Related papers: Concentration properties of Gaussian random fields
We study the defect (or "signed area") distribution of toral Laplace eigenfunctions restricted to shrinking balls of radius above the Planck scale, in either random Gaussian scenario ("Arithmetic Random Waves"), or deterministic…
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…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
Gaussian random fields are popular models for spatially varying uncertainties, arising for instance in geotechnical engineering, hydrology or image processing. A Gaussian random field is fully characterised by its mean function and…
It is shown that the helicity of three dimensional viscous incompressible flow can be identified with the overall linking of the fluid's initial vorticity to the expectation of a stochastic mean field limit. The relevant mean field limit is…
The dynamics of small global perturbations in the form of linear combination of a finite number of non-axisymmetric eigenmodes is studied in two-dimensional approximation. The background flow is assumed to be an axisymmetric perfect fluid…
In this paper we study the properties of the centered (norm of the) gradient squared of the discrete Gaussian free field in $U_{\epsilon}=U/\epsilon\cap \mathbb{Z}^d$, $U\subset \mathbb{R}^d$ and $d\geq 2$. The covariance structure of the…
We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…
We suppose that a vector field perturbation causes part of the primordial curvature perturbation. The non-Gaussianity parameter fNL is then, in general, statistically anisotropic. We calculate its form and magnitude in the curvaton scenario…
The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the…
We study a non local approximation of the Gaussian perimeter, proving the Gamma convergence to the local one. Surprisingly, in contrast with the local setting, the halfspace turns out to be a volume constrained stationary point if and only…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…
We construct time dependent random fields on the sphere through coordinates change and subordination and we study the associated angular power spectrum. Some of this random fields arise naturally as solutions of partial differential…
Quadratic variations of Gaussian processes play important role in both stochastic analysis and in applications such as estimation of model parameters, and for this reason the topic has been extensively studied in the literature. In this…
A random vector whose norm and overlap (inner product with an independent copy) concentrates is shown to have random low-dimensional projections that are approximately random Gaussians. Conversely, asymptotically random Gaussian projections…
In this article we give a general criterion for some dependent Gaussian models to belong to maximal domain of attraction of Gumbel, following an application of the Stein-Chen method studied in Arratia et al(1989). We also show the…
How likely is the high level of a continuous Gaussian random field on an Euclidean space to have a "hole" of a certain dimension and depth? Questions of this type are difficult, but in this paper we make progress on questions shedding new…
We probe the statistical nature of the primordial density field by measuring correlations between the power in adjacent Fourier modes. For certain types of non-Gaussian field, these k-space correlations would be expected to be more extended…
We study pathwise invariances of centred random fields that can be controlled through the covariance. A result involving composition operators is obtained in second-order settings, and we show that various path properties including…