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Related papers: Log-correlated Gaussian fields: an overview

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We study the lattice Green's function (LGF) of the screened Poisson equation on a two-dimensional rectangular lattice. This LGF arises in numerical analysis, random walks, solid-state physics, and other fields. Its defining characteristic…

Numerical Analysis · Mathematics 2024-03-06 Wei Hou , Tim Colonius

Toda Conformal Field Theories (CFTs) form a family of 2d CFTs indexed by semisimple and complex Lie algebras. They are natural generalizations of the Liouville CFT in that they enjoy an enhanced level of symmetry encoded by W-algebras.…

Probability · Mathematics 2025-03-28 Baptiste Cerclé

We study the decay of connectivity of the subcritical excursion sets of a class of strongly correlated Gaussian fields. Our main result shows that, for smooth isotropic Gaussian fields whose covariance kernel $K(x)$ is regularly varying at…

Probability · Mathematics 2024-05-29 Stephen Muirhead , Franco Severo

Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…

Probability · Mathematics 2015-04-21 Hermine Biermé , Olivier Durieu , Yizao Wang

We study the maximum of a Gaussian field on $[0,1]^\d$ ($\d \geq 1$) whose correlations decay logarithmically with the distance. Kahane \cite{Kah85} introduced this model to construct mathematically the Gaussian multiplicative chaos in the…

Probability · Mathematics 2014-04-28 Thomas Madaule

We study the statistics of the extremes of a discrete Gaussian field with logarithmic correlations at the level of the Gibbs measure. The model is defined on the periodic interval $[0,1]$, and its correlation structure is nonhierarchical.…

Probability · Mathematics 2014-05-19 Louis-Pierre Arguin , Olivier Zindy

Normalizing flows are a widely used class of latent-variable generative models with a tractable likelihood. Affine-coupling (Dinh et al, 2014-16) models are a particularly common type of normalizing flows, for which the Jacobian of the…

Machine Learning · Computer Science 2021-07-08 Holden Lee , Chirag Pabbaraju , Anish Sevekari , Andrej Risteski

A non-stationary spatial Gaussian random field (GRF) is described as the solution of an inhomogeneous stochastic partial differential equation (SPDE), where the covariance structure of the GRF is controlled by the coefficients in the SPDE.…

Methodology · Statistics 2016-08-11 Geir-Arne Fuglstad , Daniel Simpson , Finn Lindgren , Håvard Rue

In the spirit of [M. Biskup & O. Louidor, Adv. Math. 330 (2018)], we study the local structure of $\star$-scale invariant fields -- a class of log-correlated Gaussian fields -- around their extremal points by characterising the law of the…

Probability · Mathematics 2026-05-01 Federico Bertacco , Martin Hairer

Centered Gaussian random fields (GRFs) indexed by compacta such as smooth, bounded Euclidean domains or smooth, compact and orientable manifolds are determined by their covariance operators. We consider centered GRFs given as variational…

Statistics Theory · Mathematics 2021-03-09 Helmut Harbrecht , Lukas Herrmann , Kristin Kirchner , Christoph Schwab

In this work we describe the Correlative Method of Unsymmetrized Self-Consistent Field (CUSF). This method is based on a set of nonlinear integrodifferential equations for the one-particle configurational distribution functions and for the…

Statistical Mechanics · Physics 2019-06-14 Clóves Gonçalves Rodrigues , André Luiz Cardoso da Silva

We study unique solvability for one dimensional stochastic pressure equation with diffusion coefficient given by the Wick exponential of log-correlated Gaussian fields. We prove well-posedness for Dirichlet, Neumann and periodic boundary…

Probability · Mathematics 2025-12-02 Benny Avelin , Tuomo Kuusi , Patrik Nummi , Eero Saksman , Jonas M. Tölle , Lauri Viitasaari

Liouville quantum gravity (LQG) is, heuristically, a theory of random Riemannian geometry with Riemannian metric tensor $e^{\gamma h} (\mathrm{d} x^2 + \mathrm{d} y^2)$, where $h$ is a variant of the Gaussian free field and $\gamma > 0$ is…

Probability · Mathematics 2026-03-06 Charles Devlin VI

A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…

Statistical Finance · Quantitative Finance 2025-02-18 Stephen H. Lihn

We present two new classes of orthogonal functions, log orthogonal functions (LOFs) and generalized log orthogonal functions (GLOFs), which are constructed by applying a $\log$ mapping to Laguerre polynomials. We develop basic approximation…

Numerical Analysis · Mathematics 2020-03-04 Sheng Chen , Jie Shen

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

Statistical Mechanics · Physics 2015-05-20 Netanel Hazut , Shlomi Medalion , David A. Kessler , Eli Barkai

This work is concerned with fractional Gaussian fields, i.e. Gaussian fields whose covariance operator is given by the inverse fractional Laplacian $(-\Delta)^{-s}$ (where, in particular, we include the case $s >1$). We define a lattice…

Probability · Mathematics 2025-06-17 Nicola De Nitti , Florian Schweiger

We investigate generators of local gauge transformations in the covariant canonical formalism (CCF) for matter fields, gauge fields and the second order formalism of gravity. The CCF treats space and time on an equal footing regarding the…

General Relativity and Quantum Cosmology · Physics 2021-12-28 Satoshi Nakajima

The gravitational Higgs mechanism proposed by 't Hooft in arXiv:0708.3184 involves the spacetime metric g_{mu nu} as well as the induced metric \bar{g}_{mu nu} proportional to \eta_{a b} \partial_{mu} \phi^a \partial_{nu} \phi^b where…

High Energy Physics - Theory · Physics 2009-11-13 Durmus A. Demir , N. K. Pak

In Liouville quantum gravity (or $2d$-Gaussian multiplicative chaos) one seeks to define a measure $\mu^h = e^{\gamma h(z)} dz$ where $h$ is an instance of the Gaussian free field on a planar domain $D$. Since $h$ is a distribution, not a…

Probability · Mathematics 2017-03-28 Scott Sheffield , Menglu Wang
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