Related papers: Fractional Gaussian forms and gauge theory: an ove…
We consider the numerical approximation of Gaussian random fields on closed surfaces defined as the solution to a fractional stochastic partial differential equation (SPDE) with additive white noise. The SPDE involves two parameters…
Nonlocal QFT of one-component scalar field $\varphi$ in $D$-dimensional Euclidean spacetime is considered. The generating functional (GF) of complete Green functions $\mathcal{Z}$ as a functional of external source $j$, coupling constant…
We examine the one-sided and two-sided (bilateral) projections of an element of fractional Gaussian noise onto its neighboring elements. We establish several analytical results and conduct a numerical study to analyze the behavior of the…
We consider the fractional generalizations of Liouville equation. The normalization condition, phase volume, and average values are generalized for fractional case.The interpretation of fractional analog of phase space as a space with…
Gaussian noise is an irreducible component of the background in gravitational wave (GW) detectors. Although stationary Gaussian noise is uncorrelated in frequencies, we show that there is an important correlation in time when looking at the…
The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is…
Generalized Prolate Spheroidal Functions (GPSF) are the eigenfunctions of the truncated Fourier transform, restricted to D-dimensional balls in the spatial domain and frequency domain. Despite their useful properties in many applications,…
In this paper, a method for the digital simulation of wind velocity fields by Fractional Spectral Moment function is proposed. It is shown that by constructing a digital filter whose coefficients are the fractional spectral moments, it is…
We perform a general study of primordial scalar non-Gaussianities in single field inflationary models in Einstein gravity. We consider models where the inflaton Lagrangian is an arbitrary function of the scalar field and its first…
The wave function in the quantum theory of the O(N) extended supersymmetric particle model describes a massless free field with spin N/2. This quantum theory is here exactly solved in terms of gauge fields in arbitrary even dimensions using…
The Minkowski functionals are useful statistics to quantify the morphology of various random fields. They have been applied to numerous analyses of geometrical patterns, including various types of cosmic fields, morphological image…
Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…
Closed-form expressions, parametrized by the Hurst exponent $H$ and the length $n$ of a time series, are derived for paths of fractional Brownian motion (fBm) and fractional Gaussian noise (fGn) in the $\mathcal{A}-\mathcal{T}$ plane,…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
Massive and massless Gaussian free fields can be described as generalized Gaussian processes indexed by an appropriate space of functions. In this article we study various approaches to approximate these fields and look at the fractal…
A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by…
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…
We study a well-known estimator of the fractal index of a stochastic process. Our framework is very general and encompasses many models of interest; we show how to extend the theory of the estimator to a large class of non-Gaussian…
The Gaussian Free Field (GFF) is a canonical random surface in probability theory generalizing Brownian motion to higher dimensions. In two dimensions, it is critical in several senses, and is expected to be the universal scaling limit of a…
We introduce a new fractional oscillator process which can be obtained as solution of a stochastic differential equation with two fractional orders. Basic properties such as fractal dimension and short range dependence of the process are…