Related papers: Critical point correlations in random gaussian fie…
The fixed-point analysis refers to the study of fixed-points that arise in the context of complex systems with many interacting entities. In this expository paper, we describe four levels of fixed-points in mean-field interacting particle…
We calculate the two-point correlation function <x(t2)x(t1)> for a subdiffusive continuous time random walk in a parabolic potential, generalizing well-known results for the single-time statistics to two times. A closed analytical…
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 consider the breakdown of conformal and scale invariance in random systems with strongly random critical points. Extending previous results on one-dimensional systems, we provide an example of a three-dimensional system which has a…
We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unknown parameter. This problem is closely related to the famous…
This paper presents a comparison of the predictions for the 2 and 3-point correlation functions of density fluctuations, xi_2 and xi_3, in gravitational perturbation theory (PT) against large Cold Dark Matter (CDM) simulations. This…
This paper studies Gaussian random fields with Mat\'ern covariance functions with smooth parameter $\nu>2$. Two cases of parameter spaces, the Euclidean space and $N$-dimensional sphere, are considered. For such smooth Gaussian fields, we…
We study the two-point correlation function of density perturbations in a spherically symmetric void universe model which does not employ the Copernican principle. First we solve perturbation equations in the inhomogeneous universe model…
We study fine properties of the convergence of a high intensity shot noise field towards the Gaussian field with the same covariance structure. In particular we (i) establish a strong invariance principle, i.e. a quantitative coupling…
We consider the Mean Field limit of Gibbsian ensembles of 2-dimensional point vortices on the torus. It is a classical result that in such limit correlations functions converge to 1, that is, point vortices decorrelate: we compute the rate…
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian processes with trend. For different scales of the time horizon we obtain different normalizing functions for the convergence of the maxima.…
We study a 2-parametric family of probability measures on an infinite-dimensional simplex (the Thoma simplex). These measures originate in harmonic analysis on the infinite symmetric group (S.Kerov, G.Olshanski and A.Vershik, Comptes Rendus…
We compute the expected value of various quantities related to the biparametric singularities of a pair of smooth centered Gaussian random fields on an n-dimensional compact manifold, such as the lengths of the critical curves and contours…
Let $\{X(s,t):s,t\geqslant 0\}$ be a centered homogeneous Gaussian field with a.s. continuous sample paths and correlation function $r(s,t)=Cov(X(s,t),X(0,0))$ such that…
Assuming a LCDM universe in a single-field inflationary scenario, we compute the three-point correlation function of the observed matter density fluctuation in the squeezed triangular configuration, accounting for all the relativistic…
When analyzing experimental or simulation time-series data, the question arises whether it is possible to tell from a one-dimensional time-dependent trajectory whether the system is in equilibrium or not. We here consider the…
The computation of multifractal scaling properties associated with a critical field theory involves non-local operators and remains an open problem using conventional techniques of field theory. We propose a new description of Gaussian…
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…
The effect of a stochastic displacement field on a statistically independent point process is analyzed. Stochastic displacement fields can be divided into two large classes: spatially correlated and uncorrelated. For both cases exact…
We provide new characterizations of two-points and some related distributions. We use properties of independence and/or identity of the distributions of suitable linear forms of random variables. Keywords: characterization of a…