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We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose…

统计理论 · 数学 2012-07-24 Helene Gehrmann , Steffen L. Lauritzen

We characterize the absolute continuity of the law and the Malliavin-Sobolev regularity of random nodal volumes associated with smooth Gaussian fields on generic $\mathcal{C}^2$ manifolds with arbitrary dimension. Our results extend and…

概率论 · 数学 2024-05-02 Giovanni Peccati , Michele Stecconi

Random fields in nature often have, to a good approximation, Gaussian characteristics. For such fields, the relative densities of umbilical points -- topological defects which can be classified into three types -- have certain fixed values.…

统计力学 · 物理学 2013-08-09 A. M. Turner , T. H. Beuman , V. Vitelli

In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

概率论 · 数学 2019-02-12 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan

A uniform asymptotic theory of the free-space paraxial propagation of coherent flattened Gaussian beams is proposed in the limit of nonsmall Fresnel numbers. The pivotal role played by the error function in the mathematical description of…

光学 · 物理学 2016-01-20 Riccardo Borghi

We investigate the spectrum for partial sums of m position (or gaussian) operators on monotone Fock space based on $\ell^2(\mathbb{N})$. In the basic case of the first consecutive operators, we prove it coincides with the support of the…

算子代数 · 数学 2018-12-21 Vitonofrio Crismale , Yun Gang Lu

This note deals with nodal domains of random monochromatic plane waves. It was shown by Nazarov and Sodin that the expected number of such nodal domains included in a disk of radius $R$ is proportional to $\pi R^2$ in the large $R$ limit.…

数学物理 · 物理学 2018-09-14 Maxime Ingremeau , Alejandro Rivera

Let $G_n$ be the genus of a two-dimensional surface obtained by gluing, uniformly at random, the sides of an $n$-gon. Recently Linial and Nowik proved, via an enumerational formula due to Harer and Zagier, that the expected value of $G_n$…

组合数学 · 数学 2011-09-16 Sergei Chmutov , Boris Pittel

We develop criteria for hitting probabilities of anisotropic Gaussian random fields with associated canonical pseudo-metric given by a class of gauge functions. This yields lower and upper bounds in terms of general notions of capacity and…

概率论 · 数学 2021-03-02 Adrián Hinojosa-Calleja , Marta Sanz-Solé

We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already…

概率论 · 数学 2020-12-25 Julien Randon-Furling , Dmitry Zaporozhets

A lot of efforts have been devoted in the last decade to the investigation of the high-frequency behaviour of geometric functionals for the excursion sets of random spherical harmonics, i.e., Gaussian eigenfunctions for the spherical…

概率论 · 数学 2021-12-10 Domenico Marinucci

Through refined asymptotic analysis based on the normal approximation, we study how higher-order coding performance depends on the mean power as well as on finer statistics of the input power. We introduce a multifaceted power model in…

信息论 · 计算机科学 2026-05-13 Adeel Mahmood , Aaron B. Wagner

We consider the nodal length $L(\lambda)$ of the restriction to a ball of radius $r_\lambda$ of a {\it Gaussian pullback monochromatic random wave} of parameter $\lambda>0$ associated with a Riemann surface $(\mathcal M,g)$ without…

概率论 · 数学 2020-05-15 Gauthier Dierickx , Ivan Nourdin , Giovanni Peccati , Maurizia Rossi

In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the…

概率论 · 数学 2011-02-11 Domenico Marinucci

In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…

概率论 · 数学 2020-05-25 Valentin Konakov , Vladimir Panov , Vladimir Piterbarg

We consider vectors of random variables, obtained by restricting the length of the nodal set of Berry's random wave model to a finite collection of (possibly overlapping) smooth compact subsets of $\mathbb{R}^2$. Our main result shows that,…

概率论 · 数学 2020-01-29 Giovanni Peccati , Anna Vidotto

In a previous paper (gr-qc/0105100) we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by…

广义相对论与量子宇宙学 · 物理学 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This…

The capacity of multiple-input multiple-output additive white Gaussian noise channels is investigated under peak amplitude constraints on the norm of the input vector. New insights on the capacity-achieving input distribution are presented.…

信息论 · 计算机科学 2021-05-06 Antonino Favano , Marco Ferrari , Maurizio Magarini , Luca Barletta

We address propagation and entanglement of Gaussian states in optical media characterised by non-trivial spectral densities. In particular, we consider environments with a finite bandwidth and show that in the low temperature regime: i)…

量子物理 · 物理学 2025-02-18 Berihu Teklu , Matteo Bina , Matteo G. A. Paris