相关论文: Number Density of Peaks in a Chi-Squared Field

We show that in a hierarchical clustering model the low-order statistics of the density and the peculiar velocity fields can all be modelled semianalytically for a given cosmology and an initial density perturbation power spectrum $P(k)$.…

The excess power, energy and intensity of a random electromagnetic field above a high threshold level are characterized based on a Slepian--Kac model for upcrossings. For quasi-static fields, the probability distribution of the excess…

We study the density of states in graphene at high magnetic field, when the physics is dominated by strong correlations between electrons. In particular we use the method of Haldane pseudopotentials to focus on almost empty or almost filled…

The work presents a proof of convergence of the density of energy levels to a Gaussian distribution for a wide class of quadratic forms of Fermi operators. This general result applies also to quadratic operators with disorder, e.g.,…

We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…

Chi-square processes with trend appear naturally as limiting processes in various statistical models. In this paper we are concerned with the exact tail asymptotics of the supremum taken over (0; 1) of a class of locally stationary…

It was recently noticed that high-energy scattering processes in QCD have a stochastic nature. An event-by-event scattering amplitude is characterised by a saturation scale which is a random variable. The statistical ensemble of saturation…

The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…

We establish a connection between the structure of a stationary symmetric alpha-stable random field (0 < alpha < 2) and ergodic theory of non-singular group actions, elaborating on a previous work by Rosinski (2000). With the help of this…

Let $\G(v,e)$ be the set of all simple graphs with $v$ vertices and $e$ edges and let $P_2(G)=\sum d_i^2$ denote the sum of the squares of the degrees, $d_1, >..., d_v$, of the vertices of $G$. It is known that the maximum value of $P_2(G)$…

We consider stochastic optimization problems with possibly nonsmooth integrands posed in Banach spaces and approximate these stochastic programs via a sample-based approaches. We establish the consistency of approximate Clarke stationary…

The concept of discrepancy plays an important role in the study of uniformity properties of point sets. For sets of random points, the discrepancy is a random variable. We apply techniques from quantum field theory to translate the problem…

A simple and efficient method for characterization of multidimensional Gaussian states is suggested and experimentally demonstrated. Our scheme shows analogies with tomography of finite dimensional quantum states, with the covariance matrix…

In condensed-matter, level statistics has long been used to characterize the phases of a disordered system. We provide evidence within the context of a simple model that in a disordered large-N gauge theory with a gravity dual, there exist…

We consider the stochastic quantization method for scalar fields defined in a curved manifold and also in a flat space-time with event horizon. The two-point function associated to a massive self-interacting scalar field is evaluated, up to…

We consider the stochastic quantization method for scalar fields defined in a curved manifold. The two-point function associated to a massive self-interacting scalar field is evaluated, up to the first order level in the coupling constant…

Pearson's chi-squared test is widely used to test the goodness of fit between categorical data and a given discrete distribution function. When the number of sets of the categorical data, say $k$, is a fixed integer, Pearson's chi-squared…

The pointwise maximum of two independent and identically distributed isotropic fractional Brownian fields (with Hurst parameter $H<1/2$) is observed in a family of points in the unit square $\mathbf{C}=(-1/2,1/2]^{2}$. We assume that these…

We investigate the stationary measure $\pi$ of SDEs driven by additive fractional noise with any Hurst parameter and establish that $\pi$ admits a smooth Lebesgue density obeying both Gaussian-type lower and upper bounds. The proofs are…

We derive the general solution for counting the stationary points of mean-field complex landscapes. It incorporates Parisi's solution for the ground state, as it should. Using this solution, we count the stationary points of two models: one…