Fig. 2.

Correlation between 𝒫_x1(0, t] and 𝒫_x2(0, t]. Here{𝒫_x}_x∈X ∼ mpt(𝒜, Q, F), X = 𝕉, α_ε = 2 for every ε, F_x is the uniform distribution function on [0, 1] for every x and (q_x; x ∈ X) is the family of Gaussian kernels with variance σ² = 2.