Extremes of log-correlated Gaussian field

Description

Extreme values and entropic repulsion for two-dimensional discrete Gaussian free fields are of significant interest and have been a subject of many recent works. Our work is on a general class of Gaussian fields with logarithmic correlations, of which the discrete Gaussian free field in dimension 2 is a particular example. We will first conclude tightness for this field from the correlation structure. It also involves defining a general class of models with some assumptions on the covariance structure at microscopic and macroscopic levels which are good enough to ensure convergence of distribution of the maximum, after appropriate centering.

Publication Date

1-1-2018

Keywords

Log-correlated Gaussian fields, LGF, Gaussian random distribution

Conference

PCM 125: International Conference in Statistics and Probability, 3rd January, 2018,

This document is currently not available here.

Share

COinS