Saved in:
Bibliographic Details
Main Author: Monthus, Cecile
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2505.16356
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866910015883837440
author Monthus, Cecile
author_facet Monthus, Cecile
contents The statistical properties of non-linear observables of the fractal Gaussian field $ϕ(\vec x)$ of negative Hurst exponent $H<0$ in dimension $d$ are revisited with a focus on spatial-averaging observables and on the properties of the finite parts $ϕ_n(\vec x)$ of the ill-defined composite operators $ϕ^n(\vec x) $. For the special case $n=2$ of quadratic observables, explicit results include the cumulants of arbitrary order, the Lévy-Khintchine formula for the characteristic function and the anomalous large deviations properties. The case of observables of arbitrary order $n>2$ is analyzed via the Wiener-Ito chaos-expansion for functionals of the white noise: the multiple stochastic Ito integrals are useful to identify the finite parts $ϕ_n(\vec x)$ of the ill-defined composite operators $ϕ^n(\vec x) $ and to compute their correlations involving the Hurst exponents $H_n=nH$.
format Preprint
id arxiv_https___arxiv_org_abs_2505_16356
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Statistical properties of non-linear observables of fractal Gaussian fields with a focus on spatial-averaging observables and on composite operators
Monthus, Cecile
Statistical Mechanics
Probability
The statistical properties of non-linear observables of the fractal Gaussian field $ϕ(\vec x)$ of negative Hurst exponent $H<0$ in dimension $d$ are revisited with a focus on spatial-averaging observables and on the properties of the finite parts $ϕ_n(\vec x)$ of the ill-defined composite operators $ϕ^n(\vec x) $. For the special case $n=2$ of quadratic observables, explicit results include the cumulants of arbitrary order, the Lévy-Khintchine formula for the characteristic function and the anomalous large deviations properties. The case of observables of arbitrary order $n>2$ is analyzed via the Wiener-Ito chaos-expansion for functionals of the white noise: the multiple stochastic Ito integrals are useful to identify the finite parts $ϕ_n(\vec x)$ of the ill-defined composite operators $ϕ^n(\vec x) $ and to compute their correlations involving the Hurst exponents $H_n=nH$.
title Statistical properties of non-linear observables of fractal Gaussian fields with a focus on spatial-averaging observables and on composite operators
topic Statistical Mechanics
Probability
url https://arxiv.org/abs/2505.16356