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Statistical properties of non-linear observables of fractal Gaussian fields with a focus on spatial-averaging observables and on composite operators

Statistical properties of non-linear observables of fractal Gaussian fields with a focus on spatial-averaging observables and on composite operators

来源:Arxiv_logoArxiv
英文摘要

The statistical properties of non-linear observables of the fractal Gaussian field $\phi(\vec x)$ 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 $\phi_n(\vec x)$ of the ill-defined composite operators $\phi^n(\vec x) $. For the special case $n=2$ of quadratic observables, explicit results include the cumulants of arbitrary order, the L\'evy-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 $\phi_n(\vec x)$ of the ill-defined composite operators $\phi^n(\vec x) $ and to compute their correlations involving the Hurst exponents $H_n=nH$.

Cecile Monthus

物理学数学

Cecile Monthus.Statistical properties of non-linear observables of fractal Gaussian fields with a focus on spatial-averaging observables and on composite operators[EB/OL].(2025-05-22)[2025-08-02].https://arxiv.org/abs/2505.16356.点此复制

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