Related papers: Limit theorems for power variations of ambit field…
In [2] it has been proved that a linear Hamiltonian lattice field perturbed by a conservative stochastic noise belongs to the 3/2-L\'evy/Diffusive universality class in the nonlinear fluctuating theory terminology [15], i.e. energy…
Suppose $X = (X_x, x$ in $Z^d)$ is a family of i.i.d. variables in some measurable space, $B_0$ is a bounded set in $R^d$, and for $t > 1$, $H_t$ is a measure on $tB_0$ determined by the restriction of $X$ to lattice sites in or adjacent to…
We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity…
We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…
We study pattern formation in class of a large-dimensional neural networks posed on random graphs and subject to spatio-temporal stochastic forcing. Under generic conditions on coupling and nodal dynamics, we prove that the network admits a…
We consider the stochastic heat equation whose solution is observed discretely in space and time. An asymptotic analysis of power variations is presented including the proof of a central limit theorem. It generalizes the theory from…
We obtain central limit theorems for stationary random fields employing a novel measure of dependence called $\theta$-lex weak dependence. We show that this dependence notion is more general than strong mixing, i.e., it applies to a broader…
Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and…
We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
Classical Gaussian white noise in communications and signal processing is viewed as the limit of zero mean second order Gaussian processes with a compactly supported flat spectral density as the support goes to infinity. The difficulty of…
One major systematic uncertainty of lattice QCD results is due to the continuum extrapolation. For an asymptotically free theory like QCD one finds corrections of the form $a^{n_\mathrm{min}}[2b_0\bar{g}^2(1/a)]^{\hat{\Gamma}_i}$ with…
We study the asymptotic behaviour of modified weighted power variations of the Hermite process of arbitrary order. By selecting suitable "good" increments and exploiting their decomposition into dominant independent components, we establish…
A lattice gauge theory with an action polynomial in independent field variables is considered. The link variables are described by unconstrained complex matrices instead of unitary ones. A mechanism which permits to switch off in the…
We investigate the (generalized) Walsh decomposition of point-to-point effective resistances on countable random electric networks with i.i.d. resistances. We show that it is concentrated on low levels, and thus point-to-point effective…
We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…
We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…
In this paper we study the effects of noise on the bipower variation (BPV), realized volatility (RV) and testing for co-jumps in high-frequency data under the small noise framework. We first establish asymptotic properties of the BPV in…
We study asymptotic properties of the Generalized Langevin Equation (GLE) in the presence of a wide class of external potential wells with a power-law decay memory kernel. When the memory can be expressed as a sum of exponentials, a class…