×

Ergodicity and Gaussianity for spherical random fields. (English) Zbl 1310.37022

Summary: We investigate the relationship between ergodicity and asymptotic Gaussianity of isotropic spherical random fields in the high-resolution (or high-frequency) limit. In particular, our results suggest that under a wide variety of circumstances the two conditions are equivalent, i.e., the sample angular power spectrum may converge to the population value if and only if the underlying field is asymptotically Gaussian in the high-frequency sense. These findings may shed some light on the role of cosmic variance in cosmic microwave background radiation data analysis.{
©2010 American Institute of Physics}

MSC:

37H10 Generation, random and stochastic difference and differential equations
60G15 Gaussian processes
83F05 Relativistic cosmology
85A25 Radiative transfer in astronomy and astrophysics

References:

[1] Adler, R. J.; Taylor, J. E. T., Random Fields and Geometry (2007) · Zbl 1149.60003
[2] Baldi, P.; Marinucci, D., Some characterizations of the spherical harmonics coefficients for isotropic random fields, Stat. Probab. Lett., 77, 490 (2007) · Zbl 1117.60053 · doi:10.1016/j.spl.2006.08.016
[3] Baldi, P.; Marinucci, D.; Varadarajan, V. S., On the characterization of isotropic random fields on homogeneous spaces of compact groups, Electron. Commun. Probab., 12, 291 (2007) · Zbl 1128.60039
[4] Bartolo, N.; Komatsu, E.; Matarrese, S.; Riotto, A., Non-Gaussianity from inflation: Theory and observations, Phys. Rep., 402, 103 (2004) · doi:10.1016/j.physrep.2004.08.022
[5] Biedenharn, L. C.; Louck, J. D., The Racah-Wigner Algebra in Quantum Theory, 9 (1981) · Zbl 0474.00024
[6] Brockwell, P. J.; Davis, R. A., Time Series: Theory and Methods (1991) · Zbl 0709.62080
[7] Cabella, P.; Marinucci, D., Statistical challenges in the analysis of cosmic microwave background radiation, Ann. Appl. Stat., 3, 61 (2009) · Zbl 1160.62097 · doi:10.1214/08-AOAS190
[8] Dennis, M., Canonical representation of spherical functions: Sylvester’s theorem, Maxwell’s multipoles and Majorana’s sphere, J. Phys. A, 37, 9487 (2004) · Zbl 1069.43003 · doi:10.1088/0305-4470/37/40/011
[9] Dennis, M., Correlations between Maxwell’s multipoles for Gaussian random functions on the sphere, J. Phys. A, 38, 1653 (2005) · Zbl 1160.82325 · doi:10.1088/0305-4470/38/8/002
[10] Diaconis, P., Group Representations in Probability and Statistics (1988) · Zbl 0695.60012
[11] Diaconis, P.; Freedman, D., A dozen de Finetti-style results in search of a theory, Ann. I.H.P. Probab. Stat, 23, 397 (1987) · Zbl 0619.60039
[12] Dodelson, S., Modern Cosmology (2003)
[13] Efstathiou, G., Myths and truths concerning estimation of power spectra: The case for a hybrid estimator, Mon. Not. R. Astron. Soc., 349, 603 (2004) · doi:10.1111/j.1365-2966.2004.07530.x
[14] Feller, W., An Introduction to Probability Theory and Its Applications, II (1970) · Zbl 0138.10207
[15] Guivarc’h, Y.; Keane, M.; Roynette, B., Marches Aléatoires sul les Groupes de Lie, 624 (1977) · Zbl 0367.60081
[16] Hu, W., The angular trispectrum of the CMB, Phys. Rev. D, 64, 083005 (2001) · doi:10.1103/PhysRevD.64.083005
[17] Hu, Y.; Nualart, D., Renormalized self-intersection local time for fractional Brownian motion, Ann. Probab., 33, 948 (2005) · Zbl 1093.60017 · doi:10.1214/009117905000000017
[18] Janson, S., Gaussian Hilbert Spaces (1997) · Zbl 1143.60005 · doi:10.1017/CBO9780511526169
[19] Kolb, E.; Turner, M., The Early Universe (1994)
[20] Komatsu, E.; Dunkley, J.; Nolta, M. R.; Bennett, C. L.; Gold, B.; Hinshaw, G.; Jarosik, N.; Larson, D.; Limon, M.; Page, L.; Spergel, D. N.; Halpern, M.; Hill, R. S.; Kogut, A.; Meyer, S. S.; Tucker, G. S.; Weiland, J. L.; Wollack, E.; Wright, E. L., Five-year Wilkinson microwave anisotropy probe observations: Cosmological Interpretation, Astrophys. J., Suppl. Ser., 180, 330 (2009) · doi:10.1088/0067-0049/180/2/330
[21] Leonenko, N., Limit Theorems for Random Fields with Singular Spectrum (1999) · Zbl 0963.60048
[22] Liboff, R. L., Introductory Quantum Mechanics (1999) · Zbl 0891.00009
[23] Marinucci, D., A central limit theorem and higher order results for the angular bispectrum, Probab. Theory Relat. Fields, 141, 389 (2008) · Zbl 1141.60028 · doi:10.1007/s00440-007-0088-8
[24] Marinucci, D., High-resolution asymptotics for the angular bispectrum of spherical random fields, Ann. Stat., 34, 1 (2006) · Zbl 1104.60020 · doi:10.1214/009053605000000903
[25] Marinucci, D. and Peccati, G., “Group representations and high-resolution central limit theorems for subordinated spherical random fields,” Bernoulli (in press). · Zbl 1284.60099
[26] Marinucci, D.; Peccati, G., High-frequency asymptotics for subordinated stationary fields on an Abelian compact group, Stochastic Proc. Appl., 118, 585 (2008) · Zbl 1143.60007 · doi:10.1016/j.spa.2007.05.008
[27] Marinucci, D.; Peccati, G., Representations of SO(3) and angular polyspectra, J. Multivariate Anal., 101, 77 (2010) · Zbl 1216.60027 · doi:10.1016/j.jmva.2009.04.017
[28] Marinucci, D.; Piccioni, M., The empirical process on Gaussian spherical harmonics, Ann. Stat., 32, 1261 (2004) · Zbl 1051.60035 · doi:10.1214/009053604000000355
[29] Nualart, D., The Malliavin Calculus and Related Topics (2006) · Zbl 1099.60003
[30] Nualart, D.; Peccati, G., Central limit theorems for sequences of multiple stochastic integrals, Ann. Probab., 33, 177 (2005) · Zbl 1097.60007 · doi:10.1214/009117904000000621
[31] Nourdin, I.; Peccati, G., Stein method on Wiener chaos, Probab. Theory Relat. Fields, 145, 75 (2009) · Zbl 1175.60053 · doi:10.1007/s00440-008-0162-x
[32] Nourdin, I., Peccati, G., and Reinert, G., “Invariance principles for homogeneous sums: Universality of the Gaussian Wiener chaos,” Ann. Probab. (to appear). · Zbl 1246.60039
[33] Peccati, G. and Pycke, J. -R., “Decompositions of stochastic processes based on irreducible group representations,” Theory Probab. Applic. (to appear). · Zbl 1229.60039
[34] Peccati, G.; Tudor, C. A., Gaussian limits for vector-valued multiple stochastic integrals, Séminaire de Probabilités, 38, 247-262 (2005) · Zbl 1063.60027
[35] Polenta, G.; Marinucci, D.; Balbi, A.; De Bernardis, P.; Hivon, E.; Masi, S.; Natoli, P.; Vittorio, N., Unbiased estimation of angular power spectra, J. Cosmol. Astropart. Phys., 11, 1 (2005) · doi:10.1088/1475-7516/2005/11/001
[36] Pycke, J. -R., A decomposition for invariant tests of uniformity on the sphere, Proc. Am. Math. Soc., 135, 2983 (2007) · Zbl 1112.62051 · doi:10.1090/S0002-9939-07-08804-1
[37] Spergel, D. N.; Bean, R.; Doré, O.; Nolta, M. R.; Bennett, C. L.; Dunkley, J.; Hinshaw, G.; Jarosik, N.; Komatsu, E.; Page, L.; Peiris, H. V.; Verde, L.; Halpern, M.; Hill, R. S.; Kogut, A.; Limon, M.; Meyer, S. S.; Odegard, N.; Tucker, G. S.; Weiland, J. L.; Wollack, E.; Wright, E. L., Three-year Wilkinson microwave anisotropy probe (WMAP) observations: Implications for cosmology, Astrophys. J., Suppl. Ser., 170, 377 (2007) · doi:10.1086/513700
[38] Spergel, D. N.; Verde, L.; Peiris, H. V.; Komatsu, E.; Nolta, M. R.; Bennett, C. L.; Halpern, M.; Hinshaw, G.; Jarosik, N.; Kogut, A.; Limon, M.; Meyer, S. S.; Page, L.; Tucker, G. S.; Weiland, J. L.; Wollack, E.; Wright, E. L., First-year Wilkinson microwave anisotropy probe (WMAP) observations: Determination of cosmological parameter, Astrophys. J., Suppl. Ser., 148, 175 (2003) · doi:10.1086/377226
[39] Stein, E. M.; Weiss, G., Introduction to Fourier Analysis on Euclidean Spaces (1971) · Zbl 0232.42007
[40] Surgailis, D., CLTs for polynomials of linear sequences: Diagram formula with illustrations, Theory and Applications of Long Range Dependence, 111-128 (2003) · Zbl 1032.60017
[41] Varadarajan, V. S., An Introduction to Harmonic Analysis on Semisimple Lie Groups (1999) · Zbl 0924.22014
[42] Varshalovich, D. A.; Moskalev, A. N.; Khersonskii, V. K., Quantum Theory of Angular Momentum (1988)
[43] Vilenkin, N. J.; Klimyk, A. U., Representation of Lie Groups and Special Functions (1991) · Zbl 0742.22001
[44] Wigman, I., On the distribution of the nodal sets of random spherical harmonics, J. Math. Phys., 50, 013521 (2009) · Zbl 1200.58021 · doi:10.1063/1.3056589
[45] Wigman, I., Fluctuations of the nodal length of random spherical harmonics, preprint (2009) · Zbl 1200.58021
[46] Yadav, A. P. S.; Wandelt, B. D., Evidence of primordial non-Gaussianity (fNL) in the Wilkinson microwave anisotropy probe 3-year data at \(<mml:math display=''inline`` overflow=''scroll``>\), Phys. Rev. Lett., 100, 181301 (2008) · doi:10.1103/PhysRevLett.100.181301
[47] Yadrenko, M. Ĭ., Spectral Theory of Random Fields (1983) · Zbl 0539.60048
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.