We investigate invariant random fields on the sphere using a new type of
spherical wavelets, called needlets. These are compactly supported in frequency
and enjoy excellent localization properties in real space, with
quasi-exponentially decaying tails. We show that, for random fields on the
sphere, the needlet coefficients are asymptotically uncorrelated for any fixed
angular distance. This property is used to derive CLT and functional CLT
convergence results for polynomial functionals of the needlet coefficients:
here the asymptotic theory is considered in the high-frequency sense. Our
proposals emerge from strong empirical motivations, especially in connection
with the analysis of cosmological data sets.Comment: Published in at http://dx.doi.org/10.1214/08-AOS601 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org