Related papers: Peaks and dips in Gaussian random fields: a new al…
We describe a model of dark matter halo abundances and clustering which combines the two most widely used approaches to this problem: that based on peaks and the other based on excursion sets. Our approach can be thought of as addressing…
Maxima of the linear density field form a point process that can be used to understand the spatial distribution of virialized halos that collapsed from initially overdense regions. However, owing to the peak constraint, clustering…
Relying on the excursion set theory, we compute the number density of local extrema and crossing statistics versus the threshold for the stock market indices. Comparing the number density of excursion sets calculated numerically with the…
In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, and then minimize the expected volume of the symmetric…
The abundance of peaks in weak gravitational lensing maps is a potentially powerful cosmological tool, complementary to measurements of the shear power spectrum. We study peaks detected directly in shear maps, rather than convergence maps,…
We study the peak height distribution of certain non-stationary Gaussian random fields. The explicit peak height distribution of smooth, non-stationary Gaussian processes in 1D with general covariance is derived. The formula is determined…
We present exact formulas for both the expected number and the height distribution of local maxima (peaks) in two distinct categories of smooth, non-centered Gaussian fields: (i) nonstationary Gaussian processes and (ii) stationary planar…
The excursion set approach allows one to estimate the abundance and spatial distribution of virialized dark matter haloes efficiently and accurately. The predictions of this approach depend on how the nonlinear processes of collapse and…
The Excursion Set approach has been used to make predictions for a number of interesting quantities in studies of nonlinear hierarchical clustering. These include the halo mass function, halo merger rates, halo formation times and masses,…
We consider smooth, infinitely divisible random fields $(X(t),t\in M)$, $M\subset {\mathbb{R}}^d$, with regularly varying Levy measure, and are interested in the geometric characteristics of the excursion sets \[A_u=\{t\in M:X(t)>u\}\] over…
We develop a novel computational method for evaluating the extreme excursion probabilities arising for random initialization of nonlinear dynamical systems. The method uses a Markov chain Monte Carlo or a Laplace approximation approach to…
One way of recovering information about the initial conditions of the Universe is by measuring features of the cosmological density field which are preserved during gravitational evolution and galaxy formation. In this paper we study the…
Insight into a number of interesting questions in cosmology can be obtained from the first crossing distributions of physically motivated barriers by random walks with correlated steps. We write the first crossing distribution as a formal…
We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…
In terms of the excursion set model, we used Monte Carlo methods in order to study the non-Markovian stochastic evolution of the smoothed overdensity $\delta$ at scale $S$. For a Gaussian density field, smoothed by the top-hat filter, in…
Weak gravitational lensing has become a common tool to constrain the cosmological model. The majority of the methods to derive constraints on cosmological parameters use second-order statistics of the cosmic shear. Despite their success,…
We study the effects of primordial non-Gaussianity on the large scale structure in the excursion set approach, accounting for correlations between steps of the random walks in the smoothed initial density field. These correlations are…
We present a novel algorithm aimed at identifying peaks within a uniformly sampled time series affected by uncorrelated Gaussian noise. The algorithm, called "MEPSA" (multiple excess peak search algorithm), essentially scans the time series…
We develop a novel computational method for evaluating the extreme excursion probabilities arising from random initialization of nonlinear dynamical systems. The method uses excursion probability theory to formulate a sequence of Bayesian…
Using cosmological N-body simulations, we study the abundance of local maxima (peaks) and minima (dips) identified in the smoothed distribution of halos and dark matter (DM) on scales of $10-100$s Mpcs. The simulations include Gaussian and…