Related papers: Statistics of the Mesoscopic Field
Weak gravitational lensing surveys have the potential to directly probe mass density fluctuation in the universe. Recent studies have shown that it is possible to model the statistics of the convergence field at small angular scales by…
Anomalous diffusion and non-Gaussian statistics are detected experimentally in a two-dimensional driven-dissipative system. A single-layer dusty plasma suspension with a Yukawa interaction and frictional dissipation is heated with laser…
We study distribution functions (DF) of mesoscopic hopping conductance numerically by searching for the shortest path. We have found that the distributions obtained by choosing randomly the chemical potentials (for a fixed impurity…
Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…
We consider a linear Hamiltonian system consisting of a classical particle and a scalar field describing by the wave or Klein-Gordon equations with variable coefficients. The initial data of the system are supposed to be a random function…
This paper is concerned with the study of a circular random distribution called geodesic Normal distribution recently proposed for general manifolds. This distribution, parameterized by two real numbers associated to some specific location…
Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…
The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…
This paper considers a generalization of Gaussian random field with covariance function of Whittle-Mat$\acute{\text{e}}$rn family. Such a random field can be obtained as the solution to the fractional stochastic differential equation with…
We study the probability distribution of the maximum $M_S $ of a smooth stationary Gaussian field defined on a fractal subset $S$ of $\R^n$. Our main result is the equivalent of the asymptotic behavior of the tail of the distribution…
We propose a mean-field (MF) approximation for the recurrence relation governing the dynamics of $m$ species of particles on a square lattice, and we simultaneously perform Monte Carlo (MC) simulations under identical initial conditions to…
Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…
Using a microfluidics device filled with a colloidal suspension of microspheres, we test the laws of diffusion in the limit of small particle numbers. Our focus is not just on average properties such as the mean flux, but rather on the…
The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by "viscoelastic" anomalous diffusion, in which the increments of the motion feature…
We develop analytic and numerical techniques for studying the statistics of slow-roll inflation in random Gaussian landscapes. As an illustration of these techniques, we analyze small-field inflation in a one-dimensional landscape. We…
We present a field theory for the statistics of charge and current fluctuations in diffusive systems. The cumulant generating function is given by the saddle-point solution for the action of this field theory. The action depends on two…
The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
We study random Morse functions on a Riemann manifold $(M^m,g)$ defined as a random Gaussian weighted superpositions of eigenfunctions of the Laplacian of the metric $g$. The randomness is determined by a fixed Schwartz function $w$ and a…
The intensity statistics of signals in the presence of Gaussian noise is obtained by studying the model of a random signal plus a random phasor sum. The additive Gaussian noise is shown to result in a Bessel transform of the probability…