Related papers: Intersection local times for interlacements

We study systematically cross sections of probability preserving actions of unimodular groups and their associated transverse measures, and introduce the invariant \emph{intersection covolume} to quantify their periodicity. Our main…

We compute exactly the overlap between the eigenvectors of two large empirical covariance matrices computed over intersecting time intervals, generalizing the results obtained previously for non-intersecting intervals. Our method relies on…

Let $X=\{X(t),t\in R_+\}$ be a real-valued symmetric L\'{e}vy process with continuous local times $\{L^x_t,(t,x)\in R_+\times R\}$ and characteristic function $Ee^{i\lambda X(t)}=e^{-t\psi(\lambda)}$. Let…

In this paper we establish a decoupling feature of the random interlacement process I^u in Z^d, at level u, for d \geq 3. Roughly speaking, we show that observations of I^u restricted to two disjoint subsets A_1 and A_2 of Z^d are…

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…

We study the asymptotic behaviour of a properly normalized time changed Wiener processes. The time change reflects the fact that we consider the Laplace operator (which generates a Wiener process) multiplied by a possibly degenerate…

We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…

In the past decades for more and more graph classes the Graph Isomorphism Problem was shown to be solvable in polynomial time. An interesting family of graph classes arises from intersection graphs of geometric objects. In this work we show…

If \beta_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{\gamma\beta_1} is finite or infinite in terms of the best constant of a Gagliardo-Nirenberg inequality. We prove large deviation…

We study a random walk in a random environment (RWRE) on $\Z^d$, $1 \leq d < +\infty$. The main assumptions are that conditionned on the environment the random walk is reversible. Moreover we construct our environment in such a way that the…

We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel…

In this article we study the distribution of the number of points of a simple random walk, visited a given number of times (the k-multiple point range). In a previous article we had developed a graph theoretical approach which is now…

We present and analyse a novel manifestation of the revival phenomenon for linear spatially periodic evolution equations, in the concrete case of three nonlocal equations that arise in water wave theory and are defined by convolution…

Local correlation entropy, introduced by Takens in 1983, represents the exponential decay rate of the relative frequency of recurrences in the trajectory of a point, as the embedding dimension grows to infinity. In this paper we study…

We obtain large deviations estimates for the self-intersection local times for a symmetric random walk in dimension 3. Also, we show that the main contribution to making the self-intersection large, in a time period of length $n$, comes…

In this article we study local rigidity properties of generalised interval exchange maps using renormalisation methods. We study the dynamics of the renormalisation operator $\mathcal{R}$ acting on the space of $\mathcal{C}^{3}$-generalised…

Traffic speed prediction is the key to many valuable applications, and it is also a challenging task because of its various influencing factors. Recent work attempts to obtain more information through various hybrid models, thereby…

We present a method for computing the likelihood of a mixed hitting-time model that specifies durations as the first time a latent L\'evy process crosses a heterogeneous threshold. This likelihood is not generally known in closed form, but…

Using our previously published algorithm, we analyze the eigenvectors of the generalized Laplacian for two metric graphs occurring in practical applications. As expected, localization of an eigenvector is rare and the network should be…

We study the object formally defined as \gamma\big([0,t]^{2}\big)=\int\int_{[0,t]^{2}} | X_{s}- X_{r}|^{-\sigma} dr ds-E\int\int_{[0,t]^{2}} | X_{s}- X_{r}|^{-\sigma} dr ds, where $X_{t}$ is the symmetric stable processes of index…