Related papers: On a class of space-time intrinsic random function…
We survey Brownian manifolds -- manifolds that can parametrise Brownian motion -- and those that cannot. We consider covariances of space-time processes, particularly those when space is the sphere -- geo-temporal processes. There are…
This article addresses a modification of local time for stochastic processes, to be referred to as `natural local time'. It is prompted by theoretical developments arising in mathematical treatments of recent experiments and observations of…
We generate random functions locally via a novel generalization of Dyson Brownian motion, such that the functions are in a desired differentiability class, while ensuring that the Hessian is a member of the Gaussian orthogonal ensemble…
We present an abstract framework for establishing smoothing properties within a specific class of inhomogeneous discrete-time Markov processes. These properties, in turn, serve as a basis for demonstrating the existence of density functions…
Estimating the coefficient functionals on various classes of holomorphic functions traditionally forms an important field of geometric complex analysis and its mathematical and physical applications. These coefficients reflect fundamental…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
The article presents mathematical generalization of results which originated as solutions of practical problems, in particular, the modeling of transitional processes in electrical circuits and problems of resource allocation. However, the…
Generalized Robertson-Walker spacetimes extend the notion of Robertson-Walker spacetimes, by allowing for spatial non-homogeneity. A survey is presented, with main focus on Chen's characterization in terms of a timelike concircular vector.…
We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…
The Mat{\'e}rn family of isotropic covariance functions has been central to the theoretical development and application of statistical models for geospatial data. For global data defined over the whole sphere representing planet Earth, the…
The second-order, small-scale dependence structure of a stochastic process defined in the space-time domain is key to prediction (or kriging). While great efforts have been dedicated to developing models for cases in which the spatial…
This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time, while…
Temporal decorrelations in compressible isotropic turbulence are studied using the space-time correlation theory and direct numerical simulation. A swept-wave model is developed for dilatational components while the classic random sweeping…
We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…
We discuss a family of time-reversible, scale-invariant diffusions with singular coefficients. In analogy with the standard Gaussian theory, a corresponding family of generalized characteristic functions provides a useful tool for proving…
We study spatially flat isotropic universes driven by k-essence. It is shown that Friedmann and k-field equations may be analytically integrated for arbitrary k-field potentials during evolution with a constant baryotropic index. It follows…
Universal properties of turbulence have been associated traditionally with very high Reynolds numbers, but recent work has shown that the onset of the power-laws in derivative statistics occurs at modest microscale Reynolds numbers of the…
In [1], the authors have studied stability of certain causal properties of space-times in general relativity. As a continuation of this work, in the present paper, we review and discuss, some more aspects of stability which occur in various…
The uniform law for sojourn times of processes with cyclically exchangeable increments is extended to the case of random fields, with general parameter sets, that possess a suitable invariance property.
The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domain asymptotics is studied. Conditions to guarantee that the…