Related papers: Intersection local times for interlacements

Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$.…

We prove distributional limit theorems (conditional and integrated) for the occupation times of certain weakly mixing, pointwise dual ergodic transformations at "tied-down" times immediately after "excursions". The limiting random variables…

Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end,…

We compute the local intersection cohomology of the irreducible components of varieties of complexes, by using Lusztig's geometric approach to quantum groups and explicit constructions of elements of Lusztig's canonical bases.

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

Consider a collection of random variables attached to the vertices of a graph. The reconstruction problem requires to estimate one of them given `far away' observations. Several theoretical results (and simple algorithms) are available when…

We prove that when a sequence of L\'evy processes $X^{(n)}$ or a normed sequence of random walks $S^{(n)}$ converges a.s. on the Skorokhod space toward a L\'evy process $X$, the sequence $L^{(n)}$ of local times at the supremum of $X^{(n)}$…

We present a prescription for choosing orthogonal bases of differential $n$-forms belonging to quadratic twisted period integrals, with respect to the intersection number inner product. To evaluate these inner products, we additionally…

We introduce polynomial couplings, a generalization of probabilistic couplings, to develop an algorithm for the computation of equivalence relations which can be interpreted as a lifting of probabilistic bisimulation to polynomial…

Inspired by the idea of stochastic quantization proposed by Parisi and Wu, we construct the transition probability matrix which plays a central role in the renormalization group through a stochastic differential equation. By establishing…

We show that finding minimally intersecting $n$ paths from $s$ to $t$ in a directed graph or $n$ perfect matchings in a bipartite graph can be done in polynomial time. This holds more generally for unimodular set systems.

We prove sharp rates of convergence to the Ewens equilibrium distribution for a family of Metropolis algorithms based on the random transposition shuffle on the symmetric group, with starting point at the identity. The proofs rely heavily…

We study regularity of the time-delayed coordinate maps \[\phi_{h,k}(x) = (h(x), h(Tx), \ldots, h(T^{k-1}x))\] for a diffeomorphism $T$ of a compact manifold $M$ and smooth observables $h$ on $M$. Takens' embedding theorem shows that if $k…

We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…

We establish abstract local limit theorems for hitting times and return-times of suitable sequences (A_{l}) of asymptotically rare events in ergodic probability preserving dynamical systems, including versions for tuples of consecutive…

Random field with paths given as restrictions of holomorphic functions to Euclidean space-time can be Wick-rotated by pathwise analytic continuation. Euclidean symmetries of the correlation functions then go over to relativistic symmetries.…

It is shown that a mechanism of energy redistribution and dissipation by the inertial waves can be effectively utilized in isotropic turbulence at small Reynolds numbers (when the nonlocal interactions are the dominating ones). This…

We provide a sufficient condition for the continuity of real valued permanental processes. When applied to the subclass of permanental processes which consists of squares of Gaussian processes, we obtain the sufficient condition for…

We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and…

Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the…