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Suppose $k$ balls are dropped into $n$ boxes independently with uniform probability, where $n, k$ are large with ratio approximately equal to some positive real $\lambda$. The maximum box count has a counterintuitive behavior: first of all,…

概率论 · 数学 2020-10-20 Andrea Ottolini

We establish a strong coupling between the Liouville model and the Gaussian free field on the two dimensional torus in the $L^1$ phase $\beta \in (0, 8\pi)$, such that the difference of the two fields is a H\"older continuous function. The…

概率论 · 数学 2025-08-22 Michael Hofstetter , Ofer Zeitouni

We study the connectivity of the excursion sets of additive Gaussian fields, i.e.\ stationary centred Gaussian fields whose covariance function decomposes into a sum of terms that depend separately on the coordinates. Our main result is…

概率论 · 数学 2025-11-20 Stephen Muirhead

We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.

概率论 · 数学 2016-01-07 Luísa Pereira , Zhongquan Tan

Using a recently developed method to simulate percolation on large clusters of distributed machines [N. R. Moloney and G. Pruessner, Phys. Rev. E 67, 037701 (2003)], we have numerically calculated crossing, spanning and wrapping…

统计力学 · 物理学 2007-05-23 Gunnar Pruessner , Nicholas R. Moloney

We study level-set percolation of the Gaussian free field on the infinite $d$-regular tree for fixed $d\geq 3$. Denoting by $h_\star$ the critical value, we obtain the following results: for $h>h_\star$ we derive estimates on conditional…

概率论 · 数学 2019-09-05 Angelo Abächerli , Jiří Černý

We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel,…

概率论 · 数学 2012-01-10 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

A 1-independent bond percolation model on a graph $G$ is a probability distribution on the spanning subgraphs of $G$ in which, for all vertex-disjoint sets of edges $S_1$ and $S_2$, the states of the edges in $S_1$ are independent of the…

概率论 · 数学 2025-06-24 Paul Balister , Tom Johnston , Michael Savery , Alex Scott

It is known that the number of points in the largest cluster of a percolating Poisson process restricted to a large finite box is asymptotically normal. In this note, we establish a rate of convergence for the statement. As each point in…

概率论 · 数学 2023-09-08 Tiffany Y. Y. Lo , Aihua Xia

This is the first in a series of two works which study the discrete Gaussian free field on the binary tree when all leaves are conditioned to be positive. In this work, we obtain sharp asymptotics for the probability of this "hard-wall…

概率论 · 数学 2024-09-04 Maximilian Fels , Lisa Hartung , Oren Louidor

This paper addresses the question of when projections of a high-dimensional random vector are approximately Gaussian. This problem has been studied previously in the context of high-dimensional data analysis, where the focus is on…

信息论 · 计算机科学 2017-01-02 Galen Reeves

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

概率论 · 数学 2017-08-29 Magda Peligrad , Na Zhang

We consider the lattice version of the free field in two dimensions and study the fractal structure of the sets where the field is unusually high (or low). We then extend some of our computations to the case of the free field conditioned on…

概率论 · 数学 2007-05-23 Olivier Daviaud

This paper analyzes the support of the conditional distribution of optimal martingale transport plans in higher dimension. In the context of a distance coupling in dimension larger than 2, previous results established by Ghoussoub, Kim &…

概率论 · 数学 2018-11-07 Hadrien De March

We consider the Gaussian free field on two-dimensional slabs with a thickness described by a height $h$ at spatial scale $N$. We investigate the radius of critical clusters for the associated cable-graph percolation problem, which depends…

概率论 · 数学 2025-12-08 Pierre-François Rodriguez , Wen Zhang

We realized one dimensional disordered photonic structures by grouping high refractive index layers in clusters, randomly distributed in such structure. We have control on the maximum size of the cluster and on the ratio high-low refractive…

材料科学 · 物理学 2016-09-21 Michele Bellingeri , Francesco Scotognella

This work is concerned with fractional Gaussian fields, i.e. Gaussian fields whose covariance operator is given by the inverse fractional Laplacian $(-\Delta)^{-s}$ (where, in particular, we include the case $s >1$). We define a lattice…

概率论 · 数学 2025-06-17 Nicola De Nitti , Florian Schweiger

We study the conductivity of a class of disordered continuum systems represented by the Swiss-cheese model, where the conducting medium is the space between randomly placed spherical holes, near the percolation threshold. This model can be…

统计力学 · 物理学 2009-11-07 Olaf Stenull , Hans-Karl Janssen

This is the first of a three paper series in which we present a comprehensive study of the extreme value theory of the scale-inhomogeneous discrete Gaussian free field. This model was introduced by Arguin and Ouimet who computed the first…

概率论 · 数学 2020-08-04 Maximilian Fels

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…

数值分析 · 数学 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang