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We consider continuous time random interlacements on $\mathbb{Z}^d$, $d \ge 3$, and characterize the distribution of the corresponding stationary random field of occupation times. When d = 3, we relate this random field to the…

Probability · Mathematics 2012-10-30 Alain-Sol Sznitman

Brownian motion may be embedded in the Fock space of bosonic free field in one dimension.Extending this correspondence to a family of creation and annihilation operators satisfying a q-deformed algebra, the notion of q-deformation is…

High Energy Physics - Theory · Physics 2009-10-22 V. I. Man'ko , R. Vilela Mendes

Massive and massless Gaussian free fields can be described as generalized Gaussian processes indexed by an appropriate space of functions. In this article we study various approaches to approximate these fields and look at the fractal…

Probability · Mathematics 2015-02-11 Alessandra Cipriani , Rajat Subhra Hazra

We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov , Dmitry Beliaev , Peter W. Jones

We propose an aggregated random-field model, and investigate the scaling limits of the aggregated partial-sum random fields. In our model, each copy of the random field in the aggregation is built from two correlated one-dimensional random…

Probability · Mathematics 2019-07-29 Yi Shen , Yizao Wang

We find two-dimensional free-field variables for D-dimensional general relativity on spacetimes with D-2 commuting spacelike Killing vector fields and non-compact spatial sections for D>4. We show that there is a canonical transformation…

General Relativity and Quantum Cosmology · Physics 2009-01-16 A. Mikovic , N. Manojlovic

Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This representation leads naturally to: - An efficient algorithm to…

Probability · Mathematics 2007-05-23 Philippe Carmona , Laure Coutin

Free massless fermionic fields of arbitrary spins $s>0$ corresponding to totally (anti)symmetric tensor-spinor representations of the $SO(d-1)$ compact subgroup and in $d$-dimensional anti-de Sitter space are investigated. We propose the…

High Energy Physics - Theory · Physics 2010-04-06 R. R. Metsaev

In this paper we study the properties of the centered (norm of the) gradient squared of the discrete Gaussian free field in $U_{\epsilon}=U/\epsilon\cap \mathbb{Z}^d$, $U\subset \mathbb{R}^d$ and $d\geq 2$. The covariance structure of the…

Probability · Mathematics 2023-11-08 Alessandra Cipriani , Rajat S. Hazra , Alan Rapoport , Wioletta M. Ruszel

We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nested submatrices one obtains a limiting…

Probability · Mathematics 2010-11-17 Alexei Borodin

We describe a 3d analog of the Jordan-Wigner transformation which maps an arbitrary fermionic system on a 3d spatial lattice to a 2-form $\mathbb{Z}_2$ gauge theory with an unusual Gauss law. An important property of this map is that it…

Strongly Correlated Electrons · Physics 2019-12-25 Yu-An Chen , Anton Kapustin

We survey the properties of the log-correlated Gaussian field (LGF), which is a centered Gaussian random distribution (generalized function) $h$ on $\mathbb R^d$, defined up to a global additive constant. Its law is determined by the…

Probability · Mathematics 2014-07-22 Bertrand Duplantier , Rémi Rhodes , Scott Sheffield , Vincent Vargas

In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit…

Probability · Mathematics 2021-05-26 Radomyra Shevchenko

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

Probability · Mathematics 2007-05-23 Enriquez Nathanael

A single permutation, seen as union of disjoint cycles, represents a regular graph of degree two. Consider $d$ many independent random permutations and superimpose their graph structures. It is a common model of a random regular (multi-)…

Probability · Mathematics 2014-12-30 Shirshendu Ganguly , Soumik Pal

We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some…

Probability · Mathematics 2017-04-10 Mounir Zili

Passive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times.

Probability · Mathematics 2007-05-23 Albert Fannjiang , Tomasz Komorowski

Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…

Probability · Mathematics 2022-08-26 Andrea Barth , Robin Merkle

We discuss random geometric structures obtained by percolation of Brownian loops, in relation to the Gaussian Free Field, and how their existence and properties depend on the dimension of the ambient space. We formulate a number of…

Probability · Mathematics 2020-02-27 Wendelin Werner

We present a quantum geometric framework for stochastic quantisation in the case of a free Klein-Gordon field on Euclidean space. In this approach the noise is part of the background space, spacetime is fuzzy. We extend the notion of sharp…

High Energy Physics - Theory · Physics 2015-06-26 F. Vanderseypen