Related papers: Second-order asymptotics for the block counting pr…

Let $T_{c,\beta}$ denote the smallest $t\ge1$ that a continuous, self-similar Gaussian process with self-similarity index $\alpha>0$ moves at least $\pm c t^\beta$ units. We prove that: (i) If $\beta>\alpha$, then $T_{c,\beta}=\infty$ with…

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Oscillations and noise are ubiquitous in physical and biological systems. When oscillations arise from a deterministic limit cycle, entrainment and synchronization may be analyzed in terms of the asymptotic phase function. In the presence…

This article includes a short survey of selected averaging and dimension reduction techniques for deterministic fast-slow systems. This survey includes, among others, classical techniques, such as the WKB approximation or the averaging…

We compute exact second-order asymptotics for the cost of an optimal solution to the entropic optimal transport problem in the continuous-to-discrete, or semi-discrete, setting. In contrast to the discrete-discrete or continuous-continuous…

The paper concerns the $d$-dimensional stochastic approximation recursion, $$ \theta_{n+1}= \theta_n + \alpha_{n + 1} f(\theta_n, \Phi_{n+1}) $$ where $ \{ \Phi_n \}$ is a stochastic process on a general state space, satisfying a…

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

We study several fundamental properties of a class of stochastic processes called spatial Lambda-coalescents. In these models, a number of particles perform independent random walks on some underlying graph G. In addition, particles on the…

We introduce two variants of the information spectrum relative entropy defined by Tomamichel and Hayashi which have the particular advantage of satisfying the data-processing inequality, i.e. monotonicity under quantum operations. This…

In this paper we investigate in a Hilbert space setting a second order dynamical system of the form $$\ddot{x}(t)+\g(t)\dot{x}(t)+x(t)-J_{\lambda(t) A}\big(x(t)-\lambda(t) D(x(t))-\lambda(t)\beta(t)B(x(t))\big)=0,$$ where $A:{\mathcal…

We study the $N$-dependent behaviour of $\mathrm{2d}$ causal set quantum gravity. This theory is known to exhibit a phase transition as the analytic continuation parameter $\beta$, akin to an inverse temperature, is varied. Using a scaling…

I present the QCD short distance coefficient $\eta_3$ of the $\Delta S=2$ hamiltonian in the \emph{next-to-leading order} (NLO) of renormalization group improved perturbation theory. Since now all QCD-factors $\eta_1$, $\eta_2$ and $\eta_3$…

Let $B_s$ be a $d$-dimensional Brownian motion and $\omega(dx)$ be an independent Poisson field on $\mathbb{R}^d$. The almost sure asymptotics for the logarithmic moment generating function [\log\math…

Let $W_N(\beta) = \mathrm{E}_0\left[e^{ \sum_{n=1}^N \beta \omega(n,S_n) - N\beta^2/2}\right]$ be the partition function of a two-dimensional directed polymer in a random environment, where $\omega(i,x), i\in \mathbb{N}, x\in \mathbb{Z}^2$…

We consider a telegraph process with elastic boundary at the origin studied recently in the literature. It is a particular random motion with finite velocity which starts at $x\geq 0$, and its dynamics is determined by upward and downward…

We consider the minimization of an $L_0$-Lipschitz continuous and expectation-valued function, denoted by $f$ and defined as $f(x)\triangleq \mathbb{E}[\tilde{f}(x,\omega)]$, over a Cartesian product of closed and convex sets with a view…

We study the block counting process and the fixation line of exchangeable coalescents. Formulas for the infinitesimal rates of both processes are provided. It is shown that the block counting process is Siegmund dual to the fixation line.…

Let $X=\{X_{t},t\in R_{+}\}$ be a symmetric L\'{e}vy process with local time $\{L^{x}_{t} ; (x,t)\in R^{1}\times R^{1}_{+}\}$. When the L\'{e}vy exponent $\psi(\la)$ is regularly varying at zero with index $1<\beta\leq 2$, and satisfies…

We consider the particle current in the asymmetric avalanche process on a ring. It is known to exhibit a transition from the intermittent to continuous flow at the critical density of particles. The exact expressions for the first two…

We provide the detailed asymptotic behavior for first-order aggregation models of heterogeneous oscillators. Due to the dissimilarity of natural frequencies, one could expect that all relative distances converge to definite positive value…