Related papers: High level excursion set geometry for non-Gaussian…
Consider an isotropic spherical Gaussian random field T with values in R^{d}. We investigate two problems: (i) When is the level set T^{-1}(t) nonempty with positive probability for any t\in R^{d} ? (ii) If the level set is nonempty, what…
Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…
We consider the dynamics of `nonlinear tent maps': piecewise smooth unimodal maps with nowhere vanishing derivative. We show that if a nonlinear tent map $f$ is not infinitely renormalizable, then all its periodic orbits of sufficiently…
We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be…
Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…
We study the random graph G_{n,\lambda/n} conditioned on the event that all vertex degrees lie in some given subset S of the non-negative integers. Subject to a certain hypothesis on S, the empirical distribution of the vertex degrees is…
This paper primarily investigates the geometric properties of excursions of L\'evy processes reflected at the past infimum with long lifetime or large height. For an oscillating process in the domain of attraction of a stable law, our…
We construct a continuous-time non-commutative random walk on $U(\mathfrak{gl}_N)$ with dilation maps $U(\mathfrak{gl}_N)\rightarrow L^2(U(N))^{\otimes\infty}$. This is an analog of a continuous-time non-commutative random walk on the group…
The topology and geometry of random fields - in terms of the Euler characteristic and the Minkowski functionals - has received a lot of attention in the context of the Cosmic Microwave Background (CMB), as the detection of primordial…
In this paper, we investigate some geometric properties of non-smooth random curves within a stochastic flow. We consider a polygonal line $\Gamma(\vec{u}_{1},\cdots,\vec{u}_{n})$, which connects the points…
We study real left-invariant spin Gaussian fields on $SO(3)$, a special class of non-isotropic random fields used to model the polarization of the Cosmic Microwave Background. Leveraging recent results from "New chaos decomposition of…
We consider a number of examples of groups together with an infinite conjugation invariant generating set, including: the free group with the generating set of all separable elements; surface groups with the generating set of all…
A rather natural construction for a smooth random surface in space is the level surface of value zero, or 'nodal' surface f(x,y,z)=0, of a (real) random function f; the interface between positive and negative regions of the function. A…
In repeated Measure Designs with multiple groups, the primary purpose is to compare different groups in various aspects. For several reasons, the number of measurements and therefore the dimension of the observation vectors can depend on…
The nature of level set percolation in the two-dimension Gaussian Free Field has been an elusive question. Using a loop-model mapping, we show that there is a nontrivial percolation transition, and characterize the critical point. In…
We describe the structure of the asymptotic lines near an inflection point of a Lagrangean surface, proving that in the generic situation it corresponds to two of the three possible cases when the discriminant curve has a cusp singularity.…
Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not give a good approach to large deviation problems for random…
We study the contact process on a class of geometric random graphs with scale-free degree distribution, defined on a Poisson point process on $\mathbb{R}^d$. This class includes the age-dependent random connection model and the soft Boolean…
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…
We investigate the topological properties of invariant sets associated with the dynamics of scattering systems with three or more degrees of freedom. We show that the asymptotic separation of one degree of freedom from the rest in the…