112 research outputs found

    Twentieth conference on stochastic processes and their applications

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    Scale-invariant random geometry from mating of trees: a numerical study

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    The search for scale-invariant random geometries is central to the Asymptotic Safety hypothesis for the Euclidean path integral in quantum gravity. In an attempt to uncover new universality classes of scale-invariant random geometries that go beyond surface topology, we explore a generalization of the mating of trees approach introduced by Duplantier, Miller and Sheffield. The latter provides an encoding of Liouville Quantum Gravity on the 2-sphere decorated by a certain random space-filling curve in terms of a two-dimensional correlated Brownian motion, that can be viewed as describing a pair of random trees. The random geometry of Liouville Quantum Gravity can be conveniently studied and simulated numerically by discretizing the mating of trees using the Mated-CRT maps of Gwynne, Miller and Sheffield. Considering higher-dimensional correlated Brownian motions, one is naturally led to a sequence of non-planar random graphs generalizing the Mated-CRT maps that may belong to new universality classes of scale-invariant random geometries. We develop a numerical method to efficiently simulate these random graphs and explore their possible scaling limits through distance measurements, allowing us in particular to estimate Hausdorff dimensions in the two- and three-dimensional setting. In the two-dimensional case these estimates accurately reproduce previous known analytic and numerical results, while in the three-dimensional case they provide a first window on a potential three-parameter family of new scale-invariant random geometries.Comment: 28 pages, 16 figure

    Models and Methods for Random Fields in Spatial Statistics with Computational Efficiency from Markov Properties

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    The focus of this work is on the development of new random field models and methods suitable for the analysis of large environmental data sets. A large part is devoted to a number of extensions to the newly proposed Stochastic Partial Differential Equation (SPDE) approach for representing Gaussian fields using Gaussian Markov Random Fields (GMRFs). The method is based on that Gaussian Matérn field can be viewed as solutions to a certain SPDE, and is useful for large spatial problems where traditional methods are too computationally intensive to use. A variation of the method using wavelet basis functions is proposed and using a simulation-based study, the wavelet approximations are compared with two of the most popular methods for efficient approximations of Gaussian fields. A new class of spatial models, including the Gaussian Matérn fields and a wide family of fields with oscillating covariance functions, is also constructed using nested SPDEs. The SPDE method is extended to this model class and it is shown that all desirable properties are preserved, such as computational efficiency, applicability to data on general smooth manifolds, and simple non-stationary extensions. Finally, the SPDE method is extended to a larger class of non-Gaussian random fields with Matérn covariance functions, including certain Laplace Moving Average (LMA) models. In particular it is shown how the SPDE formulation can be used to obtain an efficient simulation method and an accurate parameter estimation technique for a LMA model. A method for estimating spatially dependent temporal trends is also developed. The method is based on using a space-varying regression model, accounting for spatial dependency in the data, and it is used to analyze temporal trends in vegetation data from the African Sahel in order to find regions that have experienced significant changes in the vegetation cover over the studied time period. The problem of estimating such regions is investigated further in the final part of the thesis where a method for estimating excursion sets, and the related problem of finding uncertainty regions for contour curves, for latent Gaussian fields is proposed. The method is based on using a parametric family for the excursion sets in combination with Integrated Nested Laplace Approximations (INLA) and an importance sampling-based algorithm for estimating joint probabilities

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    Mating of trees for random planar maps and Liouville quantum gravity: a survey

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    We survey the theory and applications of mating-of-trees bijections for random planar maps and their continuum analog: the mating-of-trees theorem of Duplantier, Miller, and Sheffield (2014). The latter theorem gives an encoding of a Liouville quantum gravity (LQG) surface decorated by a Schramm-Loewner evolution (SLE) curve in terms of a pair of correlated linear Brownian motions. We assume minimal familiarity with the theory of SLE and LQG. Mating-of-trees theory enables one to reduce problems about SLE and LQG to problems about Brownian motion and leads to deep rigorous connections between random planar maps and LQG. Applications discussed in this article include scaling limit results for various functionals of decorated random planar maps, estimates for graph distances and random walk on (not necessarily uniform) random planar maps, computations of the Hausdorff dimensions of sets associated with SLE, scaling limit results for random planar maps conformally embedded in the plane, and special symmetries for 8/3\sqrt{8/3}-LQG which allow one to prove its equivalence with the Brownian map.Comment: 68 pages, 12 figure

    Essays on random walks in cones

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    Essays on random walks in cones

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