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Related papers: Gaussian free fields for mathematicians

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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…

Probability · Mathematics 2016-08-16 Vladimir Dobrić , Francisco M. Ojeda

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…

Probability · Mathematics 2020-01-06 Marek Biskup

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,…

Statistical Mechanics · Physics 2015-12-15 Xiangyu Cao , Alberto Rosso , Raoul Santachiara

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…

Probability · Mathematics 2016-06-14 Izumi Okada

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…

Statistics Theory · Mathematics 2024-10-15 Philip Schär , Thilo D. Stier

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…

Probability · Mathematics 2018-01-30 Jian Song , Fangjun Xu , Qian Yu

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…

Probability · Mathematics 2015-05-21 Alberto Chiarini , Alessandra Cipriani , Rajat Subhra Hazra

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…

High Energy Physics - Theory · Physics 2008-11-26 Z. Haba

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…

Probability · Mathematics 2022-02-02 Sergio Albeverio , Luigi Borasi , Francesco C. De Vecchi , Massimiliano Gubinelli

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…

Probability · Mathematics 2025-11-10 Pablo A. Ferrari , Stefano Olla

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…

Probability · Mathematics 2020-03-25 Thomas Doehrman , Sunder Sethuraman , Shankar C. Venkataramani

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…

High Energy Physics - Theory · Physics 2016-09-06 J. Cruz , D. J. Navarro , J. Navarro-Salas

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)…

High Energy Physics - Theory · Physics 2007-05-23 M. Faber , A. N. Ivanov

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…

Probability · Mathematics 2020-06-11 Juhan Aru , Titus Lupu , Avelio Sepúlveda

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…

Probability · Mathematics 2021-10-13 Titus Lupu

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…

Mathematical Physics · Physics 2007-05-23 V. N. Plechko

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.…

Probability · Mathematics 2025-05-05 Juhan Aru , Guillaume Woessner

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…

Probability · Mathematics 2019-10-01 Ellen Powell , Hao Wu

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…

Probability · Mathematics 2015-03-16 Haakan Hedenmalm , Pekka J. Nieminen

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…

Statistics Theory · Mathematics 2024-04-29 Alfredo Alegría , Xavier Emery , Tobia Filosi , Emilio Porcu