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相关论文: The maximum of log-correlated Gaussian fields in r…

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We show that the centered maximum of a sequence of log-correlated Gaussian fields in any dimension converges in distribution, under the assumption that the covariances of the fields converge in a suitable sense. We identify the limit as a…

概率论 · 数学 2024-02-23 Jian Ding , Rishideep Roy , Ofer Zeitouni

For $0<\beta<6\pi$, we prove that the distribution of the centred maximum of the $\epsilon$-regularised continuum sine-Gordon field on the two-dimensional torus converges to a randomly shifted Gumbel distribution as $\epsilon \to 0$. Our…

概率论 · 数学 2023-10-12 Roland Bauerschmidt , Michael Hofstetter

We study the maximum of a Gaussian field on $[0,1]^\d$ ($\d \geq 1$) whose correlations decay logarithmically with the distance. Kahane \cite{Kah85} introduced this model to construct mathematically the Gaussian multiplicative chaos in the…

概率论 · 数学 2014-04-28 Thomas Madaule

We continue the study of the maximum of the scale-inhomogeneous discrete Gaussian free field in dimension two. In this paper, we consider the regime of weak correlations and prove the convergence in law of the centred maximum to a randomly…

概率论 · 数学 2020-10-05 Maximilian Fels , Lisa Hartung

We consider a family of centered Gaussian fields on the d-dimensional unit box, whose covariance decreases logarithmically in the distance between points. We prove tightness of the recentered maximum of the Gaussian fields and provide…

概率论 · 数学 2013-11-11 Javier Acosta

We show that the rescaled maximum of the discrete Gaussian Free Field (DGFF) in dimension larger or equal to 3 is in the maximal domain of attraction of the Gumbel distribution. The result holds both for the infinite-volume field as well as…

概率论 · 数学 2016-04-05 Alberto Chiarini , Alessandra Cipriani , Rajat Subhra Hazra

We consider the maximum of the discrete two dimensional Gaussian free field in a box, and prove the existence of a (dense) deterministic subsequence along which the maximum, centered at its mean, is tight; this still leaves open the…

概率论 · 数学 2010-06-29 Erwin Bolthausen , Jean-Dominique Deuschel , Ofer Zeitouni

We investigate the order of the maximum of the integer-valued Gaussian free field in two dimensions, and show that it grows logarithmically with the size of the box. Our treatment follows closely that of a recent paper by Kharash and Peled…

概率论 · 数学 2019-07-23 Mateo Wirth

We consider discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{d}$, $d \geq 2$, including i.i.d.\ supercritical percolation clusters, where the conductances are possibly unbounded…

概率论 · 数学 2025-08-26 Sebastian Andres , Martin Slowik , Anna-Lisa Sokol

We consider the two-dimensional Gaussian Free Field on a box of side length $N$, with Dirichlet boundary data, and prove the convergence of the law of the recentered maximum of the field.

概率论 · 数学 2015-07-06 Maury Bramson , Jian Ding , Ofer Zeitouni

We consider the maximum of the discrete two dimensional Gaussian free field (GFF) in a box, and prove that its maximum, centered at its mean, is tight, settling a long-standing conjecture. The proof combines a recent observation of…

概率论 · 数学 2010-09-20 Maury Bramson , Ofer Zeitouni

Motivated by the papers of Piterbarg (2004) and H\"{u}sler (2004), in this paper the asymptotic relation between the maximum of a continuous dependent homogeneous Gaussian random field and the maximum of this field sampled at discrete time…

概率论 · 数学 2015-02-05 Zhongquan Tan , Kaiyong Wang

We consider in this paper the collection of near maxima of the discrete, two dimensional Gaussian free field in a box with Dirichlet boundary conditions. We provide a rough description of the geometry of the set of near maxima, estimates on…

概率论 · 数学 2013-04-09 Jian Ding , Ofer Zeitouni

The assumption that the elements of the cost matrix in the classical assignment problem are drawn independently from a standard Gaussian distribution motivates the study of a particular Gaussian field indexed by the symmetric permutation…

概率论 · 数学 2021-02-24 Gilles Mordant , Johan Segers

We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…

宇宙学与河外天体物理 · 物理学 2015-05-27 S. Colombi , O. Davis , J. Devriendt , S. Prunet , J. Silk

Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an…

统计理论 · 数学 2008-06-27 Yuval Nardi , David O. Siegmund , Benjamin Yakir

We study occurrences of patterns on clusters of size n in random fields on Z^d. We prove that for a given pattern, there is a constant a>0 such that the probability that this pattern occurs at most an times on a cluster of size n is…

概率论 · 数学 2008-03-13 Remco van der Hofstad , Wouter Kager

We study two dimensional massless field in a box with potential $V\left( \nabla \phi \left( \cdot \right) \right) $ and zero boundary condition, where $V$ is any symmetric and uniformly convex function. Naddaf-Spencer and Miller proved the…

概率论 · 数学 2019-06-19 David Belius , Wei Wu

We prove that the set of thick points of the log-correlated Gaussian field contains an unbounded path in sufficiently high dimensions. This contrasts with the two-dimensional case, where Aru, Papon, and Powell (2023) showed that the set of…

概率论 · 数学 2026-02-05 Jian Ding , Ewain Gwynne , Zijie Zhuang

Motivated by recently discovered relations between logarithmically correlated Gaussian processes and characteristic polynomials of large random $N \times N$ matrices $H$ from the Gaussian Unitary Ensemble (GUE), we consider the problem of…

数学物理 · 物理学 2016-09-28 Yan V. Fyodorov , Nicholas J. Simm
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