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Let $M_n$ be the maximum of $n$ zero-mean gaussian variables $X_1,..,X_n$ with covariance matrix of minimum eigenvalue $\lambda$ and maximum eigenvalue $\Lambda$. Then, for $n \ge 70$, $$\Pr\{M_n \ge \lambda \left (2 \log n - 2.5 - \log(2…

Statistics Theory · Mathematics 2013-12-05 J. A. Hartigan

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

Probability · Mathematics 2014-09-24 Aihua Xia , J. E. Yukich

We investigate the statistics of the maximal fluctuation of two-dimensional Gaussian interfaces. Its relation to the entropic repulsion between rigid walls and a confined interface is used to derive the average maximal fluctuation $<m> \sim…

Statistical Mechanics · Physics 2007-05-23 Deok-Sun Lee

In this article we study the scaling limit of the interface model on $\mathbb{Z}^d$ where the Hamiltonian is given by a mixed gradient and Laplacian interaction. We show that in any dimension the scaling limit is given by the Gaussian free…

Probability · Mathematics 2020-05-05 Alessandra Cipriani , Biltu Dan , Rajat Subhra Hazra

The infinite-volume limit behavior of the 2d Ising model under possibly strong random boundary conditions is studied. The model exhibits chaotic size-dependence at low temperatures and we prove that the `+' and `-' phases are the only…

Mathematical Physics · Physics 2015-06-26 A. C. D. van Enter , K. Netocny , H. G. Schaap

Let $X(t), t\in \mathcal{T}$ be a centered Gaussian random field with variance function $\sigma^2(\cdot)$ that attains its maximum at the unique point $t_0\in \mathcal{T}$, and let $M(\mathcal{T}):=\sup_{t\in \mathcal{T}} X(t)$. For…

Probability · Mathematics 2016-05-31 Krzyztof Dębicki , Enkelejd Hashorva , Peng Liu

In this article we give a general criterion for some dependent Gaussian models to belong to maximal domain of attraction of Gumbel, following an application of the Stein-Chen method studied in Arratia et al(1989). We also show the…

Probability · Mathematics 2016-11-03 Alberto Chiarini , Alessandra Cipriani , Rajat Subhra Hazra

We continue the study of the maximum of the scale-inhomogeneous discrete Gaussian free field in dimension two. In this paper, we consider the regime of weak correlations and prove the convergence in law of the centred maximum to a randomly…

Probability · Mathematics 2020-10-05 Maximilian Fels , Lisa Hartung

This paper studies the limits of a spatial random field generated by uniformly scattered random sets, as the density $\lambda$ of the sets grows to infinity and the mean volume $\rho$ of the sets tends to zero. Assuming that the volume…

Probability · Mathematics 2011-11-10 Ingemar Kaj , Lasse Leskelä , Ilkka Norros , Volker Schmidt

We continue to study a model of disordered interface growth in two dimensions. The interface is given by a height function on the sites of the one--dimensional integer lattice and grows in discrete time: (1) the height above the site $x$…

Probability · Mathematics 2007-05-23 Janko Gravner , Craig A. Tracy , Harold Widom

Dobrushin (1972) showed that the interface of a 3D Ising model with minus boundary conditions above the $xy$-plane and plus below is rigid (has $O(1)$-fluctuations) at every sufficiently low temperature. Since then, basic features of this…

Probability · Mathematics 2020-04-13 Reza Gheissari , Eyal Lubetzky

We characterize the behavior of a random discrete interface $\phi$ on $[-L,L]^d \cap \mathbb{Z}^d$ with energy $\sum V(\Delta \phi(x))$ as $L \to \infty$, where $\Delta$ is the discrete Laplacian and $V$ is a uniformly convex, symmetric,…

Probability · Mathematics 2023-02-14 Eric Thoma

Let $\{X(\mathbf{t}):\mathbf{t}=(t_1, t_2, \ldots, t_d)\in[0,\infty)^d\}$ be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function $r$ satisfying conditions $r(\mathbf{t})<1$…

Probability · Mathematics 2018-05-14 Natalia Soja-Kukieła

A discrete gradient model for interfaces is studied. The interaction potential is a non-convex perturbation of the quadratic gradient potential. Based on a representation for the finite volume Gibbs measure obtained via a renormalization…

Mathematical Physics · Physics 2016-03-16 Susanne Hilger

The aim of this paper is to study asymptotic geometric properties almost surely or/and in probability of extreme order statistics of an i.i.d. random field (potential) indexed by sites of multidimensional lattice cube, the volume of which…

Probability · Mathematics 2016-12-05 Arvydas Astrauskas

We study the extremal properties of the "integer-valued Gaussian" a.k.a.\ DG-model on the hierarchical lattice $\Lambda_n:=\{1,\dots,b\}^n$ (with $b\ge2$) of depth $n$. This is a random field $\varphi\in\mathbb Z^{\Lambda_n}$ with law…

Probability · Mathematics 2023-11-22 Marek Biskup , Haiyu Huang

We consider the Gibbs-measures of continuous-valued height configurations on the $d$-dimensional integer lattice in the presence a weakly disordered potential. The potential is composed of Gaussians having random location and random depth;…

Mathematical Physics · Physics 2007-05-23 Christof Kuelske

The convex hull of several i.i.d. beta distributed random vectors in $\mathbb R^d$ is called the random beta polytope. Recently, the expected values of their intrinsic volumes, number of faces, normal and tangent angles and other quantities…

Probability · Mathematics 2021-11-16 Ekaterina Simarova

We establish a thermodynamic limit and Gaussian fluctuations for the height and surface width of the random interface formed by the deposition of particles on surfaces. The results hold for the standard ballistic deposition model as well as…

Statistical Mechanics · Physics 2009-11-07 Mathew D. Penrose , J. E. Yukich

This contribution establishes exact tail asymptotics of $\sup_{(s,t)\in\mathbf{E}}$ $X(s,t)$ for a large class of nonhomogeneous Gaussian random fields $X$ on a bounded convex set $\mathbf{E}\subset\mathbb{R}^2$, with variance function that…

Probability · Mathematics 2016-03-16 Krzysztof Dȩbicki , Enkelejd Hashorva , Lanpeng Ji
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