Related papers: Maximum of the Gaussian interface model in random …

Consider a statistical physical model on the $d$-regular infinite tree $T_{d}$ described by a set of interactions $\Phi$. Let $\{G_{n}\}$ be a sequence of finite graphs with vertex sets $V_n$ that locally converge to $T_{d}$. From $\Phi$…

A set of $N$ points is chosen randomly in a $D$-dimensional volume $V=a^D$, with periodic boundary conditions. For each point $i$, its distance $d_i$ is found to its nearest neighbour. Then, the maximal value is found, $d_{max}=max(d_i,…

Motivated by the papers of Mladenovc and Piterbarg (2006), Krajka (2011) and Pereira and Tan (2017), we study the limit properties for the maxima from nonstationary random fields subject to missing observations and obtain the weakly…

Let $\sqrt{N}+\lambda_{max}$ be the largest real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix'). We study the large deviations behaviour of the limiting $N\rightarrow \infty$…

We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…

Let ${X}_{k}=(x_{k1}, \cdots, x_{kp})', k=1,\cdots,n$, be a random sample of size $n$ coming from a $p$-dimensional population. For a fixed integer $m\geq 2$, consider a hypercubic random tensor $\mathbf{{T}}$ of $m$-th order and rank $n$…

We study numerically the maximal and minimal height distributions (MAHD, MIHD) of the nonlinear interface growth equations of second and fourth order and of related lattice models in two dimensions. MAHD and MIHD are different due to the…

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

We enlighten some critical aspects of the three-dimensional ($d=3$) random-field Ising model from simulations performed at zero temperature. We consider two different, in terms of the field distribution, versions of model, namely a Gaussian…

Let $X_1,\ldots,X_n$ be a standard normal sample in $\mathbb R^d$. We compute exactly the expected volume of the Gaussian polytope $\mathrm{conv}[X_1,\ldots,X_n]$, the symmetric Gaussian polytope $\mathrm{conv}[\pm X_1,\ldots,\pm X_n]$, and…

By tailoring the geometry of the upper boundary in turbulent Rayleigh-B\'enard convection we manipulate the boundary layer -- interior flow interaction, and examine the heat transport using the Lattice Boltzmann method. For fixed amplitude…

We analyze intermittence and roughening of an elastic interface or domain wall pinned in a periodic potential, in the presence of random-bond disorder in (1+1) and (2+1) dimensions. Though the ensemble average behavior is smooth, the…

A random graph evolution based on the interactions of N vertices is studied. During the evolution both the preferential attachment method and the uniform choice of vertices are allowed. The weight of a vertex means the number of its…

In the rough phase, the width of interfaces separating different phases of statistical systems increases logarithmically with the system size. This phenomenon is commonly described in terms of the capillary wave model, which deals with…

We consider the real-valued centered Gaussian field on the four-dimensional integer lattice, whose covariance matrix is given by the Green's function of the discrete Bilaplacian. This is interpreted as a model for a semiflexible membrane.…

For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…

We propose a new type of SPDEs, singular or with regularized noises, motivated by a study of the fluctuation of the density field in a microscopic interacting particle system. They include a large scaling parameter $N$, which is the ratio…

Roughness of driven elastic interfaces in random media is typically understood to be characterized by a single roughness exponent $\zeta$. We show that at the depinning threshold, due to symmetry breaking caused by the direction of the…

Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…

Given $N$ geodesic caps on the unit sphere in $\mathbb{R}^d$, and whose total normalized surface area sums to one, what is the maximal surface area their union can cover? In this work, we provide an asymptotically sharp upper bound for an…