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The d-dimensional Gaussian free field (GFF), also called the (Euclidean bosonic) massless free field, is a d-dimensional-time analog of Brownian motion. Just as Brownian motion is the limit of the simple random walk (when time and space are…

We study the slow-roll inflation models, where the inflaton slow-rolls along a trajectory whose orthogonal directions are lifted by potentials with masses of order the Hubble parameter. In these models large non-Gaussianities can be…

Enhancements of primordial curvature fluctuations in single field inflation often involve departures from attractor trajectories in the phase space. We study enhancement/suppression of primordial fluctuations in one of the simplest models…

This contribution establishes exact tail asymptotics of $\sup_{(s,t)\in\mathbf{E}}$ $X(s,t)$ for a large class of nonhomogeneous Gaussian random fields $X$ on a bounded convex set $\mathbf{E}\subset\mathbb{R}^2$, with variance function that…

We study distributional properties of a quadratic form of a stationary functional time series under mild moment conditions. As an important application, we obtain consistency rates of estimators of spectral density operators and prove joint…

In a differential approach elaborated, we study the evolution of the parameters of Gaussian, mixed, continuous variable density matrices, whose dynamics are given by Hermitian Hamiltonians expressed as quadratic forms of the position and…

The amplification of magnetic fields in a highly conducting fluid is studied numerically. During growth, the magnetic field is spatially intermittent: it does not uniformly fill the volume, but is concentrated in long thin folded…

The set-indexed fractional Brownian motion (sifBm) has been defined by Herbin-Merzbach (2006) for indices that are subsets of a metric measure space. In this paper, the sifBm is proved to statisfy a strenghtened definition of increment…

Random fields play a central role in the analysis of spatially correlated data and, as a result, have a significant impact on a broad array of scientific applications. This paper studies the cepstral random field model, providing recursive…

Totally symmetric arbitrary spin conformal fields in (A)dS space of even dimension greater than or equal to four are studied. Ordinary-derivative and gauge invariant Lagrangian formulation for such fields is obtained. Gauge symmetries are…

Gaussian random fields pervade all areas of science. However, it is often the departures from Gaussianity that carry the crucial signature of the nonlinear mechanisms at the heart of diverse phenomena, ranging from structure formation in…

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…

We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is…

Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of…

We show the equivalence between the three approximation schemes for self-interacting (1+1)-D scalar field theories. Based on rigorous results of [1, 2], we are able to prove that the Gaussian approximation is very precise for certain limits…

Random field models are mathematical structures used in the study of stochastic complex systems. In this paper, we compute the shape operator of Gaussian random field manifolds using the first and second fundamental forms (Fisher…

We consider fractional Brownian motion with the Hurst parameters from (1/2,1). We found that the increment of a fractional Brownian motion can be represented as the sum of a two independent Gaussian processes one of which is smooth in the…

For refracted skew Brownian motion (skew Brownian motion with two-valued drift), adopting a perturbation approach we find expressions of its potential densities. As applications, we recover its transition density and study its long-time…

We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…

We study some Skellam-type spatial point processes. As a particular case, we consider a Skellam random field (SRF) on the positive quadrant of the plane, which is a two parameter L\'evy process with rectangular increments. A weak…