Related papers: The microlocal irregularity of Gaussian noise

Let $M$ be a compact, connected Riemannian manifold whose Riemannian volume measure is denoted by $\sigma$. Let $f: M \rightarrow \mathbb{R}$ be a non-constant eigenfunction of the Laplacian. The random wave conjecture suggests that in…

We study correlation bounds under pairwise independent distributions for functions with no large Fourier coefficients. Functions in which all Fourier coefficients are bounded by $\delta$ are called $\delta$-{\em uniform}. The search for…

We introduce a particular construction of an autocorrelation matrix of a time series and its analysis based on the random-matrix theory ideas that is capable of unveiling the type of correlations information which is inaccessible to the…

We investigate Bernstein-von Mises theorems for adaptive nonparametric Bayesian procedures in the canonical Gaussian white noise model. We consider both a Hilbert space and multiscale setting with applications in $L^2$ and $L^\infty$…

A systematic study of small, time-dependent, perturbations to geometric wave-equation domains is hardly existent. Acoustic enclosures are typical examples featuring locally reacting surfaces that respond to a pressure gradient or a pressure…

This paper introduces a hybrid computational framework for the multi-frequency inverse source problem governed by the Helmholtz equation. By integrating a classical Fourier method with a deep convolutional neural network, we address the…

We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise in a superharmonic external potential of the form $U(x)\propto x^{2n}$ ($n\in\mathbb{N}$). When the noise is considered to be external,…

Wave-like partial differential equations occur in many engineering applications. Here the engineering setup is embedded into the Hilbert space framework of functional analysis of modern mathematical physics. The notion wave-like is a…

Motivated by numerous questions in random geometry, given a smooth manifold $M$, we approach a systematic study of the differential topology of Gaussian random fields (GRF) $X:M\to \mathbb{R}^k$, that we interpret as random variables with…

In this work we consider the inverse problem of determining the properties of a Wigner function from the set of its zeros (the nodal set). The previous state of the art of the problem is Hudson's theorem, which shows that an empty nodal set…

We obtain discrete characterizations of wave front sets of Fourier-Lebesgue and quasianalytic type. It is shown that the microlocal properties of an ultradistribution can be obtained by sampling the Fourier transforms of its localizations…

The Random Wave Conjecture of M. V. Berry is the heuristic that eigenfunctions of a classically chaotic system should behave like Gaussian random fields, in the large eigenvalue limit. In this work we collect some definitions and properties…

This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a unique coercive stable fixed point subject to general additive Markovian noise in the limit of small…

We consider functions $f$ of two real variables, given as trigonometric functions over a finite set $F$ of frequencies. This set is assumed to be closed under rotations in the frequency plane of angle $\frac{2k\pi}{M}$ for some integer $M$.…

Consider estimation of the regression function based on a model with equidistant design and measurement errors generated from a fractional Gaussian noise process. In previous literature, this model has been heuristically linked to an…

We consider the problem of constructing Bayesian based confidence sets for linear functionals in the inverse Gaussian white noise model. We work with a scale of Gaussian priors indexed by a regularity hyper-parameter and apply the…

We consider the models Y_{i,n}=\int_0^{i/n} \sigma(s)dW_s+\tau(i/n)\epsilon_{i,n}, and \tilde Y_{i,n}=\sigma(i/n)W_{i/n}+\tau(i/n)\epsilon_{i,n}, i=1,...,n, where W_t denotes a standard Brownian motion and \epsilon_{i,n} are centered i.i.d.…

In earlier papers [3,4,5,6] Gursey et al. showed development of a bilocal baryon-meson field from two quark-antiquark fields. The Hamiltonian in the case of vanishing quark masses was shown to have a very good agreement with experiments…

In this paper we present a method for learning the parameters of a mixture of $k$ identical spherical Gaussians in $n$-dimensional space with an arbitrarily small separation between the components. Our algorithm is polynomial in all…

We consider high-dimensional Wishart matrices $d^{-1}\mathcal{X}_{n,d}\mathcal{X}_{n,d}^T$, associated with a rectangular random matrix $\mathcal{X}_{n,d}$ of size $n\times d$ whose entries are jointly Gaussian and correlated. Even if we…