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We describe two classes of Gaussian self-similar random fields: with strictly stationary rectangular increments and with mild stationary rectangular increments. We find explicit spectral and moving average representations for the fields…

Probability · Mathematics 2019-04-02 Vitalii Makogin , Yuliya Mishura

We study on the metric graphs two types of scalar Gaussian free fields (GFF), the usual one and the one twisted by a $\{-1,1\}$-valued gauge field. We show that the latter can be obtained, up to an additional deterministic transformation,…

Probability · Mathematics 2023-10-12 Titus Lupu

We study the fluctuations of a random surface in a stochastic growth model on a system of interlacing particles placed on a two dimensional lattice. There are two different types of particles, one with a low jump rate and the other with a…

Mathematical Physics · Physics 2015-03-19 Maurice Duits

We consider the maximum of the discrete two dimensional Gaussian free field (GFF) in a box, and prove that its maximum, centered at its mean, is tight, settling a long-standing conjecture. The proof combines a recent observation of…

Probability · Mathematics 2010-09-20 Maury Bramson , Ofer Zeitouni

We prove that a random distribution in two dimensions which is conformally invariant and satisfies a natural domain Markov property is a multiple of the Gaussian free field. This result holds subject only to a fourth moment assumption.

Probability · Mathematics 2020-04-24 Nathanael Berestycki , Ellen Powell , Gourab Ray

We discuss quantum theory of fields \phi defined on (d+1)-dimensional manifold {\cal M} with a boundary {\cal B}. The free action W_{0}(\phi) which is a bilinear form in \phi defines the Gaussian measure with a covariance (Green function)…

High Energy Physics - Theory · Physics 2009-11-11 Z. Haba

We consider discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{d}$, $d \geq 2$, including i.i.d.\ supercritical percolation clusters, where the conductances are possibly unbounded…

Probability · Mathematics 2025-08-26 Sebastian Andres , Martin Slowik , Anna-Lisa Sokol

We prove that the two-dimensional Gaussian Free Field describes the asymptotics of global fluctuations of a multilevel extension of the general beta Jacobi random matrix ensembles. Our approach is based on the connection of the Jacobi…

Probability · Mathematics 2017-04-14 Alexei Borodin , Vadim Gorin

We prove an invariance principle for Brownian motion in Gaussian or Poissonian random scenery by the method of characteristic functions. Annealed asymptotic limits are derived in all dimensions, with a focus on the case of dimension $d=2$,…

Probability · Mathematics 2014-01-03 Yu Gu , Guillaume Bal

Arbitrary spin free massless fermionic fields corresponding to mixed symmetry representations of the \hbox{$SO(d-1)$} compact group and propagating in even $d$-dimensional anti-de Sitter spacetime are investigated. Free wave equations of…

High Energy Physics - Theory · Physics 2009-10-31 R. R. Metsaev

We study percolative properties of excursion processes and the discrete Gaussian free field (dGFF) in the planar unit disk. We consider discrete excursion clouds, defined using random walks as a two-dimensional version of random…

Probability · Mathematics 2024-09-04 Alexander Drewitz , Olof Elias , Alexis Prévost , Johan Tykesson , Fredrik Viklund

We show that for certain Gaussian random processes and fields X:R^N to R^d, D_q(mu_X) = min{d, D_q(mu)/alpha} a.s. for an index alpha which depends on Holder properties and strong local nondeterminism of X, where q>1, where D_q denotes…

Probability · Mathematics 2013-11-25 Kenneth Falconer , Yimin Xiao

Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial…

Computation · Statistics 2019-12-05 Denis Allard , Xavier Emery , Céline Lacaux , Christian Lantuéjoul

We introduce a new space of generalized functions of bounded deformation $GBD_{F}$, made of functions u whose one-dimensional slice $u(\gamma) \cdot \dot{\gamma}$ has bounded variation in a generalized sense for all curves $\gamma$ solution…

Analysis of PDEs · Mathematics 2023-04-25 Stefano Almi , Emanuele Tasso

The asymptotic behavior of an extended family of integral geometric random functionals, including spatiotemporal Minkowski functionals under moving levels, is analyzed in this paper. Specifically, sojourn measures of spatiotemporal…

Probability · Mathematics 2025-02-17 N. N. Leonenko , M. D. Ruiz-Medina

A Brownian spatial tree is defined to be a pair $(\mathcal{T},\phi)$, where $\mathcal{T}$ is the rooted real tree naturally associated with a Brownian excursion and $\phi$ is a random continuous function from $\mathcal{T}$ into…

Probability · Mathematics 2009-07-27 David A. Croydon

In this paper, we prove that Bernoulli percolation on bounded degree graphs with isoperimetric dimension $d>4$ undergoes a non-trivial phase transition (in the sense that $p_c<1$). As a corollary, we obtain that the critical point of…

Probability · Mathematics 2020-12-23 Hugo Duminil-Copin , Subhajit Goswami , Aran Raoufi , Franco Severo , Ariel Yadin

In this article, we will discuss geometric quantization of 2d QCD with fermionic and bosonic matter fields. We identify the respective large-N_c phase spaces as the infinite dimensional Grassmannian and the infinite dimensional Disc. The…

High Energy Physics - Theory · Physics 2009-10-30 S. G. Rajeev , O. T. Turgut

The fractional Brownian motion of index $0 < H < 1$, H-FBM, with d-dimensional time is considered on an expanding set TG, where G is a bounded convex domain that contains 0 at its boundary. The main result: if 0 is a point of smoothness of…

Probability · Mathematics 2018-03-06 G. Molchan

We discuss the space-time determinantal random field which arises for the PNG model in one dimension and resembles the one for Dyson's Brownian motion. The information of interest for growth processes is carried by the edge statistics of…

Mathematical Physics · Physics 2011-11-10 Patrik L. Ferrari , Michael Praehofer , Herbert Spohn
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