Extremes of Some Gaussian Random Interfaces

Alberto Chiarini, Alessandra Cipriani, Rajat Subhra Hazra

Research output: Contribution to journalArticleScientificpeer-review

6 Citations (Scopus)

Abstract

In this article we give a general criterion for some dependent Gaussian models to belong to maximal domain of attraction of Gumbel, following an application of the Stein–Chen method studied in Arratia et al. (Ann Probab 17(1):9–25, 1989). We also show the convergence of the associated point process. As an application, we show the conditions are satisfied by some of the well-known supercritical Gaussian interface models, namely, membrane model, massive and massless discrete Gaussian free field, fractional Gaussian free field.

Original languageEnglish
Pages (from-to)521-544
Number of pages24
JournalJournal of Statistical Physics
Volume165
Issue number3
DOIs
Publication statusPublished - 1 Nov 2016
Externally publishedYes

Keywords

  • Extremes
  • Gaussian free field
  • Interfaces
  • Membrane model
  • Stein–Chen method

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