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

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In the spirit of [M. Biskup & O. Louidor, Adv. Math. 330 (2018)], we study the local structure of $\star$-scale invariant fields -- a class of log-correlated Gaussian fields -- around their extremal points by characterising the law of the…

概率论 · 数学 2026-05-01 Federico Bertacco , Martin Hairer

We study the high excursion probability of a centered Gaussian field on a square. Writing \(\sigma\) and \(r\) for its standard deviation and correlation function, we assume that \(\sigma\) has a unique maximum at the corner…

概率论 · 数学 2026-05-22 Svyatoslav Novikov

We investigate the maximal non-critical cluster in a big box in various percolation-type models. We investigate its typical size, and the fluctuations around this typical size. The limit law of these fluctuations are related to maxima of…

概率论 · 数学 2007-05-23 Remco van der Hofstad , Frank Redig

We characterize the structure of maximum-size sum-free subsets of a random subset of an Abelian group $G$. In particular, we determine the threshold $p_c \approx \sqrt{\log n / n}$ above which, with high probability as $|G| \to \infty$,…

组合数学 · 数学 2012-11-19 József Balogh , Robert Morris , Wojciech Samotij

We determine the leading order of the maximum of the random potential associated to a two-dimensional Coulomb gas for general $\beta$ and general confinement potential, extending the recent result of Lambert-Lebl\'e-Zeitouni. In the case…

概率论 · 数学 2024-03-04 Luke Peilen

This paper derives a new strong Gaussian approximation bound for the sum of independent random vectors. The approach relies on the optimal transport theory and yields \textit{explicit} dependence on the dimension size $p$ and the sample…

统计理论 · 数学 2021-09-06 Nazar Buzun , Nikolay Shvetsov , Dmitry V. Dylov

Let $(X_i)_{1 \le i \le n}$ be independent and identically distributed (i.i.d.) standard Gaussian random variables, and denote by $X_{(n)} = \max_{1 \le i \le n} X_i$ the maximum order statistic. It is well-known in extreme value theory…

概率论 · 数学 2025-07-15 Yutao Ma , Bingjie Tian

We consider a stationary random field indexed by an increasing sequence of subsets of $\mathbb{Z}^d$ obeying a very broad geometrical assumption on how the sequence expands. Under certain mixing and local conditions, we show how the tail…

概率论 · 数学 2022-01-19 Anders Rønn-Nielsen , Mads Stehr

We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scaling with the dimension of the Gaussian vectors only through…

统计理论 · 数学 2024-08-27 Alexandre Belloni , Ethan X. Fang , Shuting Shen

We consider the Gaussian free field on the torus whose covariance kernel is given by the zero-average Green's function. We show that for dimension $d\ge 3$, the extremal point process associated with this field converges weakly to a Poisson…

概率论 · 数学 2024-05-31 Sayan Das , Rajat Subhra Hazra

Many low temperature disordered systems are expected to exhibit Poisson-Dirichlet (PD) statistics. In this paper, we focus on the case when the underlying disorder is a logarithmically correlated Gaussian process $\phi_N$ on the box…

概率论 · 数学 2023-02-15 Shirshendu Ganguly , Kyeongsik Nam

We consider the Gaussian interface model in the presence of random external fields, that is the finite volume (random) Gibbs measure on $\mathbb{R}^{\Lambda_N}$, $\Lambda_N=[-N, N]^d\cap \mathbb{Z}^d$ with Hamiltonian $H_N(\phi)=…

概率论 · 数学 2024-03-29 Hironobu Sakagawa

Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…

概率论 · 数学 2018-11-20 László Györfi , Norbert Henze , Harro Walk

We consider continuous time random interlacements on $\mathbb{Z}^d$, $d \ge 3$, and characterize the distribution of the corresponding stationary random field of occupation times. When d = 3, we relate this random field to the…

概率论 · 数学 2012-10-30 Alain-Sol Sznitman

We study in depth the nesting graph and volume distribution of the nodal domains of a Gaussian field, which have been shown in previous works to exhibit asymptotic laws. A striking link is established between the asymptotic mean…

概率论 · 数学 2019-01-28 Dmitry Beliaev , Stephen Muirhead , Igor Wigman

We study the local structure of the extremal process associated with the Discrete Gaussian Free Field (DGFF) in scaled-up (square-)lattice versions of bounded open planar domains subject to mild regularity conditions on the boundary. We…

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

We study level-set percolation for Gaussian free fields on metric graphs. In two dimensions, we give an upper bound on the chemical distance between the two boundaries of a macroscopic annulus. Our bound holds with high probability…

概率论 · 数学 2019-03-14 Jian Ding , Mateo Wirth

For a skew normal random sequence, convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansion of the distribution of the normalized maximum is given under an…

统计方法学 · 统计学 2012-12-06 Xin Liao , Zuoxiang Peng , Saralees Nadarajah , Xiaoqian Wang

These notes were written for the mini-course "Extrema of log-correlated random variables: Principles and Examples" at the Introductory School held in January 2015 at the Centre International de Rencontres Math\'ematiques in Marseille. There…

概率论 · 数学 2016-01-05 Louis-Pierre Arguin

Let $\{\xi_n, n\in\Z^d\}$ be a $d$-dimensional array of i.i.d. Gaussian random variables and define $\SSS(A)=\sum_{n\in A} \xi_n$, where $A$ is a finite subset of $\Z^d$. We prove that the appropriately normalized maximum of…

概率论 · 数学 2010-07-05 Zakhar Kabluchko