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A rather natural construction for a smooth random surface in space is the level surface of value zero, or 'nodal' surface f(x,y,z)=0, of a (real) random function f; the interface between positive and negative regions of the function. A…
Information geometry is concerned with the application of differential geometry concepts in the study of the parametric spaces of statistical models. When the random variables are independent and identically distributed, the underlying…
We obtain formulae for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres of arbitrary dimension. The results hold in general in the sense…
We compute the expected value of various quantities related to the biparametric singularities of a pair of smooth centered Gaussian random fields on an n-dimensional compact manifold, such as the lengths of the critical curves and contours…
Approximating complex probability distributions, such as Bayesian posterior distributions, is of central interest in many applications. We study the expressivity of geometric Gaussian approximations. These consist of approximations by…
Random field models are mathematical structures used in the study of stochastic complex systems. In this paper, we compute the shape operator of Gaussian random field manifolds using the first and second fundamental forms (Fisher…
The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the…
This paper presents a new approach to the estimation of the deformation of an isotropic Gaussian random field on $\mathbb{R}^2$ based on dense observations of a single realization of the deformed random field. Under this framework we…
We derive the joint probability distribution of the first two spectral moments for the G$\beta$E random matrix ensembles in N dimensions for any N. This is achieved by making use of two complementary invariants of the domain in…
The full moments expansion of the joint probability distribution of an isotropic random field, its gradient and invariants of the Hessian is presented in 2 and 3D. It allows for explicit expression for the Euler characteristic in ND and…
We compute the joint distributions of arbitrary numbers of eigenvectors of real and complex symmetric random tensors by the quantum field theoretical methods which were previously used to compute the mean distributions. We obtain the random…
We classify translation surfaces in isotropic geometry with arbitrary constant isotropic Gaussian and mean curvature under the condition that at least one of translating curves lies in a plane.
Calculation of the distribution of the average value of a Gaussian random field in a finite domain is carried out for different cases. The results of the calculation demonstrate a strong dependence of the width of the distribution on the…
A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…
We study the probability distribution $F(u)$ of the maximum of smooth Gaussian fields defined on compact subsets of $\R^d$ having some geometric regularity. Our main result is a general formula for the density of $F$. Even though this is an…
This article presents a neural network approach for estimating the covariance function of spatial Gaussian random fields defined in a portion of the Euclidean plane. Our proposal builds upon recent contributions, expanding from the purely…
The envelope of an elliptical Gaussian complex vector, or equivalently, the amplitude or norm of a bivariate normal random vector has application in many weather and signal processing contexts. We explicitly characterize its distribution in…
We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular,…
Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of…
We find in measurements of microwave transmission through quasi-1D dielectric samples for both diffusive and localized waves that the field normalized by the square root of the spatially averaged flux in a given sample configuration is a…