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Related papers: Log-correlated Gaussian fields: an overview

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We show that the centered maximum of a sequence of log-correlated Gaussian fields in any dimension converges in distribution, under the assumption that the covariances of the fields converge in a suitable sense. We identify the limit as a…

Probability · Mathematics 2024-02-23 Jian Ding , Rishideep Roy , Ofer Zeitouni

Motivated by the calculation of correlation functions in inhomogeneous one-dimensional (1d) quantum systems, the 2d Inhomogeneous Gaussian Free Field (IGFF) is studied and solved. The IGFF is defined in a domain $\Omega \subset…

Statistical Mechanics · Physics 2018-06-27 Yannis Brun , Jérôme Dubail

Let $h$ be a log-correlated Gaussian field on $\R^d$, let $\gamma \in (0,\sqrt{2d}),$ let $\mu_h$ be the $\gamma$-Gaussian multiplicative chaos measure, and let $D_h$ be an exponential metric associated with $h$ satisfying certain natural…

Probability · Mathematics 2024-10-18 Andres A. Contreras Hip , Ewain Gwynne

An exact mapping is established between the $c\geq25$ Liouville field theory (LFT) and the Gibbs measure statistics of a thermal particle in a 2D Gaussian Free Field plus a logarithmic confining potential. The probability distribution of…

Statistical Mechanics · Physics 2017-06-16 Xiangyu Cao , Pierre Le Doussal , Alberto Rosso , Raoul Santachiara

We discuss a family of random fields indexed by a parameter $s\in \mathbb{R}$ which we call the fractional Gaussian fields, given by \[ \mathrm{FGF}_s(\mathbb{R}^d)=(-\Delta)^{-s/2} W, \] where $W$ is a white noise on $\mathbb{R}^d$ and…

Probability · Mathematics 2016-02-08 Asad Lodhia , Scott Sheffield , Xin Sun , Samuel S. Watson

Fractional Gaussian fields are scalar-valued random functions or generalized functions on an $n$-dimensional manifold $M$, indexed by a parameter $s$. They include white noise ($s = 0$), Brownian motion ($s=1, n=1$), the 2D Gaussian free…

Probability · Mathematics 2024-06-28 Sky Cao , Scott Sheffield

We consider Gaussian subordinated L\'evy fields (GSLFs) that arise by subordinating L\'evy processes with positive transformations of Gaussian random fields on some spatial domain $\mathcal{D}\subset \mathbb{R}^d$, $d\geq 1$. The resulting…

Probability · Mathematics 2022-08-03 Robin Merkle , Andrea Barth

Many low temperature disordered systems are expected to exhibit Poisson-Dirichlet (PD) statistics. In this paper, we focus on the case when the underlying disorder is a logarithmically correlated Gaussian process $\phi_N$ on the box…

Probability · Mathematics 2023-02-15 Shirshendu Ganguly , Kyeongsik Nam

Gaussian random fields (GRF) are a fundamental stochastic model for spatiotemporal data analysis. An essential ingredient of GRF is the covariance function that characterizes the joint Gaussian distribution of the field. Commonly used…

Methodology · Statistics 2020-11-10 Jie Chen , Michael L. Stein

We propose in this paper a new method to compute the characteristic function (CF) of generalized Gaussian (GG) random variable in terms of the Fox H function. The CF of the sum of two independent GG random variables is then deduced. Based…

Probability · Mathematics 2015-06-02 Hamza Soury , Mohamed-Slim Alouini

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 propose the novel augmented Gaussian random field (AGRF), which is a universal framework incorporating the data of observable and derivatives of any order. Rigorous theory is established. We prove that under certain conditions, the…

Statistics Theory · Mathematics 2021-11-30 Sheng Zhang , Xiu Yang , Samy Tindel , Guang Lin

In this article we establish novel decompositions of Gaussian fields taking values in suitable spaces of generalized functions, and then use these decompositions to prove results about Gaussian multiplicative chaos. We prove two…

Probability · Mathematics 2019-04-29 Janne Junnila , Eero Saksman , Christian Webb

The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Ibrahim Al-Nahhal , Octavia A. Dobre , Ertugrul Basar , Cecilia Moloney , Salama Ikki

We consider the discrete Gaussian Free Field (DGFF) in scaled-up (square-lattice) versions of suitably regular continuum domains $D\subset\mathbb C$ and describe the scaling limit, including local structure, of the level sets at heights…

Probability · Mathematics 2020-01-06 Marek Biskup , Oren Louidor

Equations of motion for the light-like QCD Wilson loops are studied in the generalized loop space (GLS) setting. To this end, the classically conformal-invariant non-local variations of the cusped Wilson exponentials lying (partially) on…

High Energy Physics - Phenomenology · Physics 2015-03-06 I. O. Cherednikov , T. Mertens

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…

Probability · Mathematics 2025-10-22 Robert Griffiths

For point patterns observed in natura, spatial heterogeneity is more the rule than the exception. In numerous applications, this can be mathematically handled by the flexible class of log Gaussian Cox processes (LGCPs); in brief, a LGCP is…

Statistics Theory · Mathematics 2019-10-10 Jiří Dvořák , Jesper Møller , Tomáš Mrkvička , Samuel Soubeyrand

Spartan Spatial Random Fields (SSRFs) are generalized Gibbs random fields, equipped with a coarse-graining kernel that acts as a low-pass filter for the fluctuations. SSRFs are defined by means of physically motivated spatial interactions…

Information Theory · Computer Science 2012-04-12 Dionissios T. Hristopulos , Samuel Elogne

The Gaussian Free Field (GFF) is a canonical random surface in probability theory generalizing Brownian motion to higher dimensions. In two dimensions, it is critical in several senses, and is expected to be the universal scaling limit of a…

Probability · Mathematics 2023-02-28 Shirshendu Ganguly , Reza Gheissari
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