相关论文: Finite range decompositions of Gaussian fields wit…

We prove that the connectivity of the level sets of a wide class of smooth centred planar Gaussian fields exhibits a phase transition at the zero level that is analogous to the phase transition in Bernoulli percolation. In addition to…

We establish the sharpness of the phase transition for a wide class of Gaussian percolation models, on $\mathbb{Z}^d$ or $\mathbb{R}^d$, $d \ge 2$, with correlations decaying at least algebraically with exponent $\alpha > 0$, including the…

We present a simple method to decompose the Green forms corresponding to a large class of interesting symmetric Dirichlet forms into integrals over symmetric positive semi-definite and finite range (properly supported) forms that are…

We investigate level-set percolation of the discrete Gaussian free field on $\mathbb{Z}^d$, $d\geq 3$, in the strongly percolative regime. We consider the event that the level-set of the Gaussian free field below a level $\alpha$…

We investigate level-set percolation of the Gaussian free field on transient trees, for instance on super-critical Galton-Watson trees conditioned on non-extinction. Recently developed Dynkin-type isomorphism theorems provide a comparison…

We consider continuous-time random interlacements on Z^d, d greater or equal to 3, and investigate the percolation model where a site x of Z^d is occupied if the total amount of time spent at x by all the trajectories of the interlacement…

We consider a family of gradient Gaussian vector fields on the torus $(\mathbb{Z}/L^N\mathbb{Z})^d$. Adams, Koteck\'{y}, M\"{u}ller and independently Bauerschmidt established the existence of a uniform finite range decomposition of the…

Smooth random Gaussian functions play an important role in mathematical physics, a main example being the random plane wave model conjectured by Berry to give a universal description of high-energy eigenfunctions of the Laplacian on generic…

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…

We consider the level-sets of continuous Gaussian fields on $\mathbb{R}^d$ above a certain level $-\ell\in \mathbb{R}$, which defines a percolation model as $\ell$ varies. We assume that the covariance kernel satisfies certain regularity,…

We study the level-set percolation of the Gaussian free field on Z^d, d bigger or equal to 3. We consider a level alpha such that the excursion-set of the Gaussian free field above alpha percolates. We derive large deviation estimates on…

We propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the…

We study real left-invariant spin Gaussian fields on $SO(3)$, a special class of non-isotropic random fields used to model the polarization of the Cosmic Microwave Background. Leveraging recent results from "New chaos decomposition of…

Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…

Classical Gaussian white noise in communications and signal processing is viewed as the limit of zero mean second order Gaussian processes with a compactly supported flat spectral density as the support goes to infinity. The difficulty of…

We develop techniques to study the phase transition for planar Gaussian percolation models that are not (necessarily) positively correlated. These models lack the property of positive associations (also known as the `FKG inequality'), and…

The objective of the paper is to characterize the Gaussian free field as a stationary solution of the heat equation with additive space-time white noise. In the case of whole space, the investigation leads to other types of Gaussian fields,…

An effective formalism for white noise analysis, conceptually equivalent to Wilsonian renormalization theory, is introduced. Space-time gets represented by a boolean lattice of coarse regions, energy scales become space-time partitions by…

Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…

Motivated by change point problems in time series and the detection of textured objects in images, we consider the problem of detecting a piece of a Gaussian Markov random field hidden in white Gaussian noise. We derive minimax lower bounds…