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We prove that multiplicative chaos measures can be constructed from extreme level sets or thick points of the underlying logarithmically correlated field. We develop a method which covers the whole subcritical phase and only requires…

Probability · Mathematics 2023-03-22 Janne Junnila , Gaultier Lambert , Christian Webb

Let a family of gradient Gaussian vector fields on $ \mathbb{Z}^d $ be given. We show the existence of a uniform finite range decomposition of the corresponding covariance operators, that is, the covariance operator can be written as a sum…

Mathematical Physics · Physics 2012-02-07 Stefan Adams , Roman Kotecký , Stefan Müller

The complex Gaussian Multiplicative Chaos (or complex GMC) is informally defined as a random measure $e^{\gamma X} \mathrm{d} x$ where $X$ is a log correlated Gaussian field on $\mathbb R^d$ and $\gamma=\alpha+i\beta$ is a complex…

Probability · Mathematics 2024-05-29 Hubert Lacoin

We consider a family of gradient Gaussian vector fields on the torus $(\mathbb{Z}/L^N\mathbb{Z})^d$. Adams, Koteck\'{y}, M\"{u}ller and independently Bauerschmidt established the existence of a uniform finite range decomposition of the…

Mathematical Physics · Physics 2018-11-15 Simon Buchholz

In this article we study imaginary Gaussian multiplicative chaos -- namely a family of random generalized functions which can formally be written as $e^{i X(x)}$, where $X$ is a log-correlated real-valued Gaussian field on $\mathbb{R}^d$,…

Probability · Mathematics 2018-12-21 Janne Junnila , Eero Saksman , Christian Webb

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

Scatter processes of photons lead to blurring of images produced by CT (computed tomography) or CBCT (cone beam computed tomography) in the KV domain or portal imaging in the MV domain (KV: kilovolt age, MV: megavoltage). Multiple scatter…

Medical Physics · Physics 2015-06-11 W. Ulmer

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…

Cosmology and Nongalactic Astrophysics · Physics 2013-05-30 Vincent Desjacques

In this paper, we present a comprehensive analysis of the posterior covariance field in Gaussian processes, with applications to the posterior covariance matrix. The analysis is based on the Gaussian prior covariance but the approach also…

Machine Learning · Statistics 2025-04-03 Difeng Cai , Edmond Chow , Yuanzhe Xi

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…

Probability · Mathematics 2021-11-24 N. H. Bingham , Tasmin L. Symons

We prove a global decomposition result for $\log$-correlated Gaussian fields on the $d$-dimensional torus and use this to derive new small deviations bounds for a class of Gaussian multiplicative chaos measures obtained from Gaussian fields…

Mathematical Physics · Physics 2025-07-31 Nikolay Barashkov , Joona Oikarinen , Mo Dick Wong

We consider Gaussian multiplicative chaos measures defined in a general setting of metric measure spaces. Uniqueness results are obtained, verifying that different sequences of approximating Gaussian fields lead to the same chaos measure.…

Probability · Mathematics 2015-09-29 Janne Junnila , Eero Saksman

We survey the properties of the log-correlated Gaussian field (LGF), which is a centered Gaussian random distribution (generalized function) $h$ on $\mathbb R^d$, defined up to a global additive constant. Its law is determined by the…

Probability · Mathematics 2014-07-22 Bertrand Duplantier , Rémi Rhodes , Scott Sheffield , Vincent Vargas

In a previous paper [FT1], for any logarithmic symplectic pair (X,D) of a symplectic manifold X and a simple normal crossings symplectic divisor D, we introduced the notion of log pseudo-holomorphic curve and proved a compactness theorem…

Symplectic Geometry · Mathematics 2019-10-14 Mohammad Farajzadeh-Tehrani

Likelihood fitting to two-point clustering statistics made from galaxy surveys usually assumes a multivariate normal distribution for the measurements, with justification based on the central limit theorem given the large number of…

Cosmology and Nongalactic Astrophysics · Physics 2019-04-23 Mike Shengbo Wang , Will J. Percival , Santiago Avila , Robert Crittenden , Davide Bianchi

Recently, the authors of this paper introduced logarithmic Hochschild (co)homology of logarithmic spaces in a geometric way using formality of derived intersections. In this paper, the authors extend the decomposition theorem for the…

Algebraic Geometry · Mathematics 2026-04-15 Marton Hablicsek , Leo Herr , Francesca Leonardi

Since the invention of generalized polynomial chaos in 2002, uncertainty quantification has impacted many engineering fields, including variation-aware design automation of integrated circuits and integrated photonics. Due to the fast…

Numerical Analysis · Computer Science 2018-07-06 Chunfeng Cui , Zheng Zhang

Gaussian random fields are popular models for spatially varying uncertainties, arising for instance in geotechnical engineering, hydrology or image processing. A Gaussian random field is fully characterised by its mean function and…

Numerical Analysis · Mathematics 2019-02-19 Jonas Latz , Marvin Eisenberger , Elisabeth Ullmann

Gaussian Multiplicative Chaos (GMC) is informally defined as a random measure $e^{\gamma X} \mathrm{d} x$ where $X$ is Gaussian field on $\mathbb R^d$ (or an open subset of it) whose correlation function is of the form $ K(x,y)= \log…

Probability · Mathematics 2020-12-23 Hubert Lacoin

We construct GLSM invariants for a general choice of stability in both the narrow and broad sector cases and prove they form a Cohomological Field Theory. This is obtained by forming the analogue of a virtual fundamental class which lives…

Algebraic Geometry · Mathematics 2021-03-23 David Favero , Bumsig Kim