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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…

概率论 · 数学 2007-05-23 Scott Sheffield

We study a broad class of high-dimensional mean-field exchange models, encompassing both noisy and singular dynamics, along with their dual processes. This includes a generalized version of the averaging process as well as some…

概率论 · 数学 2025-06-17 Pietro Caputo , Matteo Quattropani , Federico Sau

Introduced in 1963, Glauber dynamics is one of the most practiced and extensively studied methods for sampling the Ising model on lattices. It is well known that at high temperatures, the time it takes this chain to mix in $L^1$ on a system…

概率论 · 数学 2015-05-14 Eyal Lubetzky , Allan Sly

The Gaussian Free Field (GFF) in the continuum appears to be the natural generalisation of Brownian motion, when one replaces time by a multidimensional continuous parameter. The goal of these lecture notes is to describe some aspects of…

概率论 · 数学 2021-04-23 Wendelin Werner , Ellen Powell

The Gaussian free field (GFF) is considered in the background of random iso-height islands which is modeled by the site percolation with the occupation probability $p$. To realize GFF, we consider the Poisson equation in the presence of…

统计力学 · 物理学 2018-08-29 J. Cheraghalizadeh , M. N. Najafi , H. Mohammadzadeh

We prove that the phase transition for the Gaussian free field (GFF) is sharp. In comparison to a previous argument due to Rodriguez in 2017 which characterized a $0-1$ law for the Massive Gaussian Free Field by analyzing crossing…

概率论 · 数学 2024-08-08 Pete Rigas

A popular method for sampling from high-dimensional distributions is the \emph{Gibbs sampler}, which iteratively resamples sites from the conditional distribution of the desired measure given the values of the other coordinates. It is…

概率论 · 数学 2025-07-22 Jason Gaitonde , Elchanan Mossel

We consider the discrete Gaussian Free Field (DGFF) in scaled-up (square-lattice) versions of suitably regular continuum domains $D\subset\mathbb C$ and describe the scaling limit, including local structure, of the level sets at heights…

概率论 · 数学 2020-01-06 Marek Biskup , Oren Louidor

We further investigate properties of the Gaussian free field (GFF) on the metric graph associated to a discrete weighted graph (where the edges of the latter are replaced by continuous line-segments of appropriate length) that has been…

概率论 · 数学 2020-06-11 Titus Lupu , Wendelin Werner

We study the ferromagnetic random field Ising model (RFIM) on a graph $G=(V,E)$ having maximal degree $\Delta$, where the external field at each vertex is an i.i.d. random variable. When the random field distribution is sufficiently…

概率论 · 数学 2026-05-05 Yi Han

We study the fluctuations of a random surface in a stochastic growth model on a system of interlacing particles placed on a two dimensional lattice. There are two different types of particles, one with a low jump rate and the other with a…

数学物理 · 物理学 2015-03-19 Maurice Duits

We study a generalization of the notion of Gaussian free field (GFF). Although the extension seems minor, we first show that a generalized GFF does not satisfy the spatial Markov property, unless it is a classical GFF. In stochastic…

概率论 · 数学 2016-11-22 Yu Gu , Jean-Christophe Mourrat

In this paper, we study a random field constructed from the two-dimensional Gaussian free field (GFF) by modifying the variance along the scales in the neighborhood of each point. The construction can be seen as a local martingale transform…

概率论 · 数学 2022-05-25 Louis-Pierre Arguin , Frédéric Ouimet

This work aims to extend the existing results on the Hausdorff dimension of the classical thick point sets of a Gaussian free field (GFF) to a more general class of exceptional sets. We adopt the circle or sphere averaging regularization to…

概率论 · 数学 2018-02-12 Linan Chen

In this article we aim at defining the discrete Gaussian free field (DGFF) on a compact manifold. Since there is no canonical grid approximation of a manifold, we construct a random graph that suitably replaces the square lattice…

概率论 · 数学 2020-01-07 Alessandra Cipriani , Bart van Ginkel

We establish a martingale-type characterisations for the continuum Gaussian free field (GFF) and for fractional Gaussian free fields (FGFs), using their connection to the stochastic heat equation and to fractional stochastic heat equations.…

概率论 · 数学 2025-05-05 Juhan Aru , Guillaume Woessner

Motivated by the need for analysing large spatio-temporal panel data, we introduce a novel dimensionality reduction methodology for $n$-dimensional random fields observed across a number $S$ spatial locations and $T$ time periods. We call…

统计方法学 · 统计学 2023-12-06 Matteo Barigozzi , Davide La Vecchia , Hang Liu

We study the Glauber dynamics for the Ising model on the complete graph, also known as the Curie-Weiss Model. For beta < 1, we prove that the dynamics exhibits a cut-off: the distance to stationarity drops from near 1 to near 0 in a window…

概率论 · 数学 2007-12-11 David A. Levin , Malwina J. Luczak , Yuval Peres

Gaussian graphical model selection is usually studied under independent sampling, but in many applications observations arise from dependent dynamics. We study structure learning when the data consist of a single trajectory of Gaussian…

机器学习 · 计算机科学 2026-05-13 Vignesh Tirukkonda , Anirudh Rayas , Gautam Dasarathy

Consider symmetric simple exclusion processes, with or without Glauber dynamics on the boundary set, on a sequence of connected unweighted graphs $G_N=(V_N,E_N)$ which converge geometrically and spectrally to a compact connected metric…

概率论 · 数学 2021-06-08 Joe P. Chen
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