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We derive a scale-free bound on the density of the maximum of a centered Gaussian vector. The basic bound is non-uniform, depends logarithmically on the dimension, and allows any covariance matrix. When the largest marginal variance is…

Statistics Theory · Mathematics 2026-05-29 Suhas Vijaykumar

We study effects of turbulent mixing on the random growth of an interface in the problem of the deposition of a substance on a substrate. The growth is modelled by the well-known Kardar--Parisi--Zhang model. The turbulent advecting velocity…

Statistical Mechanics · Physics 2015-11-06 N. V. Antonov , P. I. Kakin

We compute the probability distribution of the interface width at the depinning threshold, using recent powerful algorithms. It confirms the universality classes found previously. In all cases, the distribution is surprisingly well…

Condensed Matter · Physics 2009-11-10 Alberto Rosso , Werner Krauth , Pierre Le Doussal , Jean Vannimenus , Kay Joerg Wiese

This article considers a class of disordered mean-field combinatorial optimization problems. We focus on the Gibbs measure, where the inverse temperature does not vary with the size of the graph and the edge weights are sampled from a…

Probability · Mathematics 2024-02-13 Partha S. Dey , Grigory Terlov

In this paper we examine isotropic Gaussian random fields defined on $\mathbb R^N$ satisfying certain conditions. Specifically, we investigate the type of a critical point situated within a small vicinity of another critical point, with…

Probability · Mathematics 2023-10-20 Paul Marriott , Weinan Qi , Yi Shen

In systems belonging to the universality class of the random field Ising model, the standard hyperscaling relation between critical exponents does not hold, but is replaced by a modified hyperscaling relation. As a result, standard…

Statistical Mechanics · Physics 2010-12-01 R. L. C. Vink , T. Fischer , K. Binder

We consider a general class of spin systems with potentially unbounded real-valued spins, defined via a single-site potential with super-Gaussian tails on general graphs, allowing for both short- and long-range interactions. This class…

Probability · Mathematics 2026-03-30 Christoforos Panagiotis , William Veitch

Let $\{X_i,i=1,2,...\}$ be i.i.d. standard gaussian variables. Let $S_n=X_1+...+X_n$ be the sequence of partial sums and $$ L_n=\max_{0\leq i<j\leq n}\frac{S_j-S_i}{\sqrt{j-i}}. $$ We show that the distribution of $L_n$, appropriately…

Probability · Mathematics 2008-06-06 Zakhar Kabluchko

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 its macroscopic scaling limit on the torus is a multiple of the Gaussian free…

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

We derive a Gaussian approximation result for the maximum of a sum of random vectors under $(2+\iota)$-th moments. Our main theorem is abstract and nonasymptotic, and can be applied to a variety of statistical learning problems. The proof…

Statistics Theory · Mathematics 2019-05-28 Qiang Sun

We prove matching asymptotic lower and upper bounds on the variances of the intrinsic volumes and the number of $k$-faces of $d$-dimensional random beta-polytopes. Using Stein's methods, we establish central limit theorems for the intrinsic…

Metric Geometry · Mathematics 2025-12-04 Ferenc Fodor , Balázs Grünfelder

The tube method or the volume-of-tube method approximates the tail probability of the maximum of a smooth Gaussian random field with zero mean and unit variance. This method evaluates the volume of a spherical tube about the index set, and…

Probability · Mathematics 2021-09-10 Satoshi Kuriki , Akimichi Takemura , Jonathan E. Taylor

Consider the centered Gaussian field on the lattice $\mathbb{Z}^d,$ $d$ large enough, with covariances given by the inverse of $\sum_{j=k}^K q_j(-\Delta)^j,$ where $\Delta$ is the discrete Laplacian and $q_j \in \mathbb{R},k\leq j\leq K,$…

Probability · Mathematics 2007-05-23 Noemi Kurt

Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…

Probability · Mathematics 2015-04-08 Sebastian Engelke , Zakhar Kabluchko , Martin Schlather

The Bonferroni adjustment, or the union bound, is commonly used to study rate optimality properties of statistical methods in high-dimensional problems. However, in practice, the Bonferroni adjustment is overly conservative. The extreme…

Methodology · Statistics 2020-01-13 Hang Deng , Cun-Hui Zhang

We apply new techniques developed in a previous paper to the study of some surface effects in the 2D Ising model. We examine in particular the pinning-depinning transition. The results are valid for all subcritical temperatures. By duality…

Statistical Mechanics · Physics 2011-08-25 C. -E. Pfister , Y. Velenik

The dynamics of a driven interface in a medium with random pinning forces is analyzed. The interface undergoes a depinning transition where the order parameter is the interface velocity $v$, which increases as $v \sim (F-F_c)^\theta$ for…

Condensed Matter · Physics 2009-10-28 Heiko Leschhorn , Thomas Nattermann , Semjon Stepanow , Lei-Han Tang

Let ($\Sigma$, g) be a closed connected surface equipped with a riemannian metric. Let ($\lambda$ n) n$\in$N and ($\psi$ n) n$\in$N be the increasing sequence of eigenvalues and the sequence of corresponding L 2-normalized eigenfunctions of…

Probability · Mathematics 2016-09-05 Alejandro Rivera

Height fluctuations of growing surfaces can be characterized by the probability distribution of height in a spatial point at a finite time. Recently there has been spectacular progress in the studies of this quantity for the…

Statistical Mechanics · Physics 2017-01-25 Naftali R. Smith , Baruch Meerson , Pavel V. Sasorov

In large dimension, we study the asymptotic behavior of the mean number of critical points with index k below a level u for an isotropic centered Gaussian random field defined on a family of subsets of $R^d$ depending on d. We prove the…

Probability · Mathematics 2026-02-10 Jean-Marc Azaïs , Céline Delmas