scientific article; zbMATH DE number 3751955
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- Construction of convergent simplicial approximations of quantum fields on Riemannian manifolds
- THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
- A model of the term structure of interest rates based on Lévy fields
- Optimal sampling designs for nonparametric estimation of spatial averages of random fields
- Estimators of fractal dimension: assessing the roughness of time series and spatial data
- Fractional kinetic equations driven by Gaussian or infinitely divisible noise
- Fixed Rank Kriging for Very Large Spatial Data Sets
- Hadwiger's theorem for definable functions
- Crossings of smooth shot noise processes
- Central limit theorems for the excursion set volumes of weakly dependent random fields
- Complexity of random energy landscapes, glass transition, and absolute value of the spectral determinant of random matrices
- Efficient Monte Carlo for high excursions of Gaussian random fields
- Poly-Sinc solution of stochastic elliptic differential equations
- Stochastic finite elements: Computational approaches to stochastic partial differential equations
- Estimating deformations of stationary processes
- Fractal and smoothness properties of space-time Gaussian models
- Validity of the expected Euler characteristic heuristic
- The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
- High-resolution asymptotics for the angular bispectrum of spherical random fields
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
- On excursion sets, tube formulas and maxima of random fields.
- Operator scaling stable random fields
- Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
- The geometry of correlation fields with an application to functional connectivity of the brain
- Computational aspects of the stochastic finite element method
- Sparse high order FEM for elliptic sPDEs
- Distribution of the height of local maxima of Gaussian random fields
- Langevin equation with two fractional orders
- Extremes of Gaussian processes with a smooth random variance
- A note on the higher moments of the Euler characteristic of the excursion sets of random fields
- Fractal time series -- A tutorial review
- Applications of empirical characteristic functions in some multivariate problems
- Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
- Euler characteristics for Gaussian fields on manifolds
- Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
- Some fractional and multifractional Gaussian processes: a brief introduction
- On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
- Hilbert space methods for reduced-rank Gaussian process regression
- Expected number and height distribution of critical points of smooth isotropic Gaussian random fields
- Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming
- On some estimates based on sample behavior near high level excursions
- Local nondeterminism and local times for stable processes
- An angle-based multivariate functional pseudo-depth for shape outlier detection
- Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
- On a class of minimum contrast estimators for fractional stochastic processes and fields
- Rotation space random fields with an application to fMRI data
- Limit theorems for excursion sets of stationary random fields
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
- Topological pattern recognition for point cloud data
- Fractional random fields associated with stochastic fractional heat equations
- Max-stable processes for modeling extremes observed in space and time
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems
- Dissipative anomalies in singular Euler flows
- The measure theory of random fractals
- Mixed fractional Brownian sheets and their applications
- The distribution of maxima of approximately Gaussian random fields
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Point pattern analysis of spatial deformation and blurring effects on exceedances
- Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
- Change-points: from sequential detection to biology and back
- Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
- Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
- Shock structure due to stochastic forcing and the time reversal of nonlinear waves
- A topologically valid definition of depth for functional data
- A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
- Discrete Morse theory for computing cellular sheaf cohomology
- On the distribution of the maximum of a Gaussian field with \(d\) parameters
- Variational theory and computations in stochastic plasticity
- A supermartingale approach to Gaussian process based sequential design of experiments
- Least-squares estimation of multifractional random fields in a Hilbert-valued context
- Wavelets techniques for pointwise anti-Hölderian irregularity
- Fractional Generalized Random Fields of Variable Order
- Regularity of intersection local times of fractional Brownian motions
- Convergence of posteriors for discretized log Gaussian Cox processes.
- Gaussian processes, kinematic formulae and Poincaré's limit
- A class of negatively fractal dimensional Gaussian random functions
- The inflationary origin of the cold spot anomaly
- Compactly supported correlation functions
- Bayesian methods in global optimization
- A class of covariate-dependent spatiotemporal covariance functions for the analysis of daily ozone concentration
- A \(J\)-function for inhomogeneous spatio-temporal point processes
- GMM estimation with cross sectional dependence
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
- Hölder regularity for operator scaling stable random fields
- Fractional Brownian motions in a limit of turbulent transport.
- High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
- Packing dimensions of the images of Gaussian random fields
- Hausdorff measures of the image, graph and level set of bifractional Brownian motion
- FRACTIONAL RANDOM FIELDS ON DOMAINS WITH FRACTAL BOUNDARY
- Local times of additive Lévy processes.
- Local wavelet-vaguelette-based functional classification of gene expression data
- Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
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