Tightness of the recentered maximum of log-correlated Gaussian fields

被引：8

作者：

Acosta, Javier ^{[1
]}

机构：

[1] Univ Minnesota, Minneapolis, MN 55455 USA

来源：

ELECTRONIC JOURNAL OF PROBABILITY | 2014年 / 19卷

关键词：

Log-correlation; Gaussian fields; Tightness;

D O I：

10.1214/EJP.v19-3170

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：1 / 25

页数：25

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