Related papers: The Hole Probability for Gaussian Entire Functions
We trace with analytical methods and in a model parameter independent manner the independent bits of Fisher information of each of the moments of the lognormal distribution, as a now standard prescription for the distribution of the…
Context. In previous work, we developed a quasi-Gaussian approximation for the likelihood of correlation functions, which, in contrast to the usual Gaussian approach, incorporates fundamental mathematical constraints on correlation…
We study random independent and identically distributed iterations of functions from an iterated function system of homeomorphisms on the circle which is minimal. We show how such systems can be analyzed in terms of iterated function…
The horizon is a classical concept that arises in general relativity, and is therefore not clearly defined when the source cannot be reliably described by classical physics. To any (sufficiently) localised quantum mechanical wave-function,…
We present the elliptical processes -- a family of non-parametric probabilistic models that subsumes the Gaussian process and the Student-t process. This generalization includes a range of new fat-tailed behaviors yet retains computational…
In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…
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…
This paper presents a new approach to the estimation of the deformation of an isotropic Gaussian random field on $\mathbb{R}^2$ based on dense observations of a single realization of the deformed random field. Under this framework we…
Analysis of black hole spacetimes requires study of the motion of particles and light in these spacetimes. Here exact solutions of the geodesic equations are the means of choice. Numerous interesting black hole spacetimes have been analyzed…
We consider the problem of reconstructing a function given its values on a set of points with finite density. We prove that with probability one, the values of an almost periodic function on a random array of points (with finite density)…
From the integration of non-symmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. We show that functions characterizing…
In this work we consider the inverse problem of determining the properties of a Wigner function from the set of its zeros (the nodal set). The previous state of the art of the problem is Hudson's theorem, which shows that an empty nodal set…
Let f:=(f^1,\...,f^n) be a sparse random polynomial system. This means that each f^i has fixed support (list of possibly non-zero coefficients) and each coefficient has a Gaussian probability distribution of arbitrary variance. We express…
One of the best ways to understand the gravitation of a massive object is by studying the photon's motion around it. We study the null geodesic of a regular black hole in anti-de Sitter spacetime, including a Gaussian matter distribution.…
This paper explores the consequences of non-Gaussian cosmological perturbations for the formation of primordial black holes (PBHs). A non-Gaussian probability distribution function (PDF) of curvature perturbations is presented with an…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
Our main discovery is a surprising interplay between quadrature domains on the one hand, and the zero process of the Gaussian Entire Function (GEF) on the other. Specifically, consider the GEF conditioned on the rare hole event that there…
We discuss the use of Gaussian random fields to estimate the look-elsewhere effect correction. We show that Gaussian random fields can be used to model the null-hypothesis significance maps from a large set of statistical problems commonly…
We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…
We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that assume independence and/or stationarity. Based on the decay…