Random fields and Gaussian processes constitute fundamental frameworks in modern probability theory and spatial statistics, providing robust tools for modelling complex dependencies over space and ...

In the recent years, there has been a growing interest in proposing covariance models for multivariate Gaussian random fields. Some of these covariance models are very flexible and can capture both ...

Random walks constitute a fundamental model in probability theory, widely employed to elucidate diffusion processes and random fluctuations in disordered systems. The Gaussian free field (GFF) ...

In the first part of the course, we will start with an introduction to the Gaussian free field (GFF), which is an object which has been at the heart of some recent groundbreaking developments in ...