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Cohen, Guyon, Perrin and Pontier have given assumptions under which the second-order quadratic variations of a Gaussian process converge almost surely to a deterministic limit. In this paper we present two new convergence results about…

Probability · Mathematics 2007-09-14 Arnaud Begyn

We prove the asymptotic large volume expression of diagonal form factors in integrable models by evaluating carefully the diagonal limit of a non-diagonal form factor in which we send the rapidity of the extra particle to infinity.

High Energy Physics - Theory · Physics 2017-07-26 Zoltan Bajnok , Chao Wu

Due to the second principle of thermodynamics, the time dependence of entropy for all kinds of systems under all kinds of physical circumstances always thrives interest. The logistic map $x_{t+1}=1-a x_t^2 \in [-1,1]\;(a\in [0,2])$ is…

Statistical Mechanics · Physics 2023-05-02 Constantino Tsallis , Ernesto P. Borges

We discuss the flow past a flat heterogeneous solid surface decorated by slipping stripes. The spatially varying slip length, $b(y)$, is assumed to be small compared to the scale of the heterogeneities, $L$, but finite. For such "weakly"…

Fluid Dynamics · Physics 2013-10-25 Evgeny S. Asmolov , Jiajia Zhou , Friederike Schmid , Olga I. Vinogradova

An analytical method within the frame of linear stability theory is presented for the normal field instability in magnetic fluids. It allows to calculate the maximal growth rate and the corresponding wave number for any combination of…

patt-sol · Physics 2009-10-31 Adrian Lange , Bert Reimann , Reinhard Richter

For a unimodular random graph $(G,\rho)$, we consider deformations of its intrinsic path metric by a (random) weighting of its vertices. This leads to the notion of the conformal growth exponent of $(G,\rho)$, which is the best asymptotic…

Probability · Mathematics 2020-06-02 James R. Lee

The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…

Probability · Mathematics 2012-04-02 Ingemar Kaj , Anders Martin-Löf

We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…

Probability · Mathematics 2024-12-20 Aleksandar Mijatović , Isao Sauzedde , Andrew Wade

We model the flow of a bi-viscous non-Newtonian fluid in a porous medium by a square lattice where the links obey a piece-wise linear constitutive equation. We find numerically that the flow regime where the network transitions from all…

Fluid Dynamics · Physics 2019-04-10 Laurent Talon , Alex Hansen

Consider a discrete time Markov process $X^\epsilon$ on $\mathbf R^d$ that makes a deterministic jump based on its current location, and then takes a small Gaussian step of variance $\epsilon^2$. We study the behavior of the asymptotic…

Probability · Mathematics 2025-12-19 William Cooperman , Gautam Iyer , James Nolen

The pointwise maximum of two independent and identically distributed isotropic fractional Brownian fields (with Hurst parameter $H<1/2$) is observed in a family of points in the unit square $\mathbf{C}=(-1/2,1/2]^{2}$. We assume that these…

Probability · Mathematics 2025-02-19 Nicolas Chenavier , Christian Y. Robert

Isotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has been studied extensively by various authors. Their rich structure allows for explicit calculations in several situations and makes them a natural…

Probability · Mathematics 2008-11-10 Georgi Dimitroff , Holger van Bargen

We show that for a large class of stochastic flows the spatial derivative grows at most exponentially fast even if one takes the supremum over a bounded set of initial points. We derive explicit bounds on the growth rates that depend on the…

Probability · Mathematics 2011-03-16 Holger van Bargen , Michael Scheutzow , Simon Wasserroth

We consider a family of linear viscoelastic shells with thickness $2\varepsilon$ ( $\varepsilon$ , small parameter), clamped along a portion of their lateral face, all having the same middle surface $S$. We formulate the three-dimensional…

Analysis of PDEs · Mathematics 2017-02-16 G. Castiñeira , Á. Rodríguez-Arós

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

Probability · Mathematics 2021-07-01 Yuri Kondratiev , Yuliya Mishura , Georgiy Shevchenko

Accuracy of a relativistic weak-coupling expansion procedure for solving the Hamiltonian bound-state eigenvalue problem in theories with asymptotic freedom is measured using a well-known matrix model. The model is exactly soluble and simple…

High Energy Physics - Theory · Physics 2007-05-23 Stanislaw D. Glazek , Jaroslaw Mlynik

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

We discuss the structure and asymptotic long-time properties of coupled equations for the moments of a Brownian particle's momentum derived microscopically beyond the lowest approximation in the weak coupling parameter. Generalized…

Statistical Mechanics · Physics 2015-05-30 A. V. Plyukhin

We study the local mass of a dyadic branching Brownian motion $Z$ evolving in $\mathbb{R}^d$. By 'local mass,' we refer to the number of particles of $Z$ that fall inside a ball with fixed radius and time-dependent center, lying in the…

Probability · Mathematics 2018-11-26 Mehmet Öz

We study the asymptotic shape of random unlabelled graphs subject to certain subcriticality conditions. The graphs are sampled with probability proportional to a product of Boltzmann weights assigned to their $2$-connected components. As…

Combinatorics · Mathematics 2017-12-06 Benedikt Stufler