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math.PR2025
Fractional Cointegration of Geometric Functionals
Alessia Caponera, Domenico Marinucci, Anna Vidotto
In this paper, we show that geometric functionals (e.g., excursion area, boundary length) evaluated on excursion sets of sphere-cross-time long memory random fields can exhibit fra…
math.PR2025
Functional second-order Gaussian Poincaré inequalities
Anna Vidotto, Guangqu Zheng
In this paper, we work in the framework of Hilbert-valued Wiener structures and derive a functional version of the second-order Gaussian Poincaré inequality that leads to abstract…