Related papers: Concentration properties of Gaussian random fields
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…
We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The individual admissible controls are constrained in closed convex…
We present a divergence free vector field in the Sobolev space $H^1$ such that the flow associated to the field does not belong to any Sobolev space. The vector field is deterministic but constructed as the realization of a random field…
We prove that convex hypersurfaces in ${\mathbb R}^{n+1}$ contracting under the flow by any power $\alpha>\frac{1}{n+2}$ of the Gauss curvature converge (after rescaling to fixed volume) to a limit which is a smooth, uniformly convex…
We investigate the spatial statistics of the energy eigenfunctions on large quantum graphs. It has previously been conjectured that these should be described by a Gaussian Random Wave Model, by analogy with quantum chaotic systems, for…
We consider a numerical approach for a covariant generalised Navier-Stokes equation on general surfaces and study the influence of varying Gaussian curvature on anomalous vortex-network active turbulence. This regime is characterised by…
Random fields in nature often have, to a good approximation, Gaussian characteristics. For such fields, the relative densities of umbilical points -- topological defects which can be classified into three types -- have certain fixed values.…
In these notes, we investigate the tail behaviour of the norm of subgaussian vectors in a Hilbert space. The subgaussian variance proxy is given as a trace class operator, allowing for a precise control of the moments along each dimension…
We consider a class of Gaussian Free Fields denoted by $(g_x)_{x \in {\cal V}_N}$, where $ {\cal V}_N = \{0,1\}^N$ and $N\in \mathbb{Z}_+$. These fields are related to a general class of $N$-dimensional random walks on the hypercube, which…
The assumption that the elements of the cost matrix in the classical assignment problem are drawn independently from a standard Gaussian distribution motivates the study of a particular Gaussian field indexed by the symmetric permutation…
We study operators obtained by coupling an $n \times n$ random matrix from one of the Gaussian ensembles to the discrete Laplacian. We find the joint distribution of the eigenvalues and resonances of such operators. This is one of the…
The hypergeometric type operators are shape invariant, and a factorization into a product of first order differential operators can be explicitly described in the general case. Some additional shape invariant operators depending on several…
We quantify the large deviations of Gaussian extreme value statistics on closed convex sets in d-dimensional Euclidean space. The asymptotics imply that the extreme value distribution exhibits a rate function that is a simple quadratic…
A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…
We prove that the distribution of eigenvectors of generalized Wigner matrices is universal both in the bulk and at the edge. This includes a probabilistic version of local quantum unique ergodicity and asymptotic normality of the…
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…
We develop a method for the random sampling of (multimode) Gaussian states in terms of their covariance matrix, which we refer to as a random quantum covariance matrix (RQCM). We analyze the distribution of marginals and demonstrate that…
We consider the quadratic form of a general deterministic matrix on the eigenvectors of an $N\times N$ Wigner matrix and prove that it has Gaussian fluctuation for each bulk eigenvector in the large $N$ limit. The proof is a combination of…
The density of states for a particle moving in a random potential with a Gaussian correlator is calculated exactly using the functional integral technique. It is achieved by expressing the functional degrees of freedom in terms of the…
We present a causal trajectory interpretation for the massive vector field, based on the flows of rest energy and a conserved density defined using the time-like eigenvectors and eigenvalues of the stress-energy-momentum tensor. This work…