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

Let $\{f(t): t\in T\}$ be a smooth Gaussian random field over a parameter space $T$, where $T$ may be a subset of Euclidean space or, more generally, a Riemannian manifold. For any local maximum of $f(t)$ located at $t_0$ in the interior of…

Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using…

We study asymptotic probabilities of attaining the maximum in heterogeneous Gaussian samples. In the two-group setting, the first sample has variance $1$ and size $n_1$, while the second has variance $\sigma^2>1$ and size $n_2$. We…

We consider a model of interface growth in two dimensions, given by a height function on the sites of the one--dimensional integer lattice. According to the discrete time update rule, the height above the site $x$ increases to the height…

We study the massless field on $D_n = D \cap \tfrac{1}{n} \Z^2$, where $D \subseteq \R^2$ is a bounded domain with smooth boundary, with Hamiltonian $\CH(h) = \sum_{x \sim y} \CV(h(x) - h(y))$. The interaction $\CV$ is assumed to be…

We consider the harmonic crystal on the d-dimensional lattice, d larger or equal to 3, that is the centered Gaussian field $\phi$ with covariance given by the Green function of the simple random walk on $Z^d$. Our main aim is to obtain…

Gaussian mixture models are widely used in Statistics. A fundamental aspect of these distributions is the study of the local maxima of the density, or modes. In particular, it is not known how many modes a mixture of $k$ Gaussians in $d$…

Although there is an extensive literature on the maxima of Gaussian processes, there are relatively few non-asymptotic bounds on their lower-tail probabilities. The aim of this paper is to develop such a bound, while also allowing for many…

We consider statistical mechanics models of continuous spins in a disordered environment. These models have a natural interpretation as effective interface models. It is well known that without disorder there are no interface Gibbs measures…

We study the scaling limit of statistical mechanics models with non-convex Hamiltonians that are gradient perturbations of Gaussian measures. Characterising features of our gradient models are the imposed boundary tilt and the surface…

We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…

The assumption that the elements of the cost matrix in the classical assignment problem are drawn independently from a standard Gaussian distribution motivates the study of a particular Gaussian field indexed by the symmetric permutation…

Let $\{\xi_n, n\in\Z^d\}$ be a $d$-dimensional array of i.i.d. Gaussian random variables and define $\SSS(A)=\sum_{n\in A} \xi_n$, where $A$ is a finite subset of $\Z^d$. We prove that the appropriately normalized maximum of…

The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…

We consider the random deposition of objects of variable width and height over a line. The successive additions of these structures create a random interface. We focus on the regime of heavy tailed distributions of the structure width. When…

The discrete membrane model is a Gaussian random interface whose inverse covariance is given by the discrete biharmonic operator on a graph. In literature almost all works have considered the field as indexed over $\mathbb{Z}^d$, and this…

We consider gradient models on the lattice $\mathbb{Z}^d$. These models serve as effective models for interfaces and are also known as continuous Ising models. The height of the interface is modelled by a random field with an energy which…

We study the dynamics of an exactly solvable lattice model for inhomogeneous interface growth. The interface grows deterministically with constant velocity except along a defect line where the growth process is random. We obtain exact…

The dynamic entropic repulsion for the Ginzburg-Landau $\nabla\phi$ interface model was discussed in [Deuschel-N. 2007] and the asymptotics of the height of the interface was identified. This paper studies a similar problem for two…

The 2D Discrete Gaussian model gives each height function $\eta : \mathbb{Z}^2\to\mathbb{Z}$ a probability proportional to $\exp(-\beta \mathcal{H}(\eta))$, where $\beta$ is the inverse-temperature and $\mathcal{H}(\eta) = \sum_{x\sim…