Related papers: Quadratic Fluctuations of the Simple Exclusion Pro…
We study the exponential Ornstein-Uhlenbeck stochastic volatility model and observe that the model shows a multiscale behavior in the volatility autocorrelation. It also exhibits a leverage correlation and a probability profile for the…
We obtain a characterisation of the Fourier transform on the space of Schwartz class functions on $\mathbb{R}^n.$ The result states that any appropriately additive bijection of the Schwartz space onto itself, which interchanges convolution…
We investigate the concept of cylindrical Wiener process subordinated to a strictly $\alpha$-stable L\'evy process, with $\alpha\in\left(0,1\right)$, in an infinite dimensional, separable Hilbert space, and consider the related stochastic…
We discuss Einstein-Klein-Gordon system in an environment of an infinite number of scalar fields leading to an external thermal noise. In the lowest order of metric and field perturbations the quadratic fluctuations consist of a sum of…
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…
In the paper we consider the problem of estimating parameters entering the drift of a fractional Ornstein-Uhlenbeck type process in the non-ergodic case, when the underlying stochastic integral is of Young type. We consider the sampling…
We establish an important connection between coherent quantum feedback and the Ornstein-Uhlenbeck process in quantum optics. We show that an emitter with fluctuating energy levels in front of a mirror results in an Ornstein-Uhlenbeck…
We consider the dynamics of fluctuations in the quantum asymmetric simple exclusion process (Q-ASEP) with periodic boundary conditions. The Q-ASEP describes a chain of spinless fermions with random hoppings that are induced by a Markovian…
We show, using the macroscopic fluctuation theory of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim, that the statistics of the current of the symmetric simple exclusion process (SSEP) connected to two reservoirs are the same on an…
We consider a real massive free quantum scalar field with arbitrary curvature coupling on $n$-dimensional anti-de Sitter space-time. We use Hadamard renormalization to find the vacuum expectation values of the quadratic field fluctuations…
We treat the probability distributions for quadratic quantum fields, averaged with a Lorentzian test function, in four-dimensional Minkowski vacuum. These distributions share some properties with previous results in two-dimensional…
Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…
We propose a fast and efficient estimation method that is able to accurately recover the parameters of a d-dimensional Hawkes point-process from a set of observations. We exploit a mean-field approximation that is valid when the…
We examine the weak-field approximation of locally Galilean invariant gravitational theories with general covariance in a $(4+1)$-dimensional Galilean framework. The additional degrees of freedom allow us to obtain Poisson, diffusion, and…
We rederive the spectral asymmetry of the Wilson-Dirac model in external fields, paying attention to the Chern number due to the Berry connection. We interpret the smooth part of the spectral asymmetry as the Streda formula that is…
We revisit two-point function approaches used to study vacuum fluctuation in wedge-shaped regions and conical backgrounds. Appearance of divergent integrals is discussed and circumvented. The issue is considered in the context of a massless…
Dynamical phase transitions are nonequilibrium counterparts of thermodynamic phase transitions and share many similarities with their equilibrium analogs. In continuous phase transitions, critical exponents play a key role in characterizing…
We give some examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields defined on the plane. Namely, we study a tied-down Wiener bridge, tied-down scaled Wiener bridges, a Kiefer process…
Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a…
The asymmetric simple exclusion process with random-force disorder is studied within the mean field approximation. The stationary current through a domain with reversed bias is analyzed and the results are found to be in accordance with…