相关论文: Gaussian random fields on the sphere and sphere cr…
Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…
In the article, Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order $n\in\mathbb{N}$ is treated. We give sufficient conditions for the considered processes to have paths in the…
We generate random Gaussian turbulent velocity fields with a Kolmogorov spectrum and use these to obtain synthetic line-of-sight velocity profiles. The profiles are found to be similar to line profiles observed in molecular clouds. We…
These lectures notes give an introduction to the fast developing area of research dealing with perturbative descriptions of the gravitational instability in an expanding universe. I just sketch the outlines of some proofs, and many…
We prove sandwich theorems and a Tauberian theorem in the space of compact metric measure spaces, endowed with the Gromov-Hausdorff-Prokhorov (GHP) topology. These results hold with respect to a close relative of Gromov's Lipschitz order.…
Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…
Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…
Gaussian fields (GFs) are frequently used in spatial statistics for their versatility. The associated computational cost can be a bottleneck, especially in realistic applications. It has been shown that computational efficiency can be…
We provide uniform bounds and asymptotics for the probability that a two-dimensional discrete Gaussian free field on an annulus-like domain and with Dirichlet boundary conditions stays negative as the ratio of the radii of the inner and the…
We estimate the probability that the discrete Gaussian free field on a planar domain with Dirichlet boundary conditions stays positive in the bulk. Improving upon the result by Bolthausen, Deuschel and Giacomin from 2001, we derive the…
The presented paper is devoted to statistical modeling of Gaussian scalar real random fields inside a three-dimensional sphere (ball). We propose a statistical model describing the spatial heterogeneity in a unit ball and a numerical…
We study the quasilinear evolution of the one-point probability density functions (PDFs) of the smoothed density and velocity fields in a cosmological gravitating system beginning with Gaussian initial fluctuations. Our analytic results are…
We propose a new approach based on the path integral formalism to the calculation of the probability distribution functions of quadratic quantities of the Gaussian polymer chain in d-dimensional space, such as the radius of gyration and…
We study a geometric property related to spherical hyperplane tessellations in $\mathbb{R}^{d}$. We first consider a fixed $x$ on the Euclidean sphere and tessellations with $M \gg d$ hyperplanes passing through the origin having normal…
We consider two-dimensional N=(2,2) supersymmetric gauge theory on discretized Riemann surfaces. We find that the discretized theory can be efficiently described by using graph theory, where the bosonic and fermionic fields are regarded as…
In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…
This paper first strictly proved that the growth of the second moment of a large class of Gaussian processes is not greater than power function and the covariance matrix is strictly positive definite. Under these two conditions, the maximum…
Steady statistics of a passive scalar advected by a random two-dimensional flow of an incompressible fluid is described in the range of scales between the correlation length of the flow and the diffusion scale. That corresponds to the…
Let $X_{\alpha}=\{X_{\alpha}(t),t\in T\}$, $\alpha>0$, be an $\alpha$-permanental process with kernel $u(s,t)$. We show that $X^{1/2}_{\alpha}$ is a subgaussian process with respect to the metric $\sigma (s,t)=…
We investigate the relationship between ergodicity and asymptotic Gaussianity of isotropic spherical random fields, in the high-resolution (or high-frequency) limit. In particular, our results suggest that under a wide variety of…