Related papers: Gaussian free fields for mathematicians
In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations…
These lecture notes offer a gentle introduction to the two-dimensional Discrete Gaussian Free Field with particular attention paid to the scaling limits of the level sets at heights proportional to the absolute maximum. The bulk of the text…
We study minima statistics of the 2d Gaussian Free Field on circles in the unit disk with Dirichlet boundary condition. Free energy distributions of the associated Random Energy models are exactly calculated in the high temperature phase,…
In this article, we study special points of a simple random walk and a Gaussian free field, such as (nearly) favorite points, late points and high points. In section $2$, we extend results of [19] and suggest open problems for $d=2$. In…
We theoretically analyze the properties of a geodesic random walk on the Euclidean $d$-sphere. Specifically, we prove that the random walk's transition kernel is Wasserstein contractive with a contraction rate which can be bounded from…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
We consider both the infinite-volume discrete Gaussian Free Field (DGFF) and the DGFF with zero boundary conditions outside a finite box in dimension larger or equal to 3. We show that the associated extremal process converges to a Poisson…
We discuss a D-dimensional Euclidean scalar field interacting with a scale invariant quantized metric. We assume that the metric depends on d-dimensional coordinates where d<D. We show that the interacting quantum fields have more regular…
We introduce a stochastic analysis of Grassmann random variables suitable for the stochastic quantization of Euclidean fermionic quantum field theories. Analysis on Grassmann algebras is developed here from the point of view of quantum…
A Poisson line process is a random set of straight lines contained in the plane, as the image of the map $(x,v)\mapsto (x+vt)_{t\in\mathbb{R}}$, for each point $(x,v)$ of a Poisson process in the space-velocity plane. By associating a step…
We consider the scaling behavior of the range and $p$-multiple range, that is the number of points visited and the number of points visited exactly $p\geq 1$ times, of simple random walk on ${\mathbb Z}^d$, for dimensions $d\geq 2$, up to…
We investigate the canonical equivalence of a matter-coupled 2D dilaton gravity theory defined by the action functional $S = \int d^2x \sqrt{-g} (R\phi + V(\phi) - 1/2 H(\phi ) (\nablaf)^2)$, and a free field theory. When the scalar field…
We analyse different approaches to the description of the quantum field theory of a free massless (pseudo)scalar field defined in 1+1-dimensional space-time which describes the bosonized version of the massless Thirring model. These are (i)…
We introduce 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 connected to the…
We show that the Brydges-Fr\"ohlich-Spencer-Dynkin and the Le Jan's isomorphisms between the Gaussian free fields and the occupation times of symmetric Markov processes generalize to the $\beta$-Dyson's Brownian motion. For…
The two-dimensional Ising model is representable as a lattice free-fermion field theory in terms of the integral over anticommuting Grassmann variables. The exact solution in a zero magnetic field then follows by evaluating Gaussian…
We establish a martingale-type characterisations for the continuum Gaussian free field (GFF) and for fractional Gaussian free fields (FGFs), using their connection to the stochastic heat equation and to fractional stochastic heat equations.…
We study the level lines of a Gaussian free field in a planar domain with general boundary data $F$. We show that the level lines exist as continuous curves under the assumption that $F$ is regulated (i.e., admits left and right limits at…
We relate the Gaussian free field on a planar domain to the variational formula of Hadamard which explains the change of the Green function under a perturbation of the domain. This is accomplished by means of a natural integral operator…
This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…