相关论文: Gaussian self-similar random fields with distinct …
In this work we give a sense to the notion of orientation for self-similar Gaussian fields with stationary increments, based on a Riesz analysis of these fields, with isotropic zero-mean analysis functions. We propose a structure tensor…
Consider the sum of $d$ many i.i.d. random permutation matrices on $n$ labels along with their transposes. The resulting matrix is the adjacency matrix of a random regular (multi)-graph of degree $2d$ on $n$ vertices. It is known that the…
These are lecture notes from a course given at the CRM in Montreal in 1992. They survey the author's attempts to find and understand canonical probabilistic entities in a local field (e.g. p-adic) setting. We propose answers to the related…
We consider large-scale point fields which naturally appear in the context of the Kardar-Parisi-Zhang (KPZ) phenomenon. Such point fields are geometrical objects formed by points of mass concentration, and by shocks separating the sources…
It is well known that Gaussian polynomials (i.e., $q$-binomials) describe the distribution of the $area$ statistic on monotone paths in a rectangular grid. We introduce two new statistics, $corners$ and $cindex$; attach ``ornaments'' to the…
We provide a new approach, along with extensions, to results in two important papers of Worsley, Siegmund and coworkers closely tied to the statistical analysis of fMRI (functional magnetic resonance imaging) brain data. These papers…
Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial…
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…
We propose a macroscopic realization of planar Brownian motion by vertically vibrated disks. We perform a systematic statistical analysis of many random trajectories of individual disks. The distribution of increments is shown to be almost…
We compute the bispectrum of primordial density perturbations in CMB to second order in the slow-roll parameters of single field inflation. We correct previous results and found that next-to-leading order corrections can be of the same…
We consider Gaussian subordinated L\'evy fields (GSLFs) that arise by subordinating L\'evy processes with positive transformations of Gaussian random fields on some spatial domain $\mathcal{D}\subset \mathbb{R}^d$, $d\geq 1$. The resulting…
Dzhaparidze and Spreij [5] showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This…
We consider scalar field theory defined over a direct product of the real and $p$-adic numbers. An adjustable dynamical scaling exponent $z$ enters into the microscopic lagrangian, so that the Gaussian theories provide a line of fixed…
We study the peak height distribution of certain non-stationary Gaussian random fields. The explicit peak height distribution of smooth, non-stationary Gaussian processes in 1D with general covariance is derived. The formula is determined…
This paper considers the orthogonal expansion of the fractional Brownian motion relative to the Legendre polynomials. Such an expansion has not only theoretical but also practical interest, since it can be applied to approximate and…
We explore the super-horizon evolution of the two-point and three-point correlation functions of the primordial density perturbation in randomly-generated multi-field potentials. We use the Transport method to evolve perturbations and give…
We show that Einstein's main equations for stationary axisymmetric fields in vacuum are equivalent to the motion equations for bosonic strings moving on a special nonflat background. This new representation is based on the analysis of…
We consider a versatile matrix model of the form ${\bf A}+i {\bf B}$, where ${\bf A}$ and ${\bf B}$ are real random circulant matrices with independent but, in general, nonidentically distributed Gaussian entries. For this model, we derive…
We compute the amplitude of the non-Gaussianities in inflationary models with multiple, uncoupled scalar fields. This calculation thus applies to all models of assisted inflation, including N-flation, where inflation is driven by multiple…
We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…