Related papers: The variance of the shock in the HAD process
Helicity, a measure of the breakage of reflectional symmetry representing the topology of turbulent flows, contributes in a crucial way to their dynamics and to their fundamental statistical properties. We review several of their main…
The classical Lorenz flow, and any flow which is close to it in the $C^2$-topology, satisfies a Central Limit Theorem (CLT). We prove that the variance in the CLT varies continuously.
We characterize a Hawkes point process with kernel proportional to the probability density function of Mittag-Leffler random variables. This kernel decays as a power law with exponent $\beta +1 \in (1,2]$. Several analytical results can be…
We consider the system of stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, driven by cylindrical $\alpha$-stable process $Z_t$ in $\mathbb{R}^d$. We assume that $A(x) = (a_{ij}(x))$ is diagonal and $a_{ii}(x)$ are…
Let $A$ be an isotropic, sub-gaussian $m \times n$ matrix. We prove that the process $Z_x := \|Ax\|_2 - \sqrt m \|x\|_2$ has sub-gaussian increments. Using this, we show that for any bounded set $T \subseteq \mathbb{R}^n$, the deviation of…
We independently assign a non-negative value, as a capacity for the quantity of flows per unit time, with a distribution F to each edge on the Z^d lattice. We consider the maximum flows through the edges of two disjoint sets, that is from a…
Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…
We consider a closed macroscopic quantum system in a pure state $\psi_t$ evolving unitarily and take for granted that different macro states correspond to mutually orthogonal subspaces $\mathcal{H}_\nu$ (macro spaces) of Hilbert space, each…
We study the question of when a (\{0,1\})-valued threshold process associated to a mean zero Gaussian or a symmetric stable vector corresponds to a {\it divide and color (DC) process}. This means that the process corresponding to fixing a…
T-odd parton distribution functions in a Drell-Yan process are here studied by examining the evolution of the internal statistical properties of the interacting hadrons. T-odd functions are shown to be a signature of the irreversible…
A previous work (Joshi et al., arXiv:1912.08822) found a deconfined critical point at non-zero doping in a $t$-$J$ model with all-to-all and random hopping and spin exchange, and argued for its relevance to the phenomenology of the…
A famous result by Hammersley and Versik-Kerov states that the length $L_n$ of the longest increasing subsequence among $n$ iid continuous random variables grows like $2\sqrt{n}$. We investigate here the asymptotic behavior of $L_n$ for…
This paper describes a practical methodology for computing the Hardy function Z(t), using just O(((t/epsilon)^(1/3))*(log(t))^(2+o(1)))) standard computational operations, to a tolerance of epsilon in the relative error. The methodology is…
We consider the totally asymmetric simple exclusion process (TASEP) with two-sided Bernoulli initial condition, i.e., with left density rho_- and right density rho_+. We consider the associated height function, whose discrete gradient is…
This paper studies the fundamental limits of the minimum average length of lossless and lossy variable-length compression, allowing a nonzero error probability $\epsilon$, for lossless compression. We give non-asymptotic bounds on the…
Heterogeneous diffusion with spatially changing diffusion coefficient arises in many experimental systems like protein dynamics in the cell cytoplasm, mobility of cajal bodies and confined hard-sphere fluids. Here, we showcase a simple…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
We model driven two-dimensional charge-density waves in random media via a modified Swift-Hohenberg equation, which includes both amplitude and phase fluctuations of the condensate. As the driving force is increased, we find that the defect…
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg $XX$ couplings of equal strength. Employing the Heisenberg equations of motion we manage…
By using coupling by change of conditional probability measure, the log-Harnack inequality for path dependent McKean-Vlasov SDEs with distribution dependent diffusion coefficients is established, which together with the exponential…