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The object of study is a soft random geometric graph with vertices given by a Poisson point process on a line and edges between vertices present with probability that has a polynomial decay in the distance between them. Various aspects of…

Probability · Mathematics 2023-11-21 Arnaud Rousselle , Ercan Sönmez

Rank 1 inhomogeneous random graphs are a natural generalization of Erd\H{o}s R\'enyi random graphs. In this generalization each node is given a weight. Then the probability that an edge is present depends on the product of the weights of…

Probability · Mathematics 2021-07-28 Othmane Safsafi

We consider the lattice version of the free field in two dimensions and study the fractal structure of the sets where the field is unusually high (or low). We then extend some of our computations to the case of the free field conditioned on…

Probability · Mathematics 2007-05-23 Olivier Daviaud

In a previous paper, the authors introduced an approach to prove that the statistics of the extremes of a log-correlated Gaussian field converge to a Poisson-Dirichlet variable at the level of the Gibbs measure at low temperature and under…

Probability · Mathematics 2013-10-09 Louis-Pierre Arguin , Olivier Zindy

In this paper we show that on bounded degree graphs and general trees, the cover time of the simple random walk is asymptotically equal to the product of the number of edges and the square of the expected supremum of the Gaussian free field…

Probability · Mathematics 2014-02-26 Jian Ding

Free probability analogs of the basics of extreme-value theory are obtained, based on Ando's spectral order. This includes classification of freely max-stable laws and their domains of attraction, using ``free extremal convolutions'' on the…

Operator Algebras · Mathematics 2007-05-23 Gerard Ben Arous , Dan Virgil Voiculescu

We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated by its potential applications in various areas and its…

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

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…

Statistics Theory · Mathematics 2017-04-11 Sven Buhl , Claudia Klüppelberg

We investigate the extreme values of a sparse and equicorrelated Gaussian field on a triangle: the correlations on every vertical or horizontal line are all equal to a parameter $r \in [0,1/2]$ and are zero everywhere else. This problem is…

Probability · Mathematics 2026-03-06 Johannes Heiny , Tiefeng Jiang , Tuan Pham , Yongcheng Qi

In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…

Probability · Mathematics 2020-05-25 Valentin Konakov , Vladimir Panov , Vladimir Piterbarg

We investigate the extremal process of four-dimensional membrane models as the size of the lattice $N$ tends to infinity. We prove the cluster-like geometry of the extreme points and the existence as well as the uniqueness of the extremal…

Probability · Mathematics 2025-07-29 Hao Ge , Xinyi Li , Jiaxi Zhao

We study a generalization of the model introduced by Kistler and Schmidt in $2015$, that interpolates between the random energy model (REM) and the branching random walk (BRW). More precisely, we are interested in the asymptotic behaviour…

Probability · Mathematics 2021-12-21 Mohamed Ali Belloum

We study the contact process on a class of geometric random graphs with scale-free degree distribution, defined on a Poisson point process on $\mathbb{R}^d$. This class includes the age-dependent random connection model and the soft Boolean…

Probability · Mathematics 2024-04-19 Peter Gracar , Arne Grauer

In this work, we study some statistical properties of the extreme eigenstates of the randomly-weighted adjacency matrices of random graphs. We focus on two random graph models: Erd\H{o}s-R\'{e}nyi (ER) graphs and random geometric graphs…

Disordered Systems and Neural Networks · Physics 2025-06-17 C. T Martínez Martínez , J. A. Méndez Bermúdez

We continue the study of the maximum of the scale-inhomogeneous discrete Gaussian free field in dimension two. In this paper, we consider the regime of weak correlations and prove the convergence in law of the centred maximum to a randomly…

Probability · Mathematics 2020-10-05 Maximilian Fels , Lisa Hartung

Let $X(s,t), (s,t)\in E$, with $E\subset \mathbb{R}^2$ a compact set, be a centered two dimensional Gaussian random field with continuous trajectories and variance function $\sigma(s,t)$. Denote by $\mathcal{L}=\{(s,t):…

Probability · Mathematics 2016-12-23 Peng Liu

We consider the number of common edges in two independent random spanning trees of a graph $G$. For complete graphs $K_n$, we give a new proof of the fact, originally obtained by Moon, that the distribution converges to a Poisson…

Combinatorics · Mathematics 2025-06-09 Miklos Bona , Fabian Burghart , Stephan Wagner

We further investigate properties of the Gaussian free field (GFF) on the metric graph associated to a discrete weighted graph (where the edges of the latter are replaced by continuous line-segments of appropriate length) that has been…

Probability · Mathematics 2020-06-11 Titus Lupu , Wendelin Werner

The total reciprocal edge-eccentricity is a novel graph invariant with vast potential in structure activity/property relationships. This graph invariant displays high discriminating power with respect to both biological activity and…

Combinatorics · Mathematics 2015-08-25 Shuchao Li , Lifang Zhao

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

Probability · Mathematics 2019-01-29 E. Hashorva , S. Kobelkov , V. I. Piterbarg