Related papers: No repulsion between critical points for planar Ga…
We calculate the average number of critical points of a Gaussian field on a high-dimensional space as a function of their energy and their index. Our results give a complete picture of the organization of critical points and are of…
Let $f:\mathbb{R}^d \to \mathbb{R}^k$ be a smooth centered stationary Gaussian field and $\mathcal{B} \subset \mathbb{R}^d$ be a bounded Borel set. In this paper, we determine the asymptotics as $R \to \infty$ of all the cumulants of the…
Padmanabhan (1996) has suggested a model to relate the nonlinear two - point correlation function to the linear two - point correlation function. In this paper, we extend this model in two directions: (1) By averaging over the initial…
We consider the winding number of planar stationary Gaussian processes defined on the line. Under mild conditions, we obtain the asymptotic variance and the Central Limit Theorem for the winding number as the time horizon tends to infinity.…
We establish a sprinkled decoupling inequality for increasing events of Gaussian vectors with an error that depends only on the maximum pairwise correlation. As an application we prove the non-triviality of the percolation phase transition…
In this paper we prove a universal inequality describing the asymptotic behavior of support points for planar continuous curves. As corollaries we get an analogous result for tangent points of differentiable planar curves and some…
The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay in $n$ fixed points at $n$ fixed past instants. In particular, functional large deviation results are stated for small time. Several…
We study a system of coalescing continuous-time random walks starting from every site on $\mathbb{Z}$, where the jump increments lie in the domain of attraction of an $\alpha$-stable distribution with $\alpha\in(0,1]$. We establish sharp…
We study the asymptotic behaviour of the maximum interpoint distance of random points in a planar bounded set with an unique major axis and a boundary behaving like an ellipse at the endpoints. Our main result covers the case of uniformly…
In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…
Non-reciprocal systems have been shown to sustain time-dependent patterns, most prominently travelling waves. The transition into these time-dependent states generally breaks time-translational invariance, representing a clear deviation…
In this paper, we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are generated by stationary weakly and strongly dependent Gaussian sequences. It is shown that the…
We show that if an interlacing particle system in a two-dimensional lattice is a determinantal point process, and the correlation kernel can be expressed as a double integral with certain technical assumptions, then the moments of the…
We study critical behavior of the diluted 2D Ising model in the presence of disorder correlations which decay algebraically with distance as $\sim r^{-a}$. Mapping the problem onto 2D Dirac fermions with correlated disorder we calculate the…
We present a non-perturbative approach to correlation functions and polyspectra of locally non-Gaussian fields and develop a simple semi-perturbative framework that does not rely on the local expansion. As an example, we apply it to locally…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.
The dominant theme of this thesis is that random matrix valued analytic functions, generalizing both random matrices and random analytic functions, for many purposes can (and perhaps should) be effectively studied in that level of…
Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…
Based on a high temperature expansion, we compute the two-point correlation function and the critical line of an Ising lattice gas driven into a non-equilibrium steady state by a uniform bias E. The lowest nontrivial order already…