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Suppose $k$ balls are dropped into $n$ boxes independently with uniform probability, where $n, k$ are large with ratio approximately equal to some positive real $\lambda$. The maximum box count has a counterintuitive behavior: first of all,…

Probability · Mathematics 2020-10-20 Andrea Ottolini

We establish a strong coupling between the Liouville model and the Gaussian free field on the two dimensional torus in the $L^1$ phase $\beta \in (0, 8\pi)$, such that the difference of the two fields is a H\"older continuous function. The…

Probability · Mathematics 2025-08-22 Michael Hofstetter , Ofer Zeitouni

We study the connectivity of the excursion sets of additive Gaussian fields, i.e.\ stationary centred Gaussian fields whose covariance function decomposes into a sum of terms that depend separately on the coordinates. Our main result is…

Probability · Mathematics 2025-11-20 Stephen Muirhead

We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.

Probability · Mathematics 2016-01-07 Luísa Pereira , Zhongquan Tan

Using a recently developed method to simulate percolation on large clusters of distributed machines [N. R. Moloney and G. Pruessner, Phys. Rev. E 67, 037701 (2003)], we have numerically calculated crossing, spanning and wrapping…

Statistical Mechanics · Physics 2007-05-23 Gunnar Pruessner , Nicholas R. Moloney

We study level-set percolation of the Gaussian free field on the infinite $d$-regular tree for fixed $d\geq 3$. Denoting by $h_\star$ the critical value, we obtain the following results: for $h>h_\star$ we derive estimates on conditional…

Probability · Mathematics 2019-09-05 Angelo Abächerli , Jiří Černý

We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel,…

Probability · Mathematics 2012-01-10 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

A 1-independent bond percolation model on a graph $G$ is a probability distribution on the spanning subgraphs of $G$ in which, for all vertex-disjoint sets of edges $S_1$ and $S_2$, the states of the edges in $S_1$ are independent of the…

Probability · Mathematics 2025-06-24 Paul Balister , Tom Johnston , Michael Savery , Alex Scott

It is known that the number of points in the largest cluster of a percolating Poisson process restricted to a large finite box is asymptotically normal. In this note, we establish a rate of convergence for the statement. As each point in…

Probability · Mathematics 2023-09-08 Tiffany Y. Y. Lo , Aihua Xia

This is the first in a series of two works which study the discrete Gaussian free field on the binary tree when all leaves are conditioned to be positive. In this work, we obtain sharp asymptotics for the probability of this "hard-wall…

Probability · Mathematics 2024-09-04 Maximilian Fels , Lisa Hartung , Oren Louidor

This paper addresses the question of when projections of a high-dimensional random vector are approximately Gaussian. This problem has been studied previously in the context of high-dimensional data analysis, where the focus is on…

Information Theory · Computer Science 2017-01-02 Galen Reeves

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

Probability · Mathematics 2017-08-29 Magda Peligrad , Na Zhang

We consider the lattice version of the free field in two dimensions and study the fractal structure of the sets where the field is unusually high (or low). We then extend some of our computations to the case of the free field conditioned on…

Probability · Mathematics 2007-05-23 Olivier Daviaud

This paper analyzes the support of the conditional distribution of optimal martingale transport plans in higher dimension. In the context of a distance coupling in dimension larger than 2, previous results established by Ghoussoub, Kim &…

Probability · Mathematics 2018-11-07 Hadrien De March

We consider the Gaussian free field on two-dimensional slabs with a thickness described by a height $h$ at spatial scale $N$. We investigate the radius of critical clusters for the associated cable-graph percolation problem, which depends…

Probability · Mathematics 2025-12-08 Pierre-François Rodriguez , Wen Zhang

We realized one dimensional disordered photonic structures by grouping high refractive index layers in clusters, randomly distributed in such structure. We have control on the maximum size of the cluster and on the ratio high-low refractive…

Materials Science · Physics 2016-09-21 Michele Bellingeri , Francesco Scotognella

This work is concerned with fractional Gaussian fields, i.e. Gaussian fields whose covariance operator is given by the inverse fractional Laplacian $(-\Delta)^{-s}$ (where, in particular, we include the case $s >1$). We define a lattice…

Probability · Mathematics 2025-06-17 Nicola De Nitti , Florian Schweiger

We study the conductivity of a class of disordered continuum systems represented by the Swiss-cheese model, where the conducting medium is the space between randomly placed spherical holes, near the percolation threshold. This model can be…

Statistical Mechanics · Physics 2009-11-07 Olaf Stenull , Hans-Karl Janssen

This is the first of a three paper series in which we present a comprehensive study of the extreme value theory of the scale-inhomogeneous discrete Gaussian free field. This model was introduced by Arguin and Ouimet who computed the first…

Probability · Mathematics 2020-08-04 Maximilian Fels

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…

Numerical Analysis · Mathematics 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang