Related papers: Polarity of points for Gaussian random fields
Stochastic partial differential equations can be used to model second order thermodynamical phase transitions, as well as a number of critical out-of-equilibrium phenomena. In (2+1) dimensions, many of these systems are conjectured (and…
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…
We derive a relation between the two polarization modes of a plane, linear gravitational wave in the second-order approximation. Since these two polarizations are not independent, an initially monochromatic gravitational wave loses its…
This is a survey of results about permanental processes, real valued positive processes which are a generalization of squares of Gaussian processes. In a certain sense the symmetric positive definite function that determines a Gaussian…
We study the local repulsion between critical points of a stationary isotropic smooth planar Gaussian field. We show that the critical points can experience a soft repulsion which is maximal in the case of the random planar wave model, or a…
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…
We present a self-contained proof of a uniform bound on multi-point correlations of trigonometric functions of a class of Gaussian random fields. It corresponds to a special case of the general situation considered in [Hairer-Xu], but with…
We establish a general criterion for the positivity of the variance of a chaotic component of local functionals of stationary vector-valued Gaussian fields. This criterion is formulated in terms of the spectral properties of the covariance…
We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…
We obtain a representation theorem for Banach space valued Gaussian random variables as integrals against a white noise. As a corollary we obtain necessary and sufficient conditions for the existence of a white noise representation for a…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
We investigate the global fluctuations of solutions to elliptic equations with random coefficients in the discrete setting. In dimension $d\geq 3$ and for i.i.d.\ coefficients, we show that after a suitable scaling, these fluctuations…
We propose a method to obtain the equilibrium distribution for positions and velocities of a one-dimensional particle via time-averaging and Laplace transformations. We apply it to the case of a damped harmonic oscillator in contact with a…
The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is…
We present a formalism to calculate the probability distribution function of a scalar field coarse-grained over some spatial scales with a Gaussian filter at finite temperature. As an application, we investigate the role of subcritical…
Inertial particles in 2D driven by a Gaussian white noise forcing are considered. For two examples of the forcing (compressible and incompressible) upper and lower bounds are found for the mean number of caustics as a function of Stokes…
This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…
Spatiotemporal evolution in the real Ginzburg-Landau equation is studied with space-time noise and a slowly increasing critical parameter. Analytical estimates for the characteristic size of the domains formed in a slow sweep through the…
We present the manifestly covariant Lagrangian of a massless polarized particle, that implies all dynamic and algebraic equations as the conditions of extreme of this variational problem. The model allows for minimal interaction with a…