Related papers: Stationary systems of Gaussian processes
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
For each $\lambda>0$ and every square-integrable infinitely-divisible (ID) distribution there exists at least one stationary stochastic process $t\mapsto X_t$ with the specified distribution for $X_1$ and with first-order autoregressive…
The measuring process is studied, where a macroscopic number N of particles in the detector interact with the object. The macrovariable accompanies the stationary phase in the path-integral form, which is in one-to-one correspondence with…
We study the variance of the number of zeroes of a stationary Gaussian process on a long interval. We give a simple asymptotic description under mild mixing conditions. This allows us to characterise minimal and maximal growth. We show that…
The microscopic approach to the description of the phase behaviour and critical phenomena in binary fluid mixtures is proposed. It is based on the method of collective variables with a reference system. The physical nature of the order…
In the paper asymptotic properties of functionals of stationary Gibbs particle processes are derived. Two known techniques from the point process theory in the Euclidean space R^d are extended to the space of compact sets on R^d equipped by…
We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…
The unavoidable interaction of quantum systems with their environment usually results in the loss of desired quantum resources. Suitably chosen system Hamiltonians, however, can, to some extent, counteract such detrimental decay, giving…
Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…
We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…
Rheological properties of dense flows of hard particles are singular as one approaches the jamming threshold where flow ceases, both for aerial granular flows dominated by inertia, and for over-damped suspensions. Concomitantly, the…
The s=3/2 Ising spin chain with uniform nearest-neighbor coupling, quadratic single-site potential, and magnetic field is shown to be equivalent to a system of 17 species of particles with internal structure. The same set of particles (with…
Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…
We consider a large family of branching-selection particle systems. The branching rate of each particle depends on its rank and is given by a function $b$ defined on the unit interval. There is also a killing measure $D$ supported on the…
The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…
We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…
A family of log-correlated Gaussian processes indexed by metric spaces is introduced, when the metric is conditionally negative definite. These processes arise as the limit of bi-fractional Brownian motions indexed by $(H,K)$ scaled by…
Non-reciprocal systems can be thought of as disobeying Newtons third law - an action does not cause an equal and opposite reaction. In recent years there has been a dramatic rise in interest towards such systems. On a fundamental level,…
The one-dimensional symmetric exclusion process, the simplest interacting particle process, is a lattice-gas made of particles that hop symmetrically on a discrete line respecting hard-core exclusion. The system is prepared on the infinite…
In this paper, we present a new approach to derive series expansions for some Gaussian processes based on harmonic analysis of their covariance function. In particular, we propose a new simple rate-optimal series expansion for fractional…