Related papers: Polar sets of anisotropic Gaussian random fields
We study the property of hitting points for a class of $\mathbb{R}^d$-valued continuous Gaussian random fields on $\mathbb{R}^N$ with stationary increments, i.i.d. coordinates, and a regularly varying variance function $\sigma$ of index…
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…
We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…
Gaussian random fields (GFs) are fundamental tools in spatial modeling and can be represented flexibly and efficiently as solutions to stochastic partial differential equations (SPDEs). The SPDEs depend on specific parameters, which enforce…
The goal of this paper is to give confidence regions for the excursion set of a spatial function above a given threshold from repeated noisy observations on a fine grid of fixed locations. Given an asymptotically Gaussian estimator of the…
We study Gaussian random fields on certain Banach spaces and investigate conditions for their existence. Our results apply inter alia to spaces of Radon measures and H\"older functions. In the former case, we are able to define Gaussian…
The paper presents bounds for the distributions of suprema for a particular class of sub-Gaussian type random fields defined over spaces with anisotropic metrics. The results are applied to random fields related to stochastic heat equations…
This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for…
Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…
We provide sharp lower and upper bounds for the Hausdorff dimension of the intersection of a typical random covering set with a fixed analytic set both in Ahlfors regular metric spaces and in the $d$-dimensional torus. In metric spaces, we…
Gaussian random fields are among the most important models of amorphous spatial structures and appear across length scales in a variety of physical, biological, and geological applications, from composite materials to geospatial data.…
Polarization of light signifies transversal, anisotropic and asymmetrical statistical property of electromagnetic radiation about direction of propagation. Traditionally, optical-polarization is characterized by Stokes theory susceptible to…
We provide a complete description of anisotropic scaling limits of stationary linear random field on ${\mathbb {Z}}^3$ with long-range dependence and moving average coefficients decaying as $O(|t_i|^{-q_i})$ in the $i$th direction,…
This paper deals with the problem of detecting non-isotropic high-dimensional geometric structure in random graphs. Namely, we study a model of a random geometric graph in which vertices correspond to points generated randomly and…
We investigate the realizations of a random Gaussian field on a finite domain of ${\mathbb R}^d$ in the limit where a given linear functional of the field is large. We prove that if its variance is bounded, the field converges uniformly and…
We review and study some of the properties of smooth Gaussian random fields defined on a homogeneous space, under the assumption that the probability distribution is invariant under the isometry group of the space. We first give an…
In this paper we study a class of random Cantor sets. We determine their almost sure Hausdorff, packing, box, and Assouad dimensions. From a topological point of view, we also compute their typical dimensions in the sense of Baire category.…
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…
We consider a random matrix whose entries are independent Gaussian variables taking values in the field of quaternions with variance $1/n$. Using logarithmic potential theory, we prove the almost sure convergence, as the dimension $n$ goes…
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…