Related papers: Asymptotics for the critical level and a strong in…

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…

In this paper we examine isotropic Gaussian random fields defined on $\mathbb R^N$ satisfying certain conditions. Specifically, we investigate the type of a critical point situated within a small vicinity of another critical point, with…

We study invariance principles and convergence to a Gaussian limit for stochastic series of the form $S(c,Z)=\sum_{m=1}^{\infty }\sum_{\alpha _{1}<...<\alpha _{m}}c(\alpha _{1},...,\alpha _{m})\prod_{i=1}^{m}Z_{\alpha _{i}}$ where $Z_{k}$,…

For the Gaussian free field on a $(d + 1)$-regular tree with $d \geq 2$, we study the percolative properties of its level sets in the critical and the near-critical regime. In particular, we show the continuity of the percolation…

Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of…

We study the landscape complexity of the Hamiltonian $X_N(x) +\frac\mu2 \|x\|^2,$ where $X_{N}$ is a smooth Gaussian process with isotropic increments on $\mathbb R^{N}$. This model describes a single particle on a random potential in…

We study the input-entropy-constrained Gaussian channel capacity problem in the asymptotic high signal-to-noise ratio (SNR) regime. We show that the capacity-achieving distribution as SNR goes to infinity is given by a discrete Gaussian…

This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the…

This paper studies large deviation principles and weak convergence, both at the level of finite-dimensional distributions and in functional form, for a class of continuous, isotropic, centered Gaussian random fields defined on the unit…

This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…

In the analysis of the on-axis intensity for a highly focused optical field it is highly desirable to deal with effective relations aimed at characterizing the field behavior in a rather simple fashion. Here, a novel and adequate measure…

We study charge transport through a chain of quantum dots. The dots are fully coherent among each other and weakly coupled to metallic electrodes via the dots at the interface, thus modelling a molecular wire. If the non-local Coulomb…

We consider fluctuations in the distribution of critical points - saddle points, minima and maxima - of random gaussian fields. We calculate the asymptotic limits of the two point correlation function for various critical point densities,…

For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…

We report simultaneous measurement of shot noise and dc transport in a quantum point contact as a function of source-drain bias, gate voltage, and in-plane magnetic field. Shot noise at zero field exhibits an asymmetry related to the 0.7…

We study the weak convergence (in the high-frequency limit) of the frequency components associated with Gaussian-subordinated, spherical and isotropic random fields. In particular, we provide conditions for asymptotic Gaussianity and we…

We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…

We describe a field-theoretic approach to calculate quantum shot noise in nanoscale conductors from first principles. Our starting point is the second-quantization field operator to calculate shot noise in terms of single quasi-particle…

We investigate the well-posedness and long-time behavior of a general continuum neural field model with Gaussian noise on possibly unbounded domains. In particular, we give conditions for the existence of invariant probability measures by…

The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domain asymptotics is studied. Conditions to guarantee that the…