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We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose…

Statistics Theory · Mathematics 2012-07-24 Helene Gehrmann , Steffen L. Lauritzen

We characterize the absolute continuity of the law and the Malliavin-Sobolev regularity of random nodal volumes associated with smooth Gaussian fields on generic $\mathcal{C}^2$ manifolds with arbitrary dimension. Our results extend and…

Probability · Mathematics 2024-05-02 Giovanni Peccati , Michele Stecconi

Random fields in nature often have, to a good approximation, Gaussian characteristics. For such fields, the relative densities of umbilical points -- topological defects which can be classified into three types -- have certain fixed values.…

Statistical Mechanics · Physics 2013-08-09 A. M. Turner , T. H. Beuman , V. Vitelli

In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

Probability · Mathematics 2019-02-12 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan

A uniform asymptotic theory of the free-space paraxial propagation of coherent flattened Gaussian beams is proposed in the limit of nonsmall Fresnel numbers. The pivotal role played by the error function in the mathematical description of…

Optics · Physics 2016-01-20 Riccardo Borghi

We investigate the spectrum for partial sums of m position (or gaussian) operators on monotone Fock space based on $\ell^2(\mathbb{N})$. In the basic case of the first consecutive operators, we prove it coincides with the support of the…

Operator Algebras · Mathematics 2018-12-21 Vitonofrio Crismale , Yun Gang Lu

This note deals with nodal domains of random monochromatic plane waves. It was shown by Nazarov and Sodin that the expected number of such nodal domains included in a disk of radius $R$ is proportional to $\pi R^2$ in the large $R$ limit.…

Mathematical Physics · Physics 2018-09-14 Maxime Ingremeau , Alejandro Rivera

Let $G_n$ be the genus of a two-dimensional surface obtained by gluing, uniformly at random, the sides of an $n$-gon. Recently Linial and Nowik proved, via an enumerational formula due to Harer and Zagier, that the expected value of $G_n$…

Combinatorics · Mathematics 2011-09-16 Sergei Chmutov , Boris Pittel

We develop criteria for hitting probabilities of anisotropic Gaussian random fields with associated canonical pseudo-metric given by a class of gauge functions. This yields lower and upper bounds in terms of general notions of capacity and…

Probability · Mathematics 2021-03-02 Adrián Hinojosa-Calleja , Marta Sanz-Solé

We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already…

Probability · Mathematics 2020-12-25 Julien Randon-Furling , Dmitry Zaporozhets

A lot of efforts have been devoted in the last decade to the investigation of the high-frequency behaviour of geometric functionals for the excursion sets of random spherical harmonics, i.e., Gaussian eigenfunctions for the spherical…

Probability · Mathematics 2021-12-10 Domenico Marinucci

Through refined asymptotic analysis based on the normal approximation, we study how higher-order coding performance depends on the mean power as well as on finer statistics of the input power. We introduce a multifaceted power model in…

Information Theory · Computer Science 2026-05-13 Adeel Mahmood , Aaron B. Wagner

We consider the nodal length $L(\lambda)$ of the restriction to a ball of radius $r_\lambda$ of a {\it Gaussian pullback monochromatic random wave} of parameter $\lambda>0$ associated with a Riemann surface $(\mathcal M,g)$ without…

Probability · Mathematics 2020-05-15 Gauthier Dierickx , Ivan Nourdin , Giovanni Peccati , Maurizia Rossi

In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the…

Probability · Mathematics 2011-02-11 Domenico Marinucci

In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…

Probability · Mathematics 2020-05-25 Valentin Konakov , Vladimir Panov , Vladimir Piterbarg

We consider vectors of random variables, obtained by restricting the length of the nodal set of Berry's random wave model to a finite collection of (possibly overlapping) smooth compact subsets of $\mathbb{R}^2$. Our main result shows that,…

Probability · Mathematics 2020-01-29 Giovanni Peccati , Anna Vidotto

In a previous paper (gr-qc/0105100) we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This…

Probability · Mathematics 2013-03-20 Alexander V. Ivanov , Nikolai Leonenko , María D. Ruiz-Medina , Irina N. Savich

The capacity of multiple-input multiple-output additive white Gaussian noise channels is investigated under peak amplitude constraints on the norm of the input vector. New insights on the capacity-achieving input distribution are presented.…

Information Theory · Computer Science 2021-05-06 Antonino Favano , Marco Ferrari , Maurizio Magarini , Luca Barletta

We address propagation and entanglement of Gaussian states in optical media characterised by non-trivial spectral densities. In particular, we consider environments with a finite bandwidth and show that in the low temperature regime: i)…

Quantum Physics · Physics 2025-02-18 Berihu Teklu , Matteo Bina , Matteo G. A. Paris