相关论文: Density of critical points for a Gaussian random f…

2-point topological charge correlation functions of several types of geometric singularity in gaussian random fields are calculated explicitly, using a general scheme: zeros of $n$-dimensional random vectors, signed by the sign of their…

The zeros of complex Gaussian random polynomials, with coefficients such that the density in the underlying complex space is uniform, are known to have the same statistical properties as the zeros of the coherent state representation of…

Critical points mark locations in the domain where the level-set topology of a scalar function undergoes fundamental changes and thus indicate potentially interesting features in the data. Established methods exist to locate and relate such…

We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random…

We study the rescaled probability distribution of the critical depinning force of an elastic system in a random medium. We put in evidence the underlying connection between the critical properties of the depinning transition and the extreme…

The curse of dimensionality is a common phenomenon which affects analysis of datasets characterized by large numbers of variables associated with each point. Problematic scenarios of this type frequently arise in classification algorithms…

We discuss the probability distributions of Fourier modes of cosmological density fields using the central limit theorem as it applies to weighted integrals of random fields. It is shown that if the cosmological principle holds in a certain…

We study the landscape complexity of the Hamiltonian $X_N(x) +\frac\mu2 \|x\|^2,$ where $X_{N}$ is a smooth Gaussian process with isotropic increments on $\mathbb R^{N}$. This model describes a single particle on a random potential in…

Based on the canonical correlation analysis we derive series representations of the probability density function (PDF) and the cumulative distribution function (CDF) of the information density of arbitrary Gaussian random vectors as well as…

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

The energy landscape of multiverse cosmology is often modeled by a multi-dimensional random Gaussian potential. The physical predictions of such models crucially depend on the eigenvalue distribution of the Hessian matrix at potential…

Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an…

We relate the distribution of eigenvalues of a random symmetric matrix in the Gaussian Orthogonal Ensemble to the distribution of critical values of a random linear combination of eigenfunctions of the Laplacian on a compact Riemann…

Theoretical results for importance sampling rely on the existence of certain moments of the importance weights, which are the ratios between the proposal and target densities. In particular, a finite variance ensures square root convergence…

Capillarity functionals are parameter invariant functionals defined on classes of two-dimensional parametric surfaces in R3 as the sum of the area integral and a non homogeneous term of suitable form. Here we consider the case of a class of…

We prove a central limit theorem concerning the number of critical points in large cubes of an isotropic Gaussian random function on a Euclidean space.

We study the annealed complexity of a random Gaussian homogeneous polynomial on the $N$-dimensional unit sphere in the presence of deterministic polynomials that depend on fixed unit vectors and external parameters. In particular, we…

The $k$ principal points of a random vector $\mathbf{X}$ are defined as a set of points which minimize the expected squared distance between $\mathbf{X}$ and the nearest point in the set. They are thoroughly studied in Flury (1990, 1993),…

We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…

Consider randomly picked points inside the n-dimensional unit hypersphere centered at the origin of the Cartesian coordinate system. The Cartesian coordinates of the points are random variables, which form an n-dimensional vector for each…