相关论文: Derivatives of Gaussian multiplicative chaos
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…
We prove that if $f(n)$ is a Steinhaus or Rademacher random multiplicative function, there almost surely exist arbitrarily large values of $x$ for which $|\sum_{n \leq x} f(n)| \geq \sqrt{x} (\log\log x)^{1/4+o(1)}$. This is the first such…
As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a convenient bridge for connecting intractable mathematical expressions with actionable…
Upper bounds for GCD sums of the form [\sum_{k,{\ell}=1}^N\frac{(\gcd(n_k,n_{\ell}))^{2\alpha}}{(n_k n_{\ell})^\alpha}] are proved, where $(n_k)_{1 \leq k \leq N}$ is any sequence of distinct positive integers and $0<\alpha \le 1$; the…
We show that a necessary and sufficient condition for the sum of iid random vectors to converge (under appropriate shifting and scaling) to a multivariate Gaussian distribution is that the truncated second moment matrix is slowly varying at…
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…
Gaussian processes are the gold standard for many real-world modeling problems, especially in cases where a model's success hinges upon its ability to faithfully represent predictive uncertainty. These problems typically exist as parts of…
We investigate the right tail behavior of a certain class of GMC ratios, reminiscent of H\"older's inequality. We start with a heuristic argument to justify the optimal exponent in the tail estimate. Since Kahane's convexity inequality does…
In this short note we study how well a Gaussian distribution can be approximated by distributions supported on $[-a,a]$. Perhaps, the natural conjecture is that for large $a$ the almost optimal choice is given by truncating the Gaussian to…
We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…
A moderate deviation principle as well as moderate and large deviation inequalities for a sequence of elements living inside a fixed Wiener chaos associated with an isonormal Gaussian process are shown. The conditions under which the…
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…
We apply the approximate dynamics derived from the Gaussian time-dependent variational principle to the Hamiltonian $ \hat H= {1/2}(\hat p_x ^2+ \hat p_y ^2)+ {1/2}\hat x^2\hat y^2$, which is strongly chaotic in the classical limit. We are…
Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…
We employ perturbative RG and $\epsilon$-expansion to study multi-critical single-scalar field theories with higher derivative kinetic terms of the form $\phi(-\Box)^k\phi$. We focus on those with a $\mathbb{Z}_2$-symmetric critical point…
Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…
In this paper, we study random features manifested in components of energy eigenfunctions of quantum chaotic systems, given in the basis of unperturbed, integrable systems. Based on semiclassical analysis, particularly on Berry's…
Composite likelihood usually ignores dependencies among response components, while variational approximation to likelihood ignores dependencies among parameter components. We derive a Gaussian variational approximation to the composite…
Our main aim in this paper is to promote the coframe variational method as a unified approach to derive field equations for any given gravitational action containing the algebraic functions of the scalars constructed from the Riemann…
This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…