Tightness of the recentered maximum of log-correlated Gaussian fields

DOI10.1214/EJP.V19-3170MaRDI QIDQ2514282zbMATH OpenFDO

Authors Javier Acosta

Publication date 3 February 2015

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.2000

zbMATH Keywords

Gaussian fieldslog-correlationtightness

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70)

Abstract: We consider a family of centered Gaussian fields on the d-dimensional unit box, whose covariance decreases logarithmically in the distance between points. We prove tightness of the recentered maximum of the Gaussian fields and provide exponentially decaying bounds on the right and left tails. We then apply this result to a version of the two-dimensional continuous Gaussian free field.

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Cited in

(16)

• Liouville quantum gravity on the unit disk
• Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation
• Conformal welding for critical Liouville quantum gravity
• Decompositions of log-correlated fields with applications
• Hole probability for nodal sets of the cut-off Gaussian free field
• Extremes of the discrete two-dimensional Gaussian free field
• Extreme local extrema of two-dimensional discrete Gaussian free field
• Liouville quantum gravity on complex tori
• Tightness of the recentered maximum of the two-dimensional discrete Gaussian free field
• Maxima of log-correlated fields: some recent developments*
• The maximum of log‐correlated Gaussian fields in random environment
• Recursions and tightness for the maximum of the discrete, two dimensional Gaussian free field
• Critical Gaussian multiplicative chaos revisited
• Convergence of the centered maximum of log-correlated Gaussian fields
• Some superconcentration inequalities for extrema of stationary Gaussian processes
• Maximum of a log-correlated Gaussian field

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