Related papers: A Class of Gaussian Fields on $\mathbb{Z}_q^d$
We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…
We introduce the quantum stochastic walk (QSW), which determines the evolution of generalized quantum mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all…
A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…
For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…
In these mostly expository lectures, we give an elementary introduction to conformal field theory in the context of probability theory and complex analysis. We consider statistical fields, and define Ward functionals in terms of their Lie…
This paper is an overview of the classical level crossing problem which is studied extensively in the literature and is fundamental in many branches of applied probability. We discuss a number of approximations with an emphasis on their…
Working with a toy model whose partition function consists of a discrete summation, we introduce the statistical field-theory methodology by transforming a partition function via a formal Gaussian integral relation (the Hubbard-Stratonovich…
The distance scale for a quantum field theory is the correlation length $\xi$, which diverges with exponent $\nu$ as the bare mass approaches a critical value. If $t=m^{2}-m_{c}^{2}$, then $\xi=m_{P}^{-1} \sim t^{-\nu}$ as $t \to 0$. The…
McCullagh and Yang (2006) suggest a family of classification algorithms based on Cox processes. We further investigate the log Gaussian variant which has a number of appealing properties. Conditioned on the covariates, the distribution over…
In this paper, we consider a classic problem concerning the high excursion probabilities of a Gaussian random field $f$ living on a compact set $T$. We develop efficient computational methods for the tail probabilities $P(\sup_T f(t) > b)$…
We provide a method for fast and exact simulation of Gaussian random fields on spheres having isotropic covariance functions. The method proposed is then extended to Gaussian random fields defined over spheres cross time and having…
On the lattice some of the salient features of pure gauge theories and of gauge theories with fermions in complex representations of the gauge group seem to be lost. These features can be recovered by considering part of the theory in the…
Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…
In this article we establish novel decompositions of Gaussian fields taking values in suitable spaces of generalized functions, and then use these decompositions to prove results about Gaussian multiplicative chaos. We prove two…
We construct a family of random matrix models for the q-deformed Gaussian random variables G_\mu=a_\mu+a^\star_\mu where the annihilation operators a_\mu and creation operators a^\star_\nu fulfil the q-deformed commutation relation a_\mu…
We present some new results about the distribution of a random walk whose independent steps follow a $q-$Gaussian distribution with exponent $\frac{1}{1-q}; q \in \mathbb{R}$. In the case $q>1$ we show that a stochastic representation of…
We relate the Gaussian free field on a planar domain to the variational formula of Hadamard which explains the change of the Green function under a perturbation of the domain. This is accomplished by means of a natural integral operator…
A Gaussian Process GP based ground segmentation method is proposed in this paper which is fully developed in a probabilistic framework. The proposed method tends to obtain a continuous realistic model of the ground. The LiDAR…
Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact…
In a recently developed approximation technique for quantum field theory the standard one-loop result is used as a seed for a recursive formula that gives a sequence of improved Gaussian approximations for the generating functional. In this…