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We consider smooth, infinitely divisible random fields $(X(t),t\in M)$, $M\subset {\mathbb{R}}^d$, with regularly varying Levy measure, and are interested in the geometric characteristics of the excursion sets \[A_u=\{t\in M:X(t)>u\}\] over…

概率论 · 数学 2013-02-05 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor

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…

概率论 · 数学 2016-06-14 Izumi Okada

Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…

概率论 · 数学 2007-12-28 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor

How likely is the high level of a continuous Gaussian random field on an Euclidean space to have a "hole" of a certain dimension and depth? Questions of this type are difficult, but in this paper we make progress on questions shedding new…

概率论 · 数学 2015-01-29 Robert Adler , Gennady Samorodnitsky

Gaussian random fields on finite dimensional smooth manifolds whose variances reach their maximum value at smooth submanifolds are considered. Exact asymptotic behaviors of large excursion probabilities have been evaluated. Vector Gaussian…

概率论 · 数学 2021-08-18 Vladimir I. Piterbarg

Paths are important structural elements in complex networks because they are finite (unlike walks), related to effective node coverage (minimum spanning trees), and can be understood as being dual to star connectivity. This article…

物理与社会 · 物理学 2007-12-05 Luciano da Fontoura Costa

In this work we give precise asymptotic expressions on the probability of the existence of fixed-size components at the threshold of connectivity for random geometric graphs.

离散数学 · 计算机科学 2008-07-23 J. Diaz , D. Mitsche , X. Perez

In the last two decades there was a lot of progress in understanding the geometry of smooth Gaussian fields. This survey aims to cover one particular line of research: the large scale behaviour of level and excursion sets and their…

概率论 · 数学 2022-07-28 Dmitry Beliaev

We study the level-set percolation of the Gaussian free field on Z^d, d bigger or equal to 3. We consider a level alpha such that the excursion-set of the Gaussian free field above alpha percolates. We derive large deviation estimates on…

概率论 · 数学 2015-10-30 Alain-Sol Sznitman

We derive a covariance formula for the number of excursion or level set components of a smooth stationary Gaussian field on $\mathbb{R}^d$ contained in compact domains. We also present two applications of this formula: (1) for fields whose…

概率论 · 数学 2025-10-10 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

The set of visited sites and the number of visited sites are two basic properties of the random walk trajectory. We consider two independent random walks on a hyper-cubic lattice and study ordering probabilities associated with these…

统计力学 · 物理学 2022-11-23 E. Ben-Naim , P. L. Krapivsky

Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using…

概率论 · 数学 2019-04-12 Sergey G. Kobelkov , Vladimir I. Piterbarg

We prove that the set of thick points of the log-correlated Gaussian field contains an unbounded path in sufficiently high dimensions. This contrasts with the two-dimensional case, where Aru, Papon, and Powell (2023) showed that the set of…

概率论 · 数学 2026-02-05 Jian Ding , Ewain Gwynne , Zijie Zhuang

We consider the problem, as suggested by Dembo ($2003$, $2006$), of late points of a simple random walk in two dimensions. It has been shown that the exponents for the numbers of pairs of late points coincide with those of nearly favorite…

概率论 · 数学 2019-02-19 Izumi Okada

We show connection between Dyck paths with peaks of bounded height and random walks. The correspondence between a certain class of random walks and such Dyck paths allows us to develop a probabilistic perspective on Chebyshev polynomials.

组合数学 · 数学 2015-10-20 Ewa J. Infeld

In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, and then minimize the expected volume of the symmetric…

概率论 · 数学 2021-10-15 Abhinav Das , Vitalii Makogin , Evgeny Spodarev

We investigate what happens when an entire sample path of a smooth Gaussian process on a compact interval lies above a high level. Specifically, we determine the precise asymptotic probability of such an event, the extent to which the high…

概率论 · 数学 2017-09-14 Arijit Chakrabarty , Gennady Samorodnitsky

We consider the geometry of random interlacements on the $d$-dimensional lattice. We use ideas from stochastic dimension theory developed in \cite{benjamini2004geometry} to prove the following: Given that two vertices $x,y$ belong to the…

概率论 · 数学 2011-07-19 Eviatar B. Procaccia , Johan Tykesson

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…

概率论 · 数学 2019-01-29 E. Hashorva , S. Kobelkov , V. I. Piterbarg

We study the connectivity of the excursion sets of additive Gaussian fields, i.e.\ stationary centred Gaussian fields whose covariance function decomposes into a sum of terms that depend separately on the coordinates. Our main result is…

概率论 · 数学 2025-11-20 Stephen Muirhead
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