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A stationary random graph is a random rooted graph whose distribution is invariant under re-rooting along the simple random walk. We adapt the entropy technique developed for Cayley graphs and show in particular that stationary random…
We derive both Azuma-Hoeffding and Burkholder-type inequalities for partial sums over a rectangular grid of dimension $d$ of a random field satisfying a weak dependency assumption of projective type: the difference between the expectation…
This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
Long-range dependence and non-Gaussianity are ubiquitous in many natural systems like ecosystems, biological systems and climate. However, it is not always appreciated that both phenomena may occur together in natural systems and that…
In a model of self-organized criticality unstable sites discharge to just one of their neighbors. For constant discharge ratio $\alpha$ and for a certain range of values of the input energy, avalanches are simple branchless P\'olya random…
Some systematic general features of y-scaling structure functions, which are essentially independent of detailed dynamics, are pointed out. Their physical interpretation in terms of general characteristics, such as a mean field description…
We show by a detailed study of the mean-field approximation, the Gaussian approximation, the perturbation expansion, and the field-theoretic renormalization-group analysis of a $\varphi^{3}$ theory that its instability fixed points with…
A generalization of the random geometric graph (RGG) model is proposed by considering a set of points uniformly and independently distributed on a rectangle of unit area instead of on a unit square [0,1]^2. The topological properties of the…
While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…
We consider a stationary stochastic volatility field $Y_vZ_v$ with $v\in\mathbb{Z}^d$, where $Z$ is regularly varying and $Y$ has lighter tails and is independent of $Z$. We make - relative to existing literature - very general assumptions…
We investigate the phase transition in a non-planar correlated percolation model with long-range dependence, obtained by considering level sets of a Gaussian free field with mass above a given height $h$. The dependence present in the model…
The influence of uniaxial small-scale anisotropy on the stability of the scaling regimes and on the anomalous scaling of the structure functions of a passive scalar advected by a Gaussian solenoidal velocity field with finite correlation…
A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…
Scaling ideas and renormalization group approaches proved crucial for a deep understanding and classification of critical phenomena in thermal equilibrium. Over the past decades, these powerful conceptual and mathematical tools were…
A nonlinear model of the scalar field with a coupling between the field and its gradient is developed. It is shown, that such model is suitable for the description of phase transition accompanied by formation of spatial inhomogeneous…
We consider the clustering of extremes for stationary regularly varying random fields over arbitrary growing index sets. We study sufficient assumptions on the index set such that the limit of the point random fields of the exceedances…
We address the scaling behavior of the covariance of the magnetic field in the three-dimensional kinematic dynamo problem when the boundary conditions and/or the external forcing are not isotropic. The velocity field is gaussian and…
Inertial-range scaling behavior of high-order (up to order N=51) structure functions of a passively advected vector field has been analyzed in the framework of the rapid-change model with strong small-scale anisotropy with the aid of the…
Compact stars above a critical stellar mass develop large scalar fields in some scalar-tensor theories. This scenario, called spontaneous scalarization, has been an intense topic of study since it passes weak-field gravity tests naturally…