Related papers: Fluctuations of the Euler-Poincar\'e characteristi…
In this paper, following earlier results in [2] we derive the asymptotic distribution as $t \to \infty$, of the excursion of Brownian motion straddling $t$, into an interval $(a,b)$, conditional on the event that there is such an excursion.
An example of exceptional points in the continuous spectrum of a real, pseudo-Hermitian Hamiltonian of von Neumann-Wigner type is presented and discussed. Remarkably, these exceptional points are associated with a double pole in the…
Recent theoretical work has developed the Hamilton's-principle analog of Lie-Poisson Hamiltonian systems defined on semidirect products. The main theoretical results are twofold: (1) Euler-Poincar\'e equations (the Lagrangian analog of…
In this short article we propose a full large $N$ asymptotic expansion of the probability that the $m^{\text{th}}$ power of a random unitary matrix of size $N$ has all its eigenvalues in a given arc-interval centered in $1$ when $N$ is…
Let $A$ be the (rescaled) adjacency matrix of the Erd\H{o}s-R\'enyi graphs $\cal G(N,p)$. For $N^{-1+\tau} \leqslant p\leqslant N^{-\tau}$, we study the fluctuation of $f(A)_{ii}$ on the global and mesoscopic spectral scales. We show that…
We derive a higher-order asymptotic expansion of the conditional characteristic function of the increment of an It\^o semimartingale over a shrinking time interval. The spot characteristics of the It\^o semimartingale are allowed to have…
Quantum walks subject to decoherence generically suffer the loss of their genuine quantum feature, a quadratically faster spreading compared to classical random walks. This intuitive statement has been verified analytically for certain…
We compute the asymptotic for the eigenvalues of a particular class of compact operators deeply linked with the second variation of optimal control problems. We characterize this family in terms of a set of finite dimensional data and we…
In this article, we study the problem of parameter estimation for a discrete Ornstein - Uhlenbeck model driven by Poisson fractional noise. Based on random walk approximation for the noise, we study least squares and maximum likelihood…
We obtain characterizations of asymptotic properties of Schwartz distribution by using Gabor frames. Our characterizations are indeed Tauberian theorems for shift asymptotics (S-asymptotics) in terms of short-time Fourier transforms with…
We introduce a new variational characterization of Gaussian diffusion processes as minimum uncertainty states. We then define a variational method constrained by kinematics of diffusions and Schr\"{o}dinger dynamics to seek states of local…
The manner in which probability amplitudes of paths sum up to form wave functions of a harmonic oscillator, as well as other, simple 1-dimensional problems, is described. Using known, closed-form, path-based propagators for each problem, an…
In this paper, we are concerned with the asymptotic behavior of the Neumann-Poincare operator for Helmholtz system. By analyzing the asymptotic behavior of spherical Bessel function near the origin and/or approach higher order, we prove the…
We present the phenomenological analysis of the spectrum of longitudinal spin fluctuations in isotropic itinerant electron antiferromagnets with account of spin anharmonicity giving rise to coupling of transverse and longitudinal normal…
We describe analytical and numerical results on the statistical properties of complex eigenvalues and the corresponding non-orthogonal eigenvectors for non-Hermitian random matrices modeling one-channel quantum-chaotic scattering in systems…
Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth.This fact motivates the consideration of subdifferentials for such typically just continuous…
The investigation of the behaviour for geometric functionals of random fields on manifolds has drawn recently considerable attention. In this paper, we extend this framework by considering fluctuations over time for the level curves of…
In this note, we consider a fixed vector field $V$ on $S^2$ and study the distribution of points which lie on the nodal set (of a random spherical harmonic) where $V$ is also tangent. We show that the expected value of the corresponding…
The Euler-Poincar\'e approach to complex fluids is used to derive multiscale equations for computationally modelling Euler flows as a basis for modelling turbulence. The model is based on a \emph{kinematic sweeping ansatz} (KSA) which…
The Euler characteristic of the link of a real algebraic variety is an interesting topological invariant in order to discuss local topological properties. We prove in the paper that an invariant stronger than the Euler Characteristic is…