Related papers: A crossinggram for random fields on lattices
For a vector random field that is isotropic and mean square continuous on a sphere and stationary on a temporal domain, this paper derives a general form of its covariance matrix function and provides a series representation for the random…
In this work we study configurations in one-dimensional scalar field theory, which are time-dependent, localized in space and extremely long-lived called oscillons. It is investigated how the action of changing the minimum value of the…
Correlated random fields are a common way to model dependence struc- tures in high-dimensional data, especially for data collected in imaging. One important parameter characterizing the degree of dependence is the asymp- totic variance…
The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space-time data arising from climatological and oceanographical phenomena. Indeed, a suitable specification of the covariance…
An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a…
An analysis is made of a moving disturbance using a directed cyclic graph. A statistical approach is used to calculate the alternative positions in space and state of the disturbance with a defined observed time. The probability for a…
We consider a stochastic sandpile where the sand-grains of unstable sites are randomly distributed to the nearest neighbors. Increasing the value of the threshold condition the stochastic character of the distribution is lost and a…
In spatial networks vertices are arranged in some space and edges may cross. When arranging vertices in a 1-dimensional lattice edges may cross when drawn above the vertex sequence as it happens in linguistic and biological networks. Here…
A spatial avalanche model is introduced, in which avalanches increase stability in the regions where they occur. Instability is driven globally by a driving process that contains shocks. The system is typically subcritical, but the shocks…
Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…
Magnetic domain patterns under an oscillating field is studied theoretically by using a simple Ising-like model. We propose two ways to investigate the effects of the oscillating field. The first one leads to a model in which rapidly…
Spatial diffusion of particles in periodic potential models has provided a good framework for studying the role of chaos in global properties of classical systems. Here a bidimensional "soft" billiard, classically modeled from an optical…
We study the Lagrangian trajectories of statistically isotropic, homogeneous, and stationary divergence free spatiotemporal random vector fields. We design this advecting Eulerian velocity field such that it gets asymptotically rough and…
We consider random walk on a mildly random environment on finite transitive d- regular graphs of increasing girth. After scaling and centering, the analytic spectrum of the transition matrix converges in distribution to a Gaussian noise. An…
On their roller coaster ride through turbulence, tracer particles sample the fluctuations of the underlying fields in space and time. Quantitatively relating particle and field statistics remains a fundamental challenge in a large variety…
A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…
For oscillating time series, the prediction is often focused on the turning points. In order to predict the turning point magnitudes and times it is proposed to form the state space reconstruction only from the turning points and modify the…
We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…
We investigate statistical properties of vorticity fluctuations in fully developed turbulence, which are known to exhibit a strong intermittent behavior. Taking as the starting point the Navier-Stokes equations with a random force term…
Random fields play a central role in the analysis of spatially correlated data and, as a result, have a significant impact on a broad array of scientific applications. This paper studies the cepstral random field model, providing recursive…