Related papers: The variance of the shock in the HAD process
V-T theory is constructed in the many-body Hamiltonian formulation, and differs at the foundation from current liquid dynamics theories. In V-T theory the liquid atomic motion consists of two contributions, normal mode vibrations in a…
Hooke's law states that the forces or stresses experienced by an elastic object are proportional to the applied deformations or strains. The number of coefficients of proportionality between stress and strain, i.e., the elastic moduli, is…
We prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval $[0,T]$ in the limit $T \rightarrow \infty$. We further exhibit the asymptotic behaviour of the…
We study the 1D Hamilton systems and their statistical behaviour, assuming the initial microcanonical distribution and describing its change under a parametric kick, which by definition means a discontinuous jump of a control parameter of…
Experimental results on hadronic soft and hard diffractive processes are reviewed with emphasis on aspects of the data that point to the underlying QCD mechanism for diffraction. Diffractive differential cross sections are shown to be…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…
This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…
We consider the logarithm of the central value $\log L(1/2)$ in the orthogonal family ${L(s,f)}_{f \in H_k}$ where $H_k$ is the set of weight $k$ Hecke-eigen cusp form for $SL_2(\mathbb{Z})$, and in the symplectic family…
It is shown that the inert properties of a stationary random process can be expressed in terms of the ratio of its correlation interval to the doubled variance. When using a fixed value of the Planck constant h as a proportionality factor,…
This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…
This paper is the fourth in a series exploring the physical consequences of the solidity of highly viscous liquids. It is argued that the two basic characteristics of a flow event (a jump between two energy minima in configuration space)…
A self-stabilizing processes $\{Z(t), t\in [t_0,t_1)\}$ is a random process which when localized, that is scaled to a fine limit near a given $t\in [t_0,t_1)$, has the distribution of an $\alpha(Z(t))$-stable process, where $\alpha:…
The ability to separate and analyze chemical species with high resolution, sensitivity, and throughput is central to the development of microfluidics systems. Deterministic lateral displacement (DLD) is a continuous separation method based…
The log-Harnack inequality and Harnack inequality with powers for semigroups associated to SDEs with non-degenerate diffusion coefficient and non-regular time-dependent drift coefficient are established, based on the recent papers…
We analyze the role of the relative phasing in the nonlinear saturation of the unstable Mack modes in a hypersonic parallel flow boundary layer in two dimensions (2D). As the linearly unstable Mack modes extract energy from the mean flow,…
Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…
We develop a theory of evolutionary spectra for heteroskedasticity and autocorrelation robust (HAR) inference when the data may not satisfy second-order stationarity. Nonstationarity is a common feature of economic time series which may…
Zero-range processes with decreasing jump rates are known to exhibit condensation, where a finite fraction of all particles concentrates on a single lattice site when the total density exceeds a critical value. We study such a process on a…
We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a…
For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…