Related papers: Gaussian free fields for mathematicians
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power law shape function and…
We consider the Discrete Gaussian Free Field (DGFF) in domains $D_N\subseteq\mathbb Z^2$ arising, via scaling by $N$, from nice domains $D\subseteq\mathbb R^2$. We study the statistics of the values order $\sqrt{\log N}$ below the absolute…
The classical random walk isomorphism theorems relate the local times of a continuous-time random walk to the square of a Gaussian free field. A Gaussian free field is a spin system that takes values in Euclidean space, and this article…
We consider the discrete Gaussian Free Field (DGFF) in scaled-up (square-lattice) versions of suitably regular continuum domains $D\subset\mathbb C$ and describe the scaling limit, including local structure, of the level sets at heights…
We find a lower bound for the Hausdorff dimension that a Liouville Brownian motion spends in $\alpha$-thick points of the Gaussian Free Field, where $\alpha$ is not necessarily equal to the parameter used in the construction of the…
The Gaussian free field (GFF) is considered in the background of random iso-height islands which is modeled by the site percolation with the occupation probability $p$. To realize GFF, we consider the Poisson equation in the presence of…
We study how small a local set of the continuum Gaussian free field (GFF) in dimension $d$ has to be to ensure that this set is thin, which loosely speaking means that it captures no GFF mass on itself, in other words, that the field…
We present a novel way of constructing the Gaussian Free Field on a weighted graph via a dynamical expansion of the Green function along an expanding family of subgraphs. Along the way we obtain the discrete analogue of the classical…
We study a generalization of the notion of Gaussian free field (GFF). Although the extension seems minor, we first show that a generalized GFF does not satisfy the spatial Markov property, unless it is a classical GFF. In stochastic…
We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…
We show that the rescaled maximum of the discrete Gaussian Free Field (DGFF) in dimension larger or equal to 3 is in the maximal domain of attraction of the Gumbel distribution. The result holds both for the infinite-volume field as well as…
In a previous article, we introduced the first passage set (FPS) of constant level $-a$ of the two-dimensional continuum Gaussian free field (GFF) on finitely connected domains. Informally, it is the set of points in the domain that can be…
We explore a generalisation of the L\'evy fractional Brownian field on the Euclidean space based on replacing the Euclidean norm with another norm. A characterisation result for admissible norms yields a complete description of all…
It is believed that Euclidean Yang-Mills theories behave like the massless Gaussian free field (GFF) at short distances. This makes it impossible to define the main observables for these theories - the Wilson loop observables - in…
Massive arbitrary spin totally symmetric free fermionic fields propagating in d-dimensional (Anti)-de Sitter space-time are investigated. Gauge invariant action and the corresponding gauge transformations for such fields are proposed. The…
We define a scaling limit of the height function on the domino tiling model (dimer model) on simply-connected regions in Z^2 and show that it is the ``massless free field'', a Gaussian process with independent coefficients when expanded in…
These are lecture notes from a course given at the CRM in Montreal in 1992. They survey the author's attempts to find and understand canonical probabilistic entities in a local field (e.g. p-adic) setting. We propose answers to the related…
In this note we show that the 2D continuum Gaussian free field (GFF) admits an excursion decomposition that is on the one hand similar to the classical excursion decomposition of the Brownian motion, and on the other hand can be seen as an…
Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…
We introduce the concept of a local metric of the Gaussian free field (GFF) $h$, which is a random metric coupled with $h$ in such a way that it depends locally on $h$ in a certain sense. This definition is a metric analog of the concept of…