Related papers: Polarity of points for Gaussian random fields
For many applications with multivariate data, random field models capturing departures from Gaussianity within realisations are appropriate. For this reason, we formulate a new class of multivariate non-Gaussian models based on systems of…
We consider finite dimensional rough differential equations driven by centered Gaussian processes. Combining Malliavin calculus, rough paths techniques and interpolation inequalities, we establish upper bounds on the density of the…
In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising…
This work aims to extend the existing results on thick points of logarithmic-correlated Gaussian Free Fields to Gaussian random fields that are more singular. To be specific, we adopt a sphere averaging regularization to study…
We give a new representation of fractional Brownian motion with Hurst parameter H<=1/2 using stochastic partial differential equations. This representation allows us to use the Markov property and time reversal, tools which are not usually…
We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…
A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
Gaussian particles provide a flexible framework for modelling and simulating three-dimensional star-shaped random sets. In our framework, the radial function of the particle arises from a kernel smoothing, and is associated with an…
Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…
Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…
We define and study the notion of quantum polarity, which is a kind of geometric Fourier transform between sets of positions and sets of momenta. Extending previous work of ours, we show that the orthogonal projections of the covariance…
The ability of Gaussian noise to induce ordered states in dynamical systems is here presented in an overview of the main stochastic mechanisms able to generate spatial patterns. These mechanisms involve: (i) a deterministic local dynamics…
This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…
The stochastic gravitational wave background for pulsar timing arrays is often modeled by a Gaussian ensemble which is isotropic and unpolarized. However, the Universe has a discrete set of polarized gravitational wave sources at specific…
In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…
The zeros of complex Gaussian random polynomials, with coefficients such that the density in the underlying complex space is uniform, are known to have the same statistical properties as the zeros of the coherent state representation of…