Small values and functional laws of the iterated logarithm for operator fractional Brownian motion
Open MathematicsThe multivariate Gaussian random fields with matrix-based scaling laws are widely used for inference in statistics and many applied areas. In such contexts, interests are often Hölder regularities of spatial surfaces in any given direction.
Wang Wensheng, Dong Jingshuang
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On the Newman Conjecture [PDF]
, 2011 We consider a random field, defined on an integer-valued d-dimensional lattice, with covariance function satisfying a condition more general than summability.
Bulinski, Alexander
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The Existence of Pair Potential Corresponding to Specified Density and Pair Correlation
, 2009 Given a potential of pair interaction and a value of activity, one can consider the Gibbs distribution in a finite domain $\Lambda \subset \mathbb{Z}^d$.
A Lenard +8 more
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On the Equality of Sharp and Germ - Fields for Gaussian Processes and Fields [PDF]
, 2004 2000 Mathematics Subject Classification: 60G15, 60G60; secondary 31B15, 31B25, 60H15We investigate the relationship between the sigma-field and the infinitesimal or germ sigma ...
Pitt, Loren D., Robeva, Raina S.
core
Fast simulation of Gaussian random fields
, 2011 Fast Fourier transforms are used to develop algorithms for the fast generation of correlated Gaussian random fields on d-dimensional rectangular regions.
Lang, Annika, Potthoff, Jürgen
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On the capacity functional of excursion sets of Gaussian random fields on $\R^2$ [PDF]
, 2014 When a random field $(X_t, \ t\in {\mathbb R}^2)$ is thresholded on a given level $u$, the excursion set is given by its indicator $~1_{[u, \infty)}(X_t)$.
Kratz, Marie, Nagel, Werner
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Regularity of SLE in ( t , κ ) and refined GRR estimates. [PDF]
Probab Theory Relat Fields, 2021 Friz PK, Tran H, Yuan Y.
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Density of imaginary multiplicative chaos via Malliavin calculus. [PDF]
Probab Theory Relat Fields, 2022 Aru J, Jego A, Junnila J.
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Kaniadakis Functions beyond Statistical Mechanics: Weakest-Link Scaling, Power-Law Tails, and Modified Lognormal Distribution. [PDF]
Entropy (Basel), 2022 Hristopulos DT, Baxevani A.
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Spatial Modeling of Precipitation Based on Data-Driven Warping of Gaussian Processes. [PDF]
Entropy (Basel), 2022 Agou VD, Pavlides A, Hristopulos DT.
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