ترغب بنشر مسار تعليمي؟ اضغط هنا

Extremes of the two-dimensional Gaussian free field with scale-dependent variance

133   0   0.0 ( 0 )
 نشر من قبل Fr\\'ed\\'eric Ouimet
 تاريخ النشر 2015
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

In this paper, we study a random field constructed from the two-dimensional Gaussian free field (GFF) by modifying the variance along the scales in the neighborhood of each point. The construction can be seen as a local martingale transform and is akin to the time-inhomogeneous branching random walk. In the case where the variance takes finitely many values, we compute the first order of the maximum and the log-number of high points. These quantities were obtained by Bolthausen, Deuschel and Giacomin (2001) and Daviaud (2006) when the variance is constant on all scales. The proof relies on a truncated second moment method proposed by Kistler (2015), which streamlines the proof of the previous results. We also discuss possible extensions of the construction to the continuous GFF.

قيم البحث

اقرأ أيضاً

121 - Marek Biskup 2017
These lecture notes offer a gentle introduction to the two-dimensional Discrete Gaussian Free Field with particular attention paid to the scaling limits of the level sets at heights proportional to the absolute maximum. The bulk of the text is based on recent joint papers with O. Louidor and with J. Ding and S. Goswami. Still, new proofs of the tightness and distributional convergence of the centered DGFF maximum are presented that by-pass the use of the modified Branching Random Walk. The text contains a wealth of instructive exercises and a list of open questions and conjectures for future research.
For the Discrete Gaussian Free Field (DGFF) in domains $D_Nsubseteqmathbb Z^2$ arising, via scaling by $N$, from nice domains $Dsubseteqmathbb R^2$, we study the statistics of the values order-$sqrt{log N}$ below the absolute maximum. Encoded as a po int process on $Dtimesmathbb R$, the scaled spatial distribution of these near-extremal level sets in $D_N$ and the field values (in units of $sqrt{log N}$ below the absolute maximum) tends in law as $Ntoinfty$ to the product of the critical Liouville Quantum Gravity (cLQG) $Z^D$ and the Rayleigh law. The convergence holds jointly with the extremal process, for which $Z^D$ enters as the intensity measure of the limiting Poisson point process, and that of the DGFF itself; the cLQG defined by the limit field then coincides with $Z^D$. While the limit near-extremal process is measurable with respect to the limit continuum GFF, the limit extremal process is not. Our results explain why the various ways to norm the lattice cLQG measure lead to the same limit object, modulo overall normalization.
We derive exact asymptotics of $$mathbb{P}left(sup_{tin mathcal{A}}X(t)>uright), ~text{as}~ utoinfty,$$ for a centered Gaussian field $X(t),~tin mathcal{A}subsetmathbb{R}^n$, $n>1$ with continuous sample paths a.s. and general dependence structure, f or which $arg max_{tin {mathcal{A}}} Var(X(t))$ is a Jordan set with finite and positive Lebesque measure of dimension $kleq n$. Our findings are applied to deriving the asymptotics of tail probabilities related to performance tables and dependent chi processes.
59 - Wei Zhou , Zuoxiang Peng 2016
In this paper, joint asymptotics of powered maxima for a triangular array of bivariate powered Gaussian random vectors are considered. Under the Husler-Reiss condition, limiting distributions of powered maxima are derived. Furthermore, the second-ord er expansions of the joint distributions of powered maxima are established under the refined Husler-Reiss condition.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا