Related papers: Limit theorems for power variations of ambit field…
We study the asymptotic properties of a stochastic model for the induction equations of the magnetic field in a three dimensional periodic domain. The turbulent velocity field driving the electromotive force on the magnetic field is modeled…
We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…
We use a discrete worldline representation in order to study the continuum limit of the one-loop expectation value of dimension two and four local operators in a background field. We illustrate this technique in the case of a scalar field…
Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…
Universal conductance fluctuations are usually observed in the form of aperiodic oscillations in the magnetoresistance of thin wires as a function of the magnetic field B. If such oscillations are completely random at scales exceeding…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
We examine the power spectrum of the energy level fluctuations of a family of critical power-law random banded matrices with properties similar to those of a disordered conductor at the Anderson transition. It is shown both analytically and…
We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…
We investigate the ability to constrain oscillatory features in the primordial power spectrum using current and future cosmic microwave background observations. In particular, we study the observability of an oscillation arising from…
The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on…
We study asymptotics of random shifted Young diagrams which correspond to a given sequence of reducible projective representations of the symmetric groups. We show limit results (Law of Large Numbers and Central Limit Theorem) for their…
We consider a Vlasov equation for a plasma with a given constant magnetic field, and introduce a white noise perturbation of the electric field in the electrostatic approximation, with a discussion of the motivations of such random…
In a recent work, a central limit theorem for pattern counts in random planar maps was proven by reducing the problem to a face count problem. We provide a shorter proof by circumventing this reduction through the computation of bivariate…
The confinement of electromagnetic field is studied in axial symmetrical, warped, 6D World Brane, using a recently proposed topological abelian string vortex solution as background. It was found, that the massless gauge field fluctuations…
Testing for white noise has been well studied in the literature of econometrics and statistics. For most of the proposed test statistics, such as the well-known Box-Pierce's test statistic with fixed lag truncation number, the asymptotic…
In this work, we derive the globally precise late-time asymptotics for the spin-$\mathfrak{s}$ fields on a Schwarzschild background, including the scalar field $(\mathfrak{s}=0)$, the Maxwell field $(\mathfrak{s}=\pm 1)$ and the linearized…
Here we obtain the exact asymptotics for large and moderate deviations, strong law of large numbers and central limit theorem for chains with unbounded variable length memory.
Partial differential equations with random inputs have become popular models to characterize physical systems with uncertainty coming from, e.g., imprecise measurement and intrinsic randomness. In this paper, we perform asymptotic rare…
We consider a discrete stochastic process, indexed by lines through the unit disk in the plane, which models the observed photon counts in a medical X-ray tomography scan. We first prove a functional law of large numbers, showing that this…
In this paper, we establish a central limit theorem (CLT) and the moderate deviation principles (MDP) for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results…