Related papers: Hyperuniformity and non-hyperuniformity of zeros o…

We review and study some of the properties of smooth Gaussian random fields defined on a homogeneous space, under the assumption that the probability distribution is invariant under the isometry group of the space. We first give an…

Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…

Using a discrete wavelet based space-scale decomposition (SSD), the spectrum of the skewness and kurtosis is developed to describe the non-Gaussian signatures in cosmologically interesting samples. Because the basis of the discrete wavelet…

Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…

We analyze the left-tail asymptotics of deformed Tracy-Widom distribution functions describing the fluctuations of the largest eigenvalue in invariant random matrix ensembles after removing each soft edge eigenvalue independently with…

We study the one-level density of zeros for a family of $\Gamma_1(q)$ $L$-functions. Assuming GRH, we are able to extend the support of the Fourier transform of the test function to $\left(-\frac{8}{3},\frac{8}{3}\right)$ and verify the…

We study the finite-size scaling of the roughness of signals in systems displaying Gaussian 1/f power spectra. It is found that one of the extreme value distributions (Gumbel distribution) emerges as the scaling function when the boundary…

The Weyl-Heisenberg symmetries originate from translation invariances of various manifolds viewed as phase spaces, e.g. Euclidean plane, semi-discrete cylinder, torus, in the two-dimensional case, and higher-dimensional generalisations. In…

We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unknown parameter. This problem is closely related to the famous…

We compute the distribution of the partition functions for a class of one-dimensional Random Energy Models (REM) with logarithmically correlated random potential, above and at the glass transition temperature. The random potential sequences…

We study measure preserving systems, called Furstenberg systems, that model the statistical behavior of sequences defined by smooth functions with at most polynomial growth. Typical examples are the sequences $(n^\frac{3}{2})$,…

Let $\xi_0,\xi_1,...$ be independent identically distributed (i.i.d.) random variables such that $\E \log (1+|\xi_0|)<\infty$. We consider random analytic functions of the form $$ G_n(z)=\sum_{k=0}^{\infty} \xi_k f_{k,n} z^k, $$ where…

Let $\bb T_L = \bb Z/L \bb Z$ be the one-dimensional torus with $L$ points. For $\alpha >0$, let $g: \bb N\to \bb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k) = [k/(k-1)]^\alpha$, $k\ge 2$. Consider the totally asymmetric zero range process…

We determine the leading order fall-off behaviour of the Weyl tensor in higher dimensional Einstein spacetimes (with and without a cosmological constant) as one approaches infinity along a congruence of null geodesics. The null congruence…

The local, uncorrelated multiplicative noises driving a second-order, purely noise-induced, ordering phase transition (NIPT) were assumed to be Gaussian and white in the model of [Phys. Rev. Lett. \textbf{73}, 3395 (1994)]. The potential…

Statistical early warning signs can be used to identify an approaching bifurcation in stochastic dynamical systems and are now regularly employed in applications concerned with the identification of potential rapid, non-linear change or…

We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…

This paper systematically investigates the analytic properties of the ratio $f(s)/f(1-s) = X(s)$ based on the Davenport-Heilbronn functional equation $f(s) = X(s)f(1-s)$. We propose a novel method to analyze the distribution of non-trivial…

This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…

In the context of non-Gaussian analysis, Schneider [27] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizations were constructed (see, for example, [25], [6], [7], [8]).…