Related papers: Hard exclusive processes
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
The asymptotic behavior of the tail probabilities for the first hitting times of the Bessel process with arbitrary index is shown without using the explicit expressions for the distribution function obtained in the authors' previous works.
Exclusive electro-weak processes have peculiar features which make them complementary to usually discussed deeply virtual electroproduction processes such as deep virtual Compton scattering or meson production (and the corresponding crossed…
We consider periodic traveling waves in FPU-type chains with superpolynomial interaction forces and derive explicit asymptotic formulas for the high-energy limit as well as bounds for the corresponding approximation error. In the proof we…
We provide non-asymptotic bounds for first and higher order inclusion probabilities of the rejective sampling model with various size parameters. Further we derive bounds in the semi-definite ordering for matrices that collect (conditional)…
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…
Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…
We consider the Cauchy problem in ${\bf R}^{n}$ for strongly damped wave equations. We derive asymptotic profiles of these solutions with weighted $L^{1,1}({\bf R}^{n})$ data by using a method introduced in [10].
In this paper we study the asymptotic behaviour of empirical processes when parameters are estimated, assuming that the underlying sequence of random variables is long-range dependent. We show completely different phenomena compared to…
In this note we describe some results concerning non-relativistic quantum systems at positive temperature and density confined to macroscopically large regions of physical space which are under the influence of some local, time-dependent…
We consider Stochastic Volatility processes with heavy tails and possible long memory in volatility. We study the limiting conditional distribution of future events given that some present or past event was extreme (i.e. above a level which…
As a solvable and broadly applicable model system, the totally asymmetric exclusion process enjoys iconic status in the theory of non-equilibrium phase transitions. Here, we focus on the time dependence of the total number of particles on a…
The long-time asymptotics of solutions of the Cauchy problem for the heat equation are constructed in the case when the initial function at infinity has power asymptotics.
We use methods inspired from complex Tauberian theorems to make progress in understanding the asymptotic behavior of the magnitude of heavy-light-heavy three point coefficients rigorously. The conditions and the precise sense of averaging,…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
A key aspect where extreme values methods differ from standard statistical models is through having asymptotic theory to provide a theoretical justification for the nature of the models used for extrapolation. In multivariate extremes many…
In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…
I provide a summary of the theoretical talks in Hard Probes 2012 together with some personal thoughts about the present and the future of the field.
These lectures contain an elementary introduction to heavy quark symmetry and the heavy quark expansion. Applications such as the expansion of heavy meson decay constants and the treatment of inclusive and exclusive semileptonic $B$ decays…
Sufficient conditions are given for a hard implicit function theorem to hold. The result is established by an application of the Dynamical Systems Method (DSM). It allows one to solve a class of nonlinear operator equations in the case when…