Related papers: Quadratic variations for Gaussian isotropic random…

We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…

The variational principle and the corresponding differential equation for geodesic circles in two dimensional (pseudo)-Riemannian space are being discovered. The relationship with the physical notion of uniformly accelerated relativistic…

We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…

Let $B=(B_x)_{x\in\mathbb{R}^d}$ be a collection of $N(0,1)$ random variables forming a real-valued continuous stationary Gaussian field on $\mathbb{R}^d$, and set $C(x-y)=\mathbb{E}[B_xB_y]$. Let $\varphi:\mathbb{R}\to\mathbb{R}$ be such…

The Gauss Circle Problem concerns finding asymptotics for the number of lattice point lying inside a circle in terms of the radius of the circle. The heuristic that the number of points is very nearly the area of the circle is surprisingly…

We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…

Gaussian fields $(g_x)$ on $\mathbb{Z}_q^d$ are constructed from a class of reversible long range random walks $(X_t)_{t\in \mathbb{N}}$ on $\mathbb{Z}_q^d$ in arXiv:2510.22554. The construction is from taking the covariance function of…

In this note, we give a probabilistic interpretation of the Central Limit Theorem used for approximating isotropic Gaussians in [1].

We define power variation estimators for the drift parameter of the stochastic heat equation with the fractional Laplacian and an additive Gaussian noise which is white in time and white or correlated in space. We prove that these…

In this article, we introduce and study the concept of $\textit{spherical-vectors}$, which can be perceived as a natural extension of the arguments of complex numbers in the context of quaternions. We initially establish foundational…

This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…

We study the asymptotic behaviour of least squares estimators in regression models for long-range dependent random fields observed on spheres. The least squares estimator can be given as a weighted functional of long-range dependent random…

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…

Random fields in nature often have, to a good approximation, Gaussian characteristics. We present the mathematical framework for a new and simple method for investigating the non-Gaussian contributions, based on counting the maxima and…

The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…

Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…

We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…

We propose an analytical scattering theory in spectral domain to model the electromagnetic (EM) fields of a gyrotropic sphere in terms of the eigen-functions and their associated spectral eigenvalues/coefficients in a recursive integral…

Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…

Primordial fluctuations in the cosmic density are usually assumed to take the form of a Gaussian random field that evolves under the action of gravitational instability. In the early stages, while they have low amplitude, the fluctuations…