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We derive the limiting distributions of exceedances point processes of randomly scaled weakly dependent stationary Gaussian sequences under some mild asymptotic conditions. In the literature analogous results are available only for…
A discrete gradient model for interfaces is studied. The interaction potential is a non-convex perturbation of the quadratic gradient potential. Based on a representation for the finite volume Gibbs measure obtained via a renormalization…
We prove a central limit theorem for strictly stationary random fields under a sharp projective condition. The assumption was introduced in the setting of random variables by Maxwell and Woodroofe. Our approach is based on new results for…
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…
Finite size fluctuations are a crucial ingredient in kinetic theory of long-range interacting collisionless systems. In this Letter, we introduce a phenomenological theory which predicts an anomalous scaling close to marginal stability for…
Let $X(t), t\in \mathcal{T}$ be a centered Gaussian random field with variance function $\sigma^2(\cdot)$ that attains its maximum at the unique point $t_0\in \mathcal{T}$, and let $M(\mathcal{T}):=\sup_{t\in \mathcal{T}} X(t)$. For…
We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…
Current statistics literature on statistical inference of random fields typically assumes that the fields are stationary or focuses on models of non-stationary Gaussian fields with parametric/semiparametric covariance families, which may…
In principle, observables as for example the sphaleron rate or the tunneling rate in a first-order phase transition are gauge-independent. However, in practice a gauge dependence is introduced in explicit perturbative calculations due to…
I discuss the so-called stochastic individual based model of adaptive dynamics and in particular how different scaling limits can be obtained by taking limits of large populations, small mutation rate, and small effect of single mutations…
Recently, self-dualities based on saddle-point expansions have been proposed as a means to obtain qualitative non-perturbative information in scalar field theories. In this work, we test this proposition quantitatively by studying the phase…
We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. In many practically important cases, the underlying networks are embedded into Euclidean spaces. Using the natural geometric structure,…
A momentum dependent projection of the Wegner-Hougton equation is derived for a scalar theory coupled to an external field. This formalism is useful to discuss the phase diagram of the theory. In particular we study some properties of the…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
We have defined pinning fields as those random fields that keep some of the magnetic moments unreversed in the region of negative external applied field during the demagnetizing process. An analysis of the statistical properties of such…
We construct a natural discrete random field on $\mathbb{Z}^{d}$, $d\geq 5$ that converges weakly to the bi-Laplacian Gaussian field in the scaling limit. The construction is based on assigning i.i.d. Bernoulli random variables on each…
The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…
Compact stars above a critical stellar mass develop large scalar fields in some scalar-tensor theories. This scenario, called spontaneous scalarization, has been an intense topic of study since it passes weak-field gravity tests naturally…
We show that the critical scaling behavior of random-field systems with short-range interactions and disorder correlations cannot be described in general by only two independent exponents, contrary to previous claims. This conclusion is…
In the statistical inference for long range dependent time series the shape of the limit distribution typically depends on unknown parameters. Therefore, we propose to use subsampling. We show the validity of subsampling for general…