quasi-associativity. In this work, we prove general central limit theorems for local statistics and exponentially quasi-local statistics of spin models on discrete Cayley graphs with polynomial growth. Further, we supplement these results by proving similar central limit theorems for random fields on discrete Cayley graphs and taking values in a countable space but under the stronger assumptions of {\alpha}-mixing (for local statistics) and exponential {\alpha}-mixing (for exponentially quasi-local statistics). All our central limit theorems assume a suitable variance lower bound like many others in the literature. We illustrate our general central limit theorem with specific examples of lattice spin models and statistics arising in computational topology, statistical physics and random networks. Examples of clustering spin models include quasi-associated spin models with fast decaying covariances like the off-critical Ising model, level sets of Gaussian random fields with fast decaying covariances like the massive Gaussian free field and determinantal point processes with fast decaying kernels. Examples of local statistics include intrinsic volumes, face counts, component counts of random cubical complexes while exponentially quasi-local statistics include nearest neighbour distances in spin models and Betti numbers of sub-critical random cubical complexes.Comment: Minor changes incorporated based on suggestions by referee

    Random fields and the geometry of Wiener space

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    In this work we consider infinite dimensional extensions of some finite dimensional Gaussian geometric functionals called the Gaussian Minkowski functionals. These functionals appear as coefficients in the probability content of a tube around a convex set D⊂RkD\subset\mathbb{R}^k under the standard Gaussian law N(0,Ik×k)N(0,I_{k\times k}). Using these infinite dimensional extensions, we consider geometric properties of some smooth random fields in the spirit of [Random Fields and Geometry (2007) Springer] that can be expressed in terms of reasonably smooth Wiener functionals.Comment: Published in at http://dx.doi.org/10.1214/11-AOP730 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Spatio-temporal Patterns of Indian Monsoon Rainfall

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    The primary objective of this paper is to analyze a set of canonical spatial patterns that approximate the daily rainfall across the Indian region, as identified in the companion paper where we developed a discrete representation of the Indian summer monsoon rainfall using state variables with spatio-temporal coherence maintained using a Markov Random Field prior. In particular, we use these spatio-temporal patterns to study the variation of rainfall during the monsoon season. Firstly, the ten patterns are divided into three families of patterns distinguished by their total rainfall amount and geographic spread. These families are then used to establish `active' and `break' spells of the Indian monsoon at the all-India level. Subsequently, we characterize the behavior of these patterns in time by estimating probabilities of transition from one pattern to another across days in a season. Patterns tend to be `sticky': the self-transition is the most common. We also identify most commonly occurring sequences of patterns. This leads to a simple seasonal evolution model for the summer monsoon rainfall. The discrete representation introduced in the companion paper also identifies typical temporal rainfall patterns for individual locations. This enables us to determine wet and dry spells at local and regional scales. Lastly, we specify sets of locations that tend to have such spells simultaneously, and thus come up with a new regionalization of the landmass
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