Related papers: Time correlations for the parabolic Anderson model

The relationship between a time-dependent covariate and survival times is usually evaluated via the Cox model. Time-dependent covariates are generally available as longitudinal data collected regularly during the course of the study. A…

Spatially homogeneous models with a scalar field non-minimally coupled to the space-time curvature or to the ordinary matter content are analysed with respect to late-time asymptotic behaviour, in particular to accelerated expansion and…

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…

We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class…

Several results in previous works, strongly depend on the exponential tail of the linkages' distribution in our adhesive models. The purpose of this paper is to weaken this hypothesis and to allow more fat tails for large ages. From the…

In this paper, we consider the continuous parabolic Anderson model (PAM) driven by a time-independent log-correlated Gaussian field (LGF). We obtain an asymptotic result of $$\mathbb{E}\exp\Bigg\{\frac{1}{2}\sum\limits_{…

The long-time and long-distance asymptotic behavior of the $x$ spin correlations at finite temperature in an anisotropic spin-1/2 XY chain is determined numerically. The decay of the correlations is exponential in both space and time.…

Lying between traditional parabolic and hyperbolic equations, time-fractional wave equations of order $\alpha\in(1,2)$ in time inherit both decaying and oscillating properties. In this article, we establish a long-time asymptotic estimate…

The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

We consider the solution to the parabolic Anderson model with homogeneous initial condition in large time-dependent boxes. We derive stable limit theorems, ranging over all possible scaling parameters, for the rescaled sum over the solution…

We consider the parabolic Anderson problem $\partial_tu=\Delta u+\xi(x)u$ on $\mathbb{R}_+\times\mathbb{Z}^d$ with localized initial condition $u(0,x)=\delta_0(x)$ and random i.i.d. potential $\xi$. Under the assumption that the…

We consider a nonlinear parabolic equation with an exponential nonlinearity which is critical with respect to the growth of the nonlinearity and the regularity of the initial data. After showing the equivalence of the notions of weak and…

This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

We investigate spectral correlations in quasi one-dimensional Anderson insulators with broken time-reversal symmetry. While energy levels are uncorrelated in the thermodynamic limit of infinite wire-length, some correlations remain in…

We establish some statistical properties of the hyperbolic times for a class of nonuniformly expanding dynamical systems. The maps arise as factors of area preserving maps of the unit square via a geometric Baker's map type construction,…

A mathematical model describing the initial stage of the capture into the parametric autoresonance in nonlinear oscillating systems with a dissipation is considered. Solutions with unboundedly growing energy in time at infinity are…