Related papers: Exponential decay of correlations for a real value…
We study the real, bounded-variables process (X_n) defined by a k-term recurrence relation X_{n+k} ={\phi}(X_n, ... , X_{n+k-1}). We prove the decay of correlations, mainly under purely analytic hypotheses concerning the function {\phi} and…
We study the discrete-time, real valued bounded process $\{X_n, n\in {\mathbb N} \}$ defined by a second order recurrence relation $X_{n+2} = \varphi(X_n,X_{n+1})$. We obtain the decay of correlations under analytical hypotheses on $\varphi…
In this paper we present an upper bound for the decay of correlation for the stationary stochastic process associated with the Entropy Penalized Method. Let $L(x, v):\Tt^n\times\Rr^n\to \Rr$ be a Lagrangian of the form L(x,v) = {1/2}|v|^2 -…
We consider a random process $Y(t)=\exp\{X(t)\}$, where $X(t)$ is a centered second-order process which correlation function $R(t,s)$ can be represented as $\int_{\mathbb{R}} u(t,y)\overline{u(s,y)} dy.$ A multiplicative wavelet-based…
We estimate the speed of decay of correlations for general nonuniformly expanding dynamical systems, using estimates on the time the system takes to become really expanding. Our method can deal with fast decays, such as exponential or…
An extension of the Ising spin configurations to continuous functions is used for an exact representation of the Random Field Ising Model's order parameter in terms of disagreement percolation. This facilitates an extension of the recent…
We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16},…
The focus of disentanglement approaches has been on identifying independent factors of variation in data. However, the causal variables underlying real-world observations are often not statistically independent. In this work, we bridge the…
In this work we study a class of stochastic processes $\{X_t\}_{t\in\N}$, where $X_t = (\phi \circ T_s^t)(X_0)$ is obtained from the iterations of the transformation T_s, invariant for an ergodic probability \mu_s on [0,1] and a continuous…
An $XY$ model, generalized by inclusion of up to an infinite number of higher-order pairwise interactions with an exponentially decreasing strength, is studied by spin-wave theory and Monte Carlo simulations. At low temperatures the model…
We are interested in investigating the statistical properties of extreme values for strongly correlated variables. The starting motivation is to understand how the strong-correlation properties of power-law distributed processes affect the…
For a family of random intermittent dynamical systems with a superattracting fixed point we prove that a phase transition occurs between the existence of an absolutely continuous invariant probability measure and infinite measure depending…
The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…
We consider large random matrices $X$ with centered, independent entries but possibly different variances. We compute the normalized trace of $f(X) g(X^*)$ for $f,g$ functions analytic on the spectrum of $X$. We use these results to compute…
The transformation of canonical decay laws of moving unstable quantum systems is studied by approximating, over intermediate times, the decay laws at rest with superpositions of exponential modes via the Prony analysis. The survival…
Given a two-sided real-valued L\'evy process $(X_t)_{t \in \mathbb{R}}$, define processes $(L_t)_{t \in \mathbb{R}}$ and $(M_t)_{t \in \mathbb{R}}$ by $L_t := \sup\{h \in \mathbb{R} : h - \alpha(t-s) \le X_s \text{ for all } s \le t\} =…
We consider quenches in non-conserved two-dimensional XY systems between any two temperatures below the Kosterlitz-Thouless transition. The evolving systems are defect free at coarse-grained scales, and can be exactly treated. Correlations…
For a class of tight-binding many-electron models on hyper-cubic lattices the equal-time correlation functions at non-zero temperature are proved to decay exponentially in the distance between the center of positions of the electrons and…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
In this work, we consider i.i.d. random perturbations of contracting Lorenz maps sufficiently close to a Rovella parameter. We prove that the quenched correlations of the random dynamical system decay exponentially.