Related papers: Gaussian free fields for mathematicians
Dynkin's (Bull. Amer. Math. Soc. 3 (1980) 975-999) seminal work associates a multidimensional transient symmetric Markov process with a multidimensional Gaussian random field. This association, known as Dynkin's isomorphism, has profoundly…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
It is shown that a symmetric massless bosonic higher-spin field can be described by a traceless tensor field with reduced (transverse) gauge invariance. The Hamiltonian analysis of the transverse gauge invariant higher-spin models is used…
The Hamiltonian of the metric General Relativity derived in our earlier study (Gravitation, {\bf 17}, 314 - 323 (2011)) is analyzed by the methods of Matrix Quantum Mechanics. This Hamiltonian is a quadratic function of the momenta…
The Gaussian random field (GRF) and the Gaussian Markov random field (GMRF) have been widely used to accommodate spatial dependence under the generalized linear mixed model framework. These models have limitations rooted in the symmetry and…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
In contrast to Hamiltonian perturbation theory which changes the time evolution, "spacelike deformations" proceed by changing the translations (momentum operators). The free Maxwell theory is only the first member of an infinite family of…
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…
We propose a novel discrete method of constructing Gaussian Random Fields (GRF) based on a combination of modified spectral representations, Fourier and Blob. The method is intended for Direct Numerical Simulations of the V-Langevin…
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…
We construct the natural diffusion in the random geometry of planar Liouville quantum gravity. Formally, this is the Brownian motion in a domain $D$ of the complex plane for which the Riemannian metric tensor at a point $z \in D$ is given…
The ground, one- and two-particle states of the (1+1)-dimensional massive sine-Gordon field theory are investigated within the framework of the Gaussian wave-functional approach. We demonstrate that for a certain region of the…
In this note, we shall prove an explicit formula on the probability of the level line of the Gaussian Free Field (GFF) with mixed boundary condition terminating at the free boundary, which generalizes the results of GFF with Dirichlet…
This work aims to extend the existing results on the Hausdorff dimension of the classical thick point sets of a Gaussian free field (GFF) to a more general class of exceptional sets. We adopt the circle or sphere averaging regularization to…
We present different continuous models of random geometry that have been introduced and studied in the recent years. In particular, we consider the Brownian map, which is the universal scaling limit of large planar maps in the…
Miller and Sheffield introduced the notion of an imaginary surface as an equivalence class of pairs of simply connected proper subdomains of $\mathbb{C}$ and Gaussian free fields (GFFs) on them under the conformal equivalence. They…
Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
We find an infinite dimensional free algebra which lives at large N in any SU(N)-invariant action or Hamiltonian theory of bosonic matrices. The natural basis of this algebra is a free-algebraic generalization of Chebyshev polynomials and…
A machine-learnable variational scheme using Gaussian radial basis functions (GRBFs) is presented and used to approximate linear problems on bounded and unbounded domains. In contrast to standard mesh-free methods, which use GRBFs to…