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We investigate what happens when an entire sample path of a smooth Gaussian process on a compact interval lies above a high level. Specifically, we determine the precise asymptotic probability of such an event, the extent to which the high…

Probability · Mathematics 2017-09-14 Arijit Chakrabarty , Gennady Samorodnitsky

An unbounded one-dimensional solid-on-solid model with integer heights is studied. Unbounded here means that there is no a priori restrictions on the discret e gradient of the interface. The interaction Hamiltonian of the interface is given…

Probability · Mathematics 2010-10-11 Gustavo Posta

Consider the random sequential packing model with infinite input and in any dimension. When the input consists of non-zero volume convex solids we show that the total number of solids accepted over cubes of volume $\lambda$ is…

Probability · Mathematics 2015-06-26 T. Schreiber , Mathew D. Penrose , J. E. Yukich

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case…

Methodology · Statistics 2017-01-31 Raphael Huser , Thomas Opitz , Emeric Thibaud

We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…

Probability · Mathematics 2019-03-28 Remco van der Hofstad , Harsha Honnappa

Fix a space dimension $d\ge 2$, parameters $\alpha > -1$ and $\beta \ge 1$, and let $\gamma_{d,\alpha, \beta}$ be the probability measure of an isotropic random vector in $\mathbb{R}^d$ with density proportional to \begin{align*}…

Probability · Mathematics 2018-08-30 Julian Grote

It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copula. In the special case when these random variables are…

Methodology · Statistics 2018-05-30 Jan-Frederik Mai

The correlation function of a one-dimensional interface over a random substrate, bound to the substrate by a pressure term, is studied by Monte-Carlo simulation. It is found that the height correlation < h_i ; h_{i+j} >, averaged over the…

Mathematical Physics · Physics 2015-06-26 Joël De Coninck , François Dunlop , Thierry Huillet

We study large deviations of the one-point height distribution, $\mathcal{P}(H,T)$, of a stochastic interface, governed by the Golubovi\'{c}-Bruinsma equation $$…

Statistical Mechanics · Physics 2023-07-25 Baruch Meerson , Arkady Vilenkin

In this paper, we considier the limiting distribution of the maximum interpoint Euclidean distance $M_n=\max _{1 \leq i<j \leq n}\left\|\boldsymbol{X}_i-\boldsymbol{X}_j\right\|$, where $\boldsymbol{X}_1, \boldsymbol{X}_2, \ldots,…

Probability · Mathematics 2023-12-19 Guowei Yan , Long Feng

We consider statistical mechanics models of continuous height effective interfaces in the presence of a delta-pinning at height zero. There is a detailed mathematical understanding of the depinning transition in 2 dimensions without…

Probability · Mathematics 2007-05-23 C. Kuelske , E. Orlandi

The Discrete Gaussian model is the lattice Gaussian free field conditioned to be integer-valued. In two dimensions, at sufficiently high temperature, we show that the scaling limit of the infinite-volume gradient Gibbs state with zero mean…

Probability · Mathematics 2024-07-11 Roland Bauerschmidt , Jiwoon Park , Pierre-François Rodriguez

We study random surfaces with a uniformly convex gradient interaction in the presence of quenched disorder taking the form of a random independent external field. Previous work on the model has focused on proving existence and uniqueness of…

Probability · Mathematics 2022-05-09 Paul Dario

Random fields in nature often have, to a good approximation, Gaussian characteristics. We present the mathematical framework for a new and simple method for investigating the non-Gaussian contributions, based on counting the maxima and…

Statistical Mechanics · Physics 2012-10-26 T. H. Beuman , A. M. Turner , V. Vitelli

In a toy model of gauge and gravitational interactions in $D \ge 4$ dimensions, endowed with an invariant UV cut-off $\Lambda$, and containing a large number $N$ of non-self-interacting matter species, the physical gauge and gravitational…

High Energy Physics - Theory · Physics 2009-11-07 G. Veneziano

The growth of stochastic interfaces in the vicinity of a boundary and the non-trivial crossover towards the behaviour deep in the bulk is analysed. The causal interactions of the interface with the boundary lead to a roughness larger near…

Statistical Mechanics · Physics 2014-10-16 Nicolas Allegra , Jean-Yves Fortin , Malte Henkel

In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian processes with trend. For different scales of the time horizon we obtain different normalizing functions for the convergence of the maxima.…

Probability · Mathematics 2022-11-09 Lanpeng Ji , Xiaofan Peng

We employ a functional renormalization group to study interfaces in the presence of a pinning potential in $d=4-\epsilon$ dimensions. In contrast to a previous approach [D.S. Fisher, Phys. Rev. Lett. {\bf 56}, 1964 (1986)] we use a…

Disordered Systems and Neural Networks · Physics 2007-05-23 Stefan Scheidl , Yusuf Dincer

We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the…

Statistics Theory · Mathematics 2018-01-24 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

We consider gradient models on the lattice $Z^d$. 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 is a…

Mathematical Physics · Physics 2020-07-22 Susanne Hilger