Related papers: Gaussian free fields coupled with multiple SLEs dr…
In the framework of started in Ref.[1] construction procedure of the general superfield quantization method for gauge theories in Lagrangian formalism the rules for Hamiltonian formulation of general superfield theory of fields (GSTF) are…
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…
This note is about a drift-diffusion process $X$ with a time-independent, divergence-free drift $b$, where $b$ is a smooth Gaussian field that decorrelates over large scales. In two space dimensions, this just fails to fall into the…
The Gaussian Free Field (GFF) in the continuum appears to be the natural generalisation of Brownian motion, when one replaces time by a multidimensional continuous parameter. The goal of these lecture notes is to describe some aspects of…
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…
We present a relation between conformal field theories (CFT) and radial stochastic Schramm-Loewner evolutions (SLE) similar to that we previously developed for the chordal SLEs. We construct an important local martingale using degenerate…
Conformally-invariant curves that appear at critical points in two-dimensional statistical mechanics systems, and their fractal geometry have received a lot of attention in recent years. On the one hand, Schramm has invented a new rigorous…
We consider Gaussian subordinated L\'evy fields (GSLFs) that arise by subordinating L\'evy processes with positive transformations of Gaussian random fields on some spatial domain $\mathcal{D}\subset \mathbb{R}^d$, $d\geq 1$. The resulting…
Motivated by the calculation of correlation functions in inhomogeneous one-dimensional (1d) quantum systems, the 2d Inhomogeneous Gaussian Free Field (IGFF) is studied and solved. The IGFF is defined in a domain $\Omega \subset…
We consider latent Gaussian fields for modelling spatial dependence in the context of both spatial point patterns and areal data, providing two different applications. The inhomogeneous Log-Gaussian Cox Process model is specified to…
We establish existence and uniqueness for Gaussian free field flow lines started at {\em interior} points of a planar domain. We interpret these as rays of a random geometry with imaginary curvature and describe the way distinct rays…
It is discussed how stochastic evolutions may be linked to logarithmic conformal field theory. This introduces an extension of the stochastic Loewner evolutions. Based on the existence of a logarithmic null vector in an indecomposable…
The Gaussian Free Field (GFF) is a canonical random surface in probability theory generalizing Brownian motion to higher dimensions. In two dimensions, it is critical in several senses, and is expected to be the universal scaling limit of a…
We construct models of inflation with many randomly interacting fields and use these to study the generation of cosmological observables. We model the potentials as multi-dimensional Gaussian random fields (GRFs) and identify powerful…
Fractional Gaussian fields are scalar-valued random functions or generalized functions on an $n$-dimensional manifold $M$, indexed by a parameter $s$. They include white noise ($s = 0$), Brownian motion ($s=1, n=1$), the 2D Gaussian free…
We show that there is "no stable free field of index $\alpha\in (1,2)$", in the following sense. It was proved in a previous work by the authors, that subject to a \emph{fourth moment assumption}, any random generalised function on a domain…
We propose the novel augmented Gaussian random field (AGRF), which is a universal framework incorporating the data of observable and derivatives of any order. Rigorous theory is established. We prove that under certain conditions, the…
Recently, Lobb and Nijhoff initiated the study of variational (Lagrangian) structure of discrete integrable systems from the perspective of multi-dimensional consistency. In the present work, we follow this line of research and develop a…
From conformal field theory on the Riemann sphere, we implement its boundary version in a simply-connected domain using the Schottky double construction. We consider the statistical fields generated by background charge modification of the…
The Macdonald process is a stochastic process on the collection of partitions that is a $(q,t)$-deformed generalization of the Schur process. In this paper, we approach the Macdonald process identifying the space of symmetric functions with…