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We study vertex-like operators built from the Brownian loop soup in the limit as the loop soup intensity tends to infinity. More precisely, following Camia, Gandolfi and Kleban (Nuclear Physics B 902, 2016), we take a Brownian loop soup in…

Probability · Mathematics 2021-01-01 Federico Camia , Alberto Gandolfi , Giovanni Peccati , Tulasi Ram Reddy

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…

Probability · Mathematics 2016-06-24 Marek Biskup , Oren Louidor

Let $T$ be a tree with induced partial order $\preceq$. We investigate centered Gaussian processes $X=(X_t)_{t\in T}$ represented as $$ X_t=\sigma(t)\sum_{v \preceq t}\alpha(v)\xi_v $$ for given weight functions $\alpha$ and $\sigma$ on $T$…

Probability · Mathematics 2012-12-04 Mikhail Lifshits , Werner Linde

The aim of this note is to give an alternative construction of interlacements - as introduced by Sznitman - which makes use of classical probabilistic potential theory. In particular, we outline that the intensity measure of an…

Probability · Mathematics 2015-01-06 Steffen Dereich , Leif Doering

There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…

Statistics Theory · Mathematics 2020-02-11 Scott Ward , Edward A. K. Cohen , Niall Adams

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…

Probability · Mathematics 2025-07-08 Julien Chevallier , Jean-François Coeurjolly , Rasmus Waagepetersen

In this paper we study the Poisson process over a $\sigma$-finite measure-space equipped with a measure preserving transformation or a group of measure preserving transformations. For a measure-preserving transformation $T$ acting on a…

Dynamical Systems · Mathematics 2013-10-04 Tom Meyerovitch

Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…

Probability · Mathematics 2007-05-23 Hock Peng Chan , Tze Leung Lai

We consider the Rosenzweig-Porter model of random matrix which interpolates between Poisson and gaussian unitary statistics and compute exactly the two-point correlation function. Asymptotic formulas for this function are given near the…

Condensed Matter · Physics 2009-10-31 H. Kunz , B. Shapiro

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

Statistics Theory · Mathematics 2025-08-28 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

We consider the behavior of extremal particles in $K$-symmetric exclusion on $\mathbb{Z}$ when the process starts from certain infinite-particle step configurations where there are no particles to the right of a maximal one. In such a…

Probability · Mathematics 2025-06-17 Michael Conroy , Adrián González Casanova , Sunder Sethuraman

The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…

Probability · Mathematics 2024-02-14 Johannes Heiny , Carolin Kleemann

In some instances, e.g. near phase transitions, thermodynamic fluctuations become macroscopically relevant, and relative amplitudes grow far above the standard $N^{-1/2}$ scale, with $N$ the number of particles. Such large fluctuations are…

Cosmology and Nongalactic Astrophysics · Physics 2017-10-25 X. Hernandez

We establish non-uniqueness regimes for the infinite-volume two-colored Widom--Rowlinson model based on inhomogeneous Poisson point processes with locally finite intensity measures featuring percolation. As an application, we provide…

Probability · Mathematics 2025-05-09 Benedikt Jahnel , Daniel Kamecke

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

Probability · Mathematics 2013-02-05 Mathew D. Penrose , Andrew R. Wade

Motivated by Alain-Sol Sznitman's interlacement process, we consider the set of $\{0,1\}$-valued processes which can be constructed in an analogous way, namely as a union of sets coming from a Poisson process on a collection of sets. Our…

Probability · Mathematics 2025-06-03 Malin P. Forsström , Nina Gantert , Jeffrey E. Steif

Consider the zero set of the random power series f(z)=sum a_n z^n with i.i.d. complex Gaussian coefficients a_n. We show that these zeros form a determinantal process: more precisely, their joint intensity can be written as a minor of the…

Probability · Mathematics 2011-11-10 Yuval Peres , Balint Virag

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

In this paper we will prove a shape theorem for the last passage percolation model on a two dimensional $F$-compound Poisson process, called the Hammersley model with random weights. We will also provide diffusive upper bounds for shape…

Probability · Mathematics 2011-08-29 E. A. Cator , L. P. R. Pimentel

The Poisson boundary of a group G with a probability measure \mu is the space of ergodic components of the time shift in the path space of the associated random walk. Via a generalization of the classical Poisson formula it gives an…

Dynamical Systems · Mathematics 2007-05-23 Vadim A. Kaimanovich
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