Related papers: Fractional Gaussian forms and gauge theory: an ove…
We discuss a family of random fields indexed by a parameter $s\in \mathbb{R}$ which we call the fractional Gaussian fields, given by \[ \mathrm{FGF}_s(\mathbb{R}^d)=(-\Delta)^{-s/2} W, \] where $W$ is a white noise on $\mathbb{R}^d$ and…
We define and study a fractional Gaussian field $X$ with Hurst parameter $H$ on the Sierpi\'nski gasket $K$ equipped with its Hausdorff measure $\mu$. It appears as a solution, in a weak sense, of the equation $(-\Delta)^s X =W$ where $W$…
We study random perturbations of Riemannian manifolds $(\mathsf{M},\mathsf{g})$ by means of so-called Fractional Gaussian Fields, which are defined intrinsically by the given manifold. The fields $h^\bullet: \omega\mapsto h^\omega$ will act…
The d-dimensional Gaussian free field (GFF), also called the (Euclidean bosonic) massless free field, is a d-dimensional-time analog of Brownian motion. Just as Brownian motion is the limit of the simple random walk (when time and space are…
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…
We establish a martingale-type characterisations for the continuum Gaussian free field (GFF) and for fractional Gaussian free fields (FGFs), using their connection to the stochastic heat equation and to fractional stochastic heat equations.…
The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…
We study simple approximations to fractional Gaussian noise and fractional Brownian motion. The approximations are based on spectral properties of the noise. They allow one to consider the noise as the result of fractional…
The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…
Fractional Brownian motion (FBM) is the only Gaussian self-similar process with stationary increments. Its increment process, called fractional Gaussian noise, is ergodic and exhibits a property of power-like decaying autocorrelation…
We construct a family of measures for random fields based on the iterated subdivision of simple geometric shapes (triangles, squares, tetrahedrons) into a finite number of similar shapes. The intent is to construct continuum limits of scale…
Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the…
This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…
Fractional derivatives and integrations of non-integers orders was introduced more than three centuries ago but only recently gained more attention due to its application on nonlocal phenomenas. In this context, several formulations of…
For many applications with multivariate data, random field models capturing departures from Gaussianity within realisations are appropriate. For this reason, we formulate a new class of multivariate non-Gaussian models based on systems of…
We survey the properties of the log-correlated Gaussian field (LGF), which is a centered Gaussian random distribution (generalized function) $h$ on $\mathbb R^d$, defined up to a global additive constant. Its law is determined by the…
Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial…
In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations…
We show that many important convex matrix functions can be represented as the partial infimal projection of the generalized matrix fractional (GMF) and a relatively simple convex function. This representation provides conditions under which…
Minkowski functionals quantify the morphology of smooth random fields. They are widely used to probe statistical properties of cosmological fields. Analytic formulae for ensemble expectations of Minkowski functionals are well known for…