Related papers: Limit theorems for anisotropic functionals of stat…
Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…
We present a non-perturbative approach to correlation functions and polyspectra of locally non-Gaussian fields and develop a simple semi-perturbative framework that does not rely on the local expansion. As an example, we apply it to locally…
In this paper we investigate higher moments attached to the Chebotarev Density Theorem. Our focus is on the impact that peculiar Galois group structures have on the limiting distribution. Precisely we consider in this paper the case of…
Rapid developments in satellite remote-sensing technology have enabled the collection of geospatial data on a global scale, hence increasing the need for covariance functions that can capture spatial dependence on spherical domains. We…
This paper studies the problem of equivalence of Gaussian measures induced by Gaussian random fields (GRFs) with stationary increments and proves a sufficient condition for the equivalence in terms of the behavior of the spectral measures…
We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…
There is a growing literature on the study of large-width properties of deep Gaussian neural networks (NNs), i.e. deep NNs with Gaussian-distributed parameters or weights, and Gaussian stochastic processes. Motivated by some empirical and…
Let $f:\mathbb{R}^d \to \mathbb{R}^k$ be a smooth centered stationary Gaussian field and $\mathcal{B} \subset \mathbb{R}^d$ be a bounded Borel set. In this paper, we determine the asymptotics as $R \to \infty$ of all the cumulants of the…
Functionals (i.e. functions of functions) are widely used in quantum field theory and solid-state physics. In this paper, functionals are given a rigorous mathematical framework and their main properties are described. The choice of the…
This paper extends a recently introduced theory describing particle transport for random statistically homogeneous systems in which the distribution function p(s) for chord lengths between scattering centers is non-exponential. Here, we…
We extend generalized functional linear models under independence to a situation in which a functional covariate is related to a scalar response variable that exhibits spatial dependence-a complex yet prevalent phenomenon. For estimation,…
Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static…
Standard geostatistical models assume second order stationarity of the underlying Random Function. In some instances, there is little reason to expect the spatial dependence structure to be stationary over the whole region of interest. In…
Strong anomalous diffusion, where $\langle |x(t)|^q \rangle \sim t^{q \nu(q)}$ with a nonlinear spectrum $\nu(q) \neq \mbox{const}$, is wide spread and has been found in various nonlinear dynamical systems and experiments on active…
We study the asymptotic laws for the spatial distribution and the number of connected components of zero sets of smooth Gaussian random functions of several real variables. The primary examples are various Gaussian ensembles of real-valued…
We study boundary values of harmonic functions in spaces of quasianalytic functionals and spaces of ultradistributions of non-quasianalytic type. As an application, we provide a new approach to H\"ormander's support theorem for…
Functional limit theorems for scaled fluctuations of occupation time processes of a sequence of critical branching particle systems in $\R^d$ with anisotropic space motions and strongly degenerated splitting abilities are proved in the…
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…
Let $B=(B_x)_{x\in\mathbb{R}^d}$ be a collection of $N(0,1)$ random variables forming a real-valued continuous stationary Gaussian field on $\mathbb{R}^d$, and set $C(x-y)=\mathbb{E}[B_xB_y]$. Let $\varphi:\mathbb{R}\to\mathbb{R}$ be such…
Field theoretic renormalization group and the operator product expansion are applied to a model of a passive scalar field, advected by the Gaussian strongly anisotropic velocity field. Inertial-range anomalous scaling behavior is…