Related papers: Exact formulas for random growth with half-flat in…
We consider a two-species simple exclusion process on a periodic lattice. We use the method of matched asymptotics to derive evolution equations for the two population densities in the dilute regime, namely a cross-diffusion system of…
There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…
Starting from the moment sequences of classical orthogonal polynomials we derive the orthogonality purely algebraically. We consider also the moments of ($q=1$) classical orthogonal polynomials, and study those cases in which the…
We consider the classical stochastic fluctuations of spacetime geometry induced by quantum fluctuations of massless non-conformal matter fields in the Early Universe. To this end, we supplement the stress-energy tensor of these fields with…
We address systematically an apparent non-physical behavior of the free energy moment generating function for several instances of the logarithmically correlated models: the Fractional Brownian Motion with Hurst index $H = 0$ (fBm0) (and…
We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
Uniform asymptotic formulae for arrays of complex numbers of the form $(f_{r,s})$, with $r$ and $s$ nonnegative integers, are provided as $r$ and $s$ converge to infinity at a comparable rate. Our analysis is restricted to the case in which…
In this work we analyse asymptotically flat, spherically symmetric spacetimes in which an event horizon is present without any trapped surfaces. We identify two types of such spacetimes, each related to the asymptotic behaviour (in time) of…
It is derived the explicit asymptotic expression in $n$ for the coefficient $c_n$ of the generating function for multiplicative structures with sub exponential rate of growth of $c_n,$ as $n\to\infty$.
In this work, we consider moments of exponential functionals of L\'{e}vy processes on a deterministic horizon. We derive two convolutional identities regarding these moments. The first one relates the complex moments of the exponential…
We prove the existence of a large class of asymptotically flat initial data with non-vanishing mass and angular momentum for which the metric and the extrinsic curvature have asymptotic expansions at space-like infinity in terms of powers…
In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…
We rigorously establish the asymptotic equivalence between the height function of interacting dimers on the square lattice and the massless Gaussian free field. Our theorem explains the microscopic origin of the sine-Gordon field theory…
Let $g$ denote a fixed holomorphic Hecke cusp form of weight $k \equiv 0 \pmod{4}$ on $\mathrm{SL}_2(\mathbb{Z})$, and let $\pi$ be a fixed cuspidal automorphic representation of $\mathrm{GL}_3$. In this paper, we establish an asymptotic…
Stochastic growth processes in dimension $(2+1)$ were conjectured by D. Wolf, on the basis of renormalization-group arguments, to fall into two distinct universality classes, according to whether the Hessian $H_\rho$ of the speed of growth…
We describe a construction of random meromorphic functions with prescribed simple poles with unit residues at a given stationary point process. We characterize those stationary processes with finite second moment for which, after…
Uniform asymptotic expansions are derived for reverse generalised Bessel polynomials of large degree $n$, real parameter $a$, and complex argument $z$, which are simpler than previously known results. The defining differential equation is…
Assuming that a plane partition of the positive integer $n$ is chosen uniformly at random from the set of all such partitions, we propose a general asymptotic scheme for the computation of expectations of various plane partition statistics…
We propose a new approach for finding discrete harmonic functions in the quarter plane with Dirichlet conditions. It is based on solving functional equations that are satisfied by the generating functions of the values taken by the harmonic…