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Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…

Probability · Mathematics 2007-12-28 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor

In this paper we examine isotropic Gaussian random fields defined on $\mathbb R^N$ satisfying certain conditions. Specifically, we investigate the type of a critical point situated within a small vicinity of another critical point, with…

Probability · Mathematics 2023-10-20 Paul Marriott , Weinan Qi , Yi Shen

We study level-set percolation for Gaussian free fields on metric graphs. In two dimensions, we give an upper bound on the chemical distance between the two boundaries of a macroscopic annulus. Our bound holds with high probability…

Probability · Mathematics 2019-03-14 Jian Ding , Mateo Wirth

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…

Probability · Mathematics 2013-07-24 Evgeny Spodarev

In Euclidean space there is a trivial upper bound on the maximum length of a compound "walk" built up of variable-length jumps, and a considerably less trivial lower bound on its minimum length. The existence of this non-trivial lower bound…

Mathematical Physics · Physics 2013-09-19 Petarpa Boonserm , Matt Visser

We consider $Z^d$, with d bigger or equal to three. We investigate the vacant set of random interlacements in the strongly percolative regime, the vacant set of the simple random walk, and the excursion set above a given level of the…

Probability · Mathematics 2019-07-08 Alain-Sol Sznitman

We prove two theorems concerning extreme values of general Gaussian fields. Our first theorem concerns with the concept of multiple peaks. A theorem of Chatterjee states that when a centered Gaussian field admits the so-called…

Probability · Mathematics 2013-11-26 Jian Ding , Ronen Eldan , Alex Zhai

We consider the maximum of the discrete two dimensional Gaussian free field (GFF) in a box, and prove that its maximum, centered at its mean, is tight, settling a long-standing conjecture. The proof combines a recent observation of…

Probability · Mathematics 2010-09-20 Maury Bramson , Ofer Zeitouni

We estimate the probability that the discrete Gaussian free field on a planar domain with Dirichlet boundary conditions stays positive in the bulk. Improving upon the result by Bolthausen, Deuschel and Giacomin from 2001, we derive the…

Probability · Mathematics 2026-01-21 Maximilian Fels , Oren Louidor , Tianqi Wu

Gaussian random field on general ultrametric space is introduced as a solution of pseudodifferential stochastic equation. Covariation of the introduced random field is computed with the help of wavelet analysis on ultrametric spaces. Notion…

Probability · Mathematics 2011-05-10 A. Yu. Khrennikov , S. V. Kozyrev

Let X(t) be a Gaussian random field R d $\rightarrow$ R. Using the notion of (d -- 1)-integral geometric measures, we establish a relation between (a) the volume of the level set (b) the number of crossings of the restriction of the random…

Probability · Mathematics 2018-11-06 Diego Armentano , Jean-Marc Azais , David Ginsbourger , José Rafael Leon

The curse of dimensionality is a common phenomenon which affects analysis of datasets characterized by large numbers of variables associated with each point. Problematic scenarios of this type frequently arise in classification algorithms…

Probability · Mathematics 2015-08-11 Benjamin Thirey , Randal Hickman

Many star bodies have convex subsets with approximately the same Gaussian measure (of the complement). Inspired by this phenomenon, and in connection with the randomized Dvoretzky theorem for Lorentz spaces, we derive bounds on the…

Functional Analysis · Mathematics 2022-06-22 Daniel J. Fresen

Random fields in nature often have, to a good approximation, Gaussian characteristics. We present the mathematical framework for a new and simple method for investigating the non-Gaussian contributions, based on counting the maxima and…

Statistical Mechanics · Physics 2012-10-26 T. H. Beuman , A. M. Turner , V. Vitelli

We study the fluctuations of a random surface in a stochastic growth model on a system of interlacing particles placed on a two dimensional lattice. There are two different types of particles, one with a low jump rate and the other with a…

Mathematical Physics · Physics 2015-03-19 Maurice Duits

What is the nature - continuous or discrete - of matter and of its fundamental interactions? The physical meaning, the properties and the consequences of a discrete scalar field are discussed; limits for the validity of a mathematical…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Manoelito M. de Souza

The lens depth of a point has been recently extended to general metric spaces, which is not the case for most depths. It is defined as the probability of being included in the intersection of two random balls centred at two random points X…

Statistics Theory · Mathematics 2021-03-30 Alejandro Cholaquidis , Ricardo Fraiman , Leonardo Moreno

The physical meaning, the properties and the consequences of a discrete scalar field are discussed; limits for the validity of a mathematical description of fundamental physics in terms of continuous fields are a natural outcome of discrete…

High Energy Physics - Theory · Physics 2007-05-23 Manoelito M. de Souza

In this PhD Thesis we investigate the geometry of random fields on compact Riemannian manifolds, in particular the two-dimensional sphere. In the first part, we characterize isotropic Gaussian fields on homogeneous spaces of a compact group…

Probability · Mathematics 2016-05-12 Maurizia Rossi

We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already…

Probability · Mathematics 2020-12-25 Julien Randon-Furling , Dmitry Zaporozhets