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We construct stationary max-infinitely divisible (max-id) processes from systems of randomly time-changed L\'evy particles. Classical examples without time change, such as the Brown-Resnick process, are, up to marginal transformations,…

Probability · Mathematics 2026-04-14 Ioan Scheffel

A purely atomic immigration superprocess with dependent spatial motion in the space of tempered measures is constructed as the unique strong solution of a stochastic integral equation driven by Poisson processes based on the excursion law…

Probability · Mathematics 2008-02-08 Zenghu Li , Jie Xiong

We prove several limit theorems that relate coalescent processes to continuous-state branching processes. Some of these theorems are stated in terms of the so-called generalized Fleming-Viot processes, which describe the evolution of a…

Probability · Mathematics 2007-05-23 Jean Bertoin , Jean-François Le Gall

The time evolution of a single particle in a harmonic trap with time dependent frequency omega(t) is well studied. Nevertheless here we show that, when the harmonic trap is opened (or closed) as function of time while keeping the adiabatic…

Quantum Physics · Physics 2014-05-05 Raam Uzdin , Emanuele Dalla Torre , Ronnie Kosloff , Nimrod Moiseyev

We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…

Representation Theory · Mathematics 2020-06-11 Arvind Ayyer , Pooja Singla

We study the fully-developed, time-periodic motion of a shear-dependent non-Newtonian fluid with variable exponent rheology through an infinite pipe $\Omega:= \mathbb{R}\times \Sigma\subseteq \mathbb{R}^d$, $d\in \{2,3\}$, of arbitrary…

Numerical Analysis · Mathematics 2025-07-31 Luigi C. Berselli , Alex Kaltenbach

A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…

Probability · Mathematics 2007-07-27 Bojan Basrak , Johan Segers

Critical phenomena arise ubiquitously in various context of physics, from condensed matter, high energy physics, cosmology, to biological systems, and consist of slow and long-distance fluctuations near a phase transition or critical point.…

Statistical Mechanics · Physics 2020-07-15 Ryo Hanai , Peter B. Littlewood

We establish sharp global rigidity upper bounds for universal determinantal point processes describing edge eigenvalues of random matrices. For this, we first obtain a general result which can be applied to general (not necessarily…

Mathematical Physics · Physics 2021-06-02 Christophe Charlier , Tom Claeys

We construct and describe the extremal process for variable speed branching Brownian motion, studied recently by Fang and Zeitouni, for the case of piecewise constant speeds; in fact for simplicity we concentrate on the case when the speed…

Probability · Mathematics 2013-12-19 Anton Bovier , Lisa Hartung

We introduce a class of iterated processes called $\alpha$-time Brownian motion for $0<\alpha \leq 2$. These are obtained by taking Brownian motion and replacing the time parameter with a symmetric $\alpha$-stable process. We prove a…

Probability · Mathematics 2007-05-23 Erkan Nane

We study Markov chains formed by squared singular values of products of truncated orthogonal, unitary, symplectic matrices (corresponding to the Dyson index $\beta = 1,2,4$ respectively) where time corresponds to the number of terms in the…

Probability · Mathematics 2020-07-14 Andrew Ahn

We consider a continuous-time Bienaym\'e-Galton-Watson process with logistic competition in a regime of weak competition, or equivalently of a large carrying capacity. Individuals reproduce at random times independently of each other but…

Probability · Mathematics 2025-01-29 Raphaël Forien

The theorem of Shannon-McMillan-Breiman states that for every generating partition on an ergodic system of finite entropy the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere. In addition…

Dynamical Systems · Mathematics 2013-07-09 N T A Haydn

Renormalization group theory does not restrict the from of continuous variation of critical exponents which occurs in presence of a marginal operator. However, the continuous variation of critical exponents, observed in different contexts,…

Statistical Mechanics · Physics 2016-10-28 N. Khan , P. Sarkar , A. Midya , P. Mandal , P. K. Mohanty

The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…

Probability · Mathematics 2020-03-13 Sean D Lawley

The realization of a genuine phase transition in quantum mechanics requires that at least one of the Kato's exceptional-point parameters becomes real. A new family of finite-dimensional and time-parametrized quantum-lattice models with such…

Quantum Physics · Physics 2015-11-06 Denis I. Borisov , Frantisek Ruzicka , Miloslav Znojil

The objects of our interest are the so-called $A$-permutations, which are permutations whose cycle length lie in a fixed set $A$. They have been extensively studied with respect to the uniform or the Ewens measure. In this paper, we extend…

Probability · Mathematics 2013-02-26 Ashkan Nikeghbali , Julia Storm , Dirk Zeindler

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori

Thermodynamical properties of nuclear matter undergoing multifragmentation are studied within a simplified version of the statistical model. An exact analytical solution has been found for the grand canonical ensemble. Excluded volume…

Nuclear Theory · Physics 2009-11-06 K. A. Bugaev , M. I. Gorenstein , I. N. Mishustin , W. Greiner