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We consider random rectangles in $\mathbb{R}^2$ that are distributed according to a Poisson random measure, i.e., independently and uniformly scattered in the plane. The distributions of the length and the width of the rectangles are…

Probability · Mathematics 2018-06-29 Frank Aurzada , Sebastian Schwinn

In Puplinskaite and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields $X$ on $\mathbb{Z}^2$ in terms of partial sums limits, or scaling limits, of $X$ over rectangles whose sides grow at possibly…

Statistics Theory · Mathematics 2014-12-09 Donata Puplinskaite , Donatas Surgailis

We propose an aggregated random-field model, and investigate the scaling limits of the aggregated partial-sum random fields. In our model, each copy of the random field in the aggregation is built from two correlated one-dimensional random…

Probability · Mathematics 2019-07-29 Yi Shen , Yizao Wang

We discuss anisotropic scaling of long-range dependent linear random fields $X$ on ${\mathbb{Z}}^2$ with arbitrary dependence axis (direction in the plane along which the moving-average coefficients decay at a smallest rate). The scaling…

Probability · Mathematics 2022-02-22 Vytautė Pilipauskaitė , Donatas Surgailis

Consider the random sequential packing model with infinite input and in any dimension. When the input consists of non-zero volume convex solids we show that the total number of solids accepted over cubes of volume $\lambda$ is…

Probability · Mathematics 2015-06-26 T. Schreiber , Mathew D. Penrose , J. E. Yukich

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

Probability · Mathematics 2017-08-29 Magda Peligrad , Na Zhang

Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…

Probability · Mathematics 2015-04-21 Hermine Biermé , Olivier Durieu , Yizao Wang

We consider a shot-noise field defined on a stationary determinantal point process on $\mathbb{R}^d$ associated with i.i.d. amplitudes and a bounded response function, for which we investigate the scaling limits as the intensity of the…

Probability · Mathematics 2023-08-11 Takumi Aburayama , Naoto Miyoshi

The uniform infinite planar quadrangulation is an infinite random graph embedded in the plane, which is the local limit of uniformly distributed finite quadrangulations with a fixed number of faces. We study asymptotic properties of this…

Probability · Mathematics 2017-01-05 Jean-François Le Gall , Laurent Ménard

We consider continuous time random interlacements on $\mathbb{Z}^d$, $d \ge 3$, and characterize the distribution of the corresponding stationary random field of occupation times. When d = 3, we relate this random field to the…

Probability · Mathematics 2012-10-30 Alain-Sol Sznitman

We study non-compact scaling limits of uniform random planar quadrangulations with a boundary when their size tends to infinity. Depending on the asymptotic behavior of the boundary size and the choice of the scaling factor, we observe…

Probability · Mathematics 2016-08-04 Erich Baur , Grégory Miermont , Gourab Ray

This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…

Probability · Mathematics 2021-04-30 Vitalii Makogin , Evgeny Spodarev

We derive a scale-free bound on the density of the maximum of a centered Gaussian vector. The basic bound is non-uniform, depends logarithmically on the dimension, and allows any covariance matrix. When the largest marginal variance is…

Statistics Theory · Mathematics 2026-05-29 Suhas Vijaykumar

This article investigates general scaling settings and limit distributions of functionals of filtered random fields. The filters are defined by the convolution of non-random kernels with functions of Gaussian random fields. The case of…

Probability · Mathematics 2018-12-19 Tareq Alodat , Nikolai Leonenko , Andriy Olenko

We study partial sums limits of linear random fields $X$ on $\mathbb{Z}^2 $ with spectral density $f({\mathbf x}) $ tending to $\infty,\, 0$ or to both (along different subsequences) as ${\mathbf x} \to (0,0)$. The above behaviors are…

Probability · Mathematics 2023-01-06 Donatas Surgailis

The continuum limit and scaling properties of an asymptotically free field theory regularized on a random lattice are compared with those on a regular square lattice. We work on random lattices parametrized by a degree of ``randomness''…

High Energy Physics - Lattice · Physics 2009-10-22 B. Alles , M. Beccaria , L. Del Debbio , R. Del Real

In the paper we present simple examples of linear random fields defined on $\ZZ^2$ and $\ZZ^3$ which exhibit the scaling transition phenomenon. These examples lead to more general definition of the scaling transition and allow to understand…

Probability · Mathematics 2020-10-15 Julius Damarackas , Vygantas Paulauskas

We consider diffraction at random point scatterers on general discrete point sets in $\R^\nu$, restricted to a finite volume. We allow for random amplitudes and random dislocations of the scatterers. We investigate the speed of convergence…

Mathematical Physics · Physics 2007-05-23 C. Kuelske

Fix a space dimension $d\ge 2$, parameters $\alpha > -1$ and $\beta \ge 1$, and let $\gamma_{d,\alpha, \beta}$ be the probability measure of an isotropic random vector in $\mathbb{R}^d$ with density proportional to \begin{align*}…

Probability · Mathematics 2018-08-30 Julian Grote

In this paper, for centered homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investigated. It is shown that maxima and minima are asymptotic…

Probability · Mathematics 2019-03-29 Yingyin Lu , Zuoxiang Peng
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