English
Related papers

Related papers: Quasi-deterministic properties of random Gaussian …

200 papers

Liouville conformal field theory describes a random geometry that fluctuates around a deterministic one: the unique solution of the problem of finding, within a given conformal class, a Riemannian metric with prescribed scalar and geodesic…

Mathematical Physics · Physics 2025-12-02 Baptiste Cerclé

We investigate the ergodicity of 2D large scale quasigeostrophic flows under random wind forcing. We show that the quasigeostrophic flows are ergodic under suitable conditions on the random forcing and on the fluid domain, and under no…

Analysis of PDEs · Mathematics 2016-09-07 Jinqiao Duan , Beniamin Goldys

This note presents sharp inequalities for deviation probability of a general quadratic form of a random vector \(\xiv\) with finite exponential moments. The obtained deviation bounds are similar to the case of a Gaussian random vector. The…

Probability · Mathematics 2013-02-08 Vladimir Spokoiny

Gibbsian structure in random point fields has been a classical tool for studying their spatial properties. However, exact Gibbs property is available only in a relatively limited class of models, and it does not adequately address many…

Probability · Mathematics 2023-05-26 Ujan Gangopadhyay , Subhro Ghosh , Kin Aun Tan

We consider discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{d}$, $d \geq 2$, including i.i.d.\ supercritical percolation clusters, where the conductances are possibly unbounded…

Probability · Mathematics 2025-08-26 Sebastian Andres , Martin Slowik , Anna-Lisa Sokol

In this paper, we show that the methods of mathematical statistical physics can be successfully applied to random fields in finite volumes. As a result, we obtain simple necessary and sufficient conditions for the existence and uniqueness…

Probability · Mathematics 2022-11-23 Linda A. Khachatryan , Boris S. Nahapetian

This paper addresses the question of when projections of a high-dimensional random vector are approximately Gaussian. This problem has been studied previously in the context of high-dimensional data analysis, where the focus is on…

Information Theory · Computer Science 2017-01-02 Galen Reeves

This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…

Statistics Theory · Mathematics 2013-08-14 Hiroki Masuda

A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…

Statistics Theory · Mathematics 2019-01-28 Pierre C Bellec

The viscous inhomogeneities of a relativistic plasma determine a further class of entropic modes whose amplitude must be sufficiently small since curvature perturbations are observed to be predominantly adiabatic and Gaussian over large…

Cosmology and Nongalactic Astrophysics · Physics 2016-04-27 Massimo Giovannini

We show that the Hamiltonian dynamics of the self-interacting, abelian p-form theory in D=2p+2 dimensional space-time gives rise to the quasi-local structure. Roughly speaking, it means that the field energy is localized but on closed…

High Energy Physics - Theory · Physics 2007-05-23 D. Chruscinski

We study random Hamiltonians on finite-size cubes and waveguide segments of increasing diameter. The number of random parameters determining the operator is proportional to the volume of the cube. In the asymptotic regime where the cube…

Analysis of PDEs · Mathematics 2016-01-15 Denis Borisov , Anastasia Golovina , Ivan Veselic

We investigate the probability that a random quadratic form in ${\mathbb{Z}}[x_1,...,x_n]$ has a totally isotropic subspace of a given dimension. We show that this global probability is a product of local probabilities. Our main result…

Number Theory · Mathematics 2022-12-21 Lycka Drakengren , Tom Fisher

Random fields in nature often have, to a good approximation, Gaussian characteristics. We present the mathematical framework for a new and simple method for investigating the non-Gaussian contributions, based on counting the maxima and…

Statistical Mechanics · Physics 2012-10-26 T. H. Beuman , A. M. Turner , V. Vitelli

The $\mathcal{O}(\partial^2)$ background independent flow equations for conformally reduced gravity are shown to be equivalent to flow equations naturally adapted to scalar field theory with a wrong sign kinetic term. This sign change is…

High Energy Physics - Theory · Physics 2016-12-14 Juergen A. Dietz , Tim R. Morris , Zoe H. Slade

This paper is concerned with sample path properties of isotropic Gaussian fields on compact two-point homogeneous spaces. In particular, we establish the property of strong local nondeterminism of an isotropic Gaussian field based on the…

Probability · Mathematics 2022-01-03 Tianshi Lu , Chunsheng Ma , Yimin Xiao

A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…

Numerical Analysis · Mathematics 2024-12-02 Erik Jansson , Annika Lang , Mike Pereira

Cohen, Guyon, Perrin and Pontier have given assumptions under which the second-order quadratic variations of a Gaussian process converge almost surely to a deterministic limit. In this paper we present two new convergence results about…

Probability · Mathematics 2007-09-14 Arnaud Begyn

Properties of steady compressible flow for which geometric constraints have been placed on the potential function are derived, under hypotheses on the flow density and the singular set. Some related unconstrained problems are also…

Mathematical Physics · Physics 2007-05-23 Thomas H. Otway

In this paper, we are concerned with sample path properties of isotropic spherical Gaussian fields on $\S^2$. In particular, we establish the property of strong local nondeterminism of an isotropic spherical Gaussian field based on the…

Probability · Mathematics 2021-12-01 Xiaohong Lan , Domenico Marinucci , Yimin Xiao