Related papers: Quadratic Fluctuations of the Simple Exclusion Pro…
Complex systems often involve random fluctuations for which self-similar properties in space and time play an important role. Fractional Brownian motions, characterized by a single scaling exponent, the Hurst exponent $H$, provide a…
An investigation of the spatial fluctuations and their manifestations in the vicinity of the quantum critical point within the framework of the renormalized $\phi^{4}$ theory is proposed. Relevant features are reported through the…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm so-called Walk on Moving Spheres was already introduced in the Brownian context. The aim is…
We investigate recursive properties of certain p-adic Whittaker functions (of which representation densities of quadratic forms are special values). The proven relations can be used to compute them explicitly in arbitrary dimensions,…
We define the quadratic algebra su(2)_{\alpha} which is a one-parameter deformation of the Lie algebra su(2) extended by a parity operator. The odd-dimensional representations of su(2) (with representation label j, a positive integer) can…
We consider stationary fluctuations for the multi-species zero range process with long jumps in one dimension, where the underlying transition probability kernel is $p(x) = c_+ |x|^{-1-\alpha}$ if $x > 0$ and $= c_-|x|^{-1-\alpha}$ if $x <…
The fractional Ornstein-Uhleneck (fOU) process is described by the overdamped Langevin equation $\dot{x}(t)+\gamma x=\sqrt{2 D}\xi(t)$, where $\xi(t)$ is the fractional Gaussian noise with the Hurst exponent $0<H<1$. For $H\neq 1/2$ the fOU…
We study the one dimensional partially asymmetric simple exclusion process (ASEP) with open boundaries, that describes a system of hard-core particles hopping stochastically on a chain coupled to reservoirs at both ends. Derrida, Evans,…
We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability…
We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…
The Helmholtz equation in one dimension, which describes the propagation of electromagnetic waves in effectively one-dimensional systems, is equivalent to the time-independent Schr\"odinger equation. The fact that the potential term…
Constrained symplectic quantization is a functional formulation of quantum field theory in which quantum fluctuations are sampled through a deterministic Hamiltonian flow in an auxiliary intrinsic time $\tau$. In this paper we extend the…
We introduce a new fractional oscillator process which can be obtained as solution of a stochastic differential equation with two fractional orders. Basic properties such as fractal dimension and short range dependence of the process are…
The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive L\'evy drivers - understood as abrupt thermalization of the…
We consider the macroscopic limit for the space-time density fluctuations in the open symmetric simple exclusion in the quasi-static scaling limit. We prove that the distribution of these fluctuations converge to a gaussian space-time field…
In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein-Uhlenbeck process. In particular, we establish that, despite the time change, the process admits a Gaussian…
We prove the symmetry of the Diffusion Coefficient appearing in the fluctuation-dissipation theorem for the general asymmetric simple exclusion process.
We consider the Fourier-Laplace transforms of a broad class of polynomial Ornstein-Uhlenbeck (OU) volatility models, including the well-known Stein-Stein, Sch\"obel-Zhu, one-factor Bergomi, and the recently introduced Quintic OU models…
The basic model of the non-equilibrium low dimensional physics the so-called totally asymmetric exclusion process is related to the 'crystalline limit' ($q\to\infty$) of the $SU_q(2)$ quantum algebra. Using the quantum inverse scattering…
We consider the one-dimensional partially asymmetric exclusion model with open boundaries. The model describes a system of hard-core particles that hop stochastically in both directions with different rates. At both boundaries particles are…