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A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…
Maxima of the linear density field form a point process that can be used to understand the spatial distribution of virialized halos that collapsed from initially overdense regions. However, owing to the peak constraint, clustering…
High dimensional data analysis is known to be as a challenging problem. In this article, we give a theoretical analysis of high dimensional classification of Gaussian data which relies on a geometrical analysis of the error measure. It…
This paper studies polar sets of anisotropic Gaussian random fields, i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that…
The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the…
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…
We consider the discrete Gaussian Free Field in a square box in $\mathbb Z^2$ of side length $N$ with zero boundary conditions and study the joint law of its properly-centered extreme values ($h$) and their scaled spatial positions ($x$) in…
We study the peak height distribution of certain non-stationary Gaussian random fields. The explicit peak height distribution of smooth, non-stationary Gaussian processes in 1D with general covariance is derived. The formula is determined…
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…
Critical points of a scalar quantitiy are either extremal points or saddle points. The character of the critical points is determined by the sign distribution of the eigenvalues of the Hessian matrix. For a two-dimensional homogeneous and…
We study how small a local set of the continuum Gaussian free field (GFF) in dimension $d$ has to be to ensure that this set is thin, which loosely speaking means that it captures no GFF mass on itself, in other words, that the field…
We obtain formulae for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres of arbitrary dimension. The results hold in general in the sense…
In this article, we study complex Gaussian multiplicative chaos. More precisely, we study the renormalization theory and the limit of the exponential of a complex log-correlated Gaussian field in all dimensions (including Gaussian Free…
We consider fluctuations in the distribution of critical points - saddle points, minima and maxima - of random gaussian fields. We calculate the asymptotic limits of the two point correlation function for various critical point densities,…
We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…
We consider a family of centered Gaussian fields on the d-dimensional unit box, whose covariance decreases logarithmically in the distance between points. We prove tightness of the recentered maximum of the Gaussian fields and provide…
This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…
We study the surface of Gauss double points associated to a very general quartic surface and the natural morphisms associated to it.
In this work we consider infinite dimensional extensions of some finite dimensional Gaussian geometric functionals called the Gaussian Minkowski functionals. These functionals appear as coefficients in the probability content of a tube…
We give several applications of the thick distributional calculus. We consider homogeneous distributions, point source fields, and higher order derivatives of order $0.$