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This is a survey of recent results on central and non-central limit theorems for quadratic functionals of stationary processes. The underlying processes are Gaussian, linear or L\'evy-driven linear processes with memory, and are defined…
In this paper, we study weakly interacting diffusion processes on random graphs. Our main focus is on the properties of the mean-field limit and, in particular, on the nonuniqueness and bifurcation structure of stationary states. By…
We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps…
Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…
Motivated by a geometric decomposition of the vector field associated with the Gorini-Kossakowski-Lindblad-Sudarshan (GKLS) equation for finite-level open quantum systems, we propose a generalization of the recently introduced contact…
U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…
Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…
We study approximations of non-Gaussian stationary processes having long range correlations with microcanonical models. These models are conditioned by the empirical value of an energy vector, evaluated on a single realization. Asymptotic…
An effective Hamiltonian and equations of motion for treating both the resonant dipole-dipole interaction between two-level atoms and the resonant atom-field interaction are derived, which can suitably be used for studying the influence of…
Statistical inference for time series such as curve estimation for time-varying models or testing for existence of change-point have garnered significant attention. However, these works are generally restricted to the assumption of…
"Quasi-stationary" states are approximately time-independent out of equilibrium states which have been observed in a variety of systems of particles interacting by long-range interactions. We investigate here the conditions of their…
Contact geometry allows to describe some thermodynamic and dissipative systems. In this paper we introduce a new geometric structure in order to describe time-dependent contact systems: cocontact manifolds. Within this setting we develop…
Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…
We introduce a new class of spatial-temporal point processes based on Voronoi tessellations. At each step of such a process, a point is chosen at random according to a distribution determined by the associated Voronoi cells. The point is…
Circuit topology refers to the arrangement of interactions between objects belonging to a linearly ordered object set. Linearly ordered set of objects are common in nature and occur in a wide range of applications in economics, computer…
We consider a point process sequence induced by a stationary symmetric alpha-stable (0 < alpha < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky…
In this paper we consider a class of interacting particle systems on dynamic random networks, in which the joint dynamics of vertices and edges acts as one-way feedback, i.e., edges appear and disappear over time depending on the state of…
We define an evolution of multiple particles on a discrete manifold $G$. Each particle alone moves on geodesics and particles can interact if they are on the same facet. They move deterministically and reversibly on the frame bundle $P$ of…
Multiparticle systems on complicated metric graphs might have many applications in physics, biology and social life. But the corresponding science still does not exist. Here we start it with simplest examples where there is quadratic…
In order to better understand the occurrence of phase transitions, we adopt an approach based on the study of energy landscapes: The relation between stationary points of the potential energy landscape of a classical many-particle system…