Related papers: Hammersley's harness process: invariant distributi…
A theory of intermittency differentiation is developed for a general class of 1D Infinitely Divisible Multiplicative Chaos measures. The intermittency invariance of the underlying infinitely divisible field is established and utilized to…
For homogeneous initial conditions, Hartree (gaussian) dynamical approximations are known to have problems with thermalization, because of insufficient scattering. We attempt to improve on this by writing an arbitrary density matrix as a…
We consider a pointlike two-level system undergoing uniformly accelerated motion. We evaluate the transition probability for a finite time interval of this system coupled to a massless scalar field near a fluctuating event horizon. Horizon…
This work is focused on constructing space-time covariance functions through a hierarchical mixture approach that can serve as building blocks for capturing complex dependency structures. This hierarchical mixture approach provides a…
The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. However, their flexibility also incurs a substantial…
In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…
We study long-term behavior and stationary distributions for stochastic heat equations forced simultaneously by a multiplicative noise and an independent additive noise with the same distribution. We prove that nontrivial space-time…
We study the invariant measure of the one-dimensional stochastic Allen-Cahn equation for a small noise strength and a large but finite system. We endow the system with inhomogeneous Dirichlet boundary conditions that enforce at least one…
The HEat modulated Infinite DImensional Heston (HEIDIH) model and its numerical approximation are introduced and analyzed. This model falls into the general framework of infinite dimensional Heston stochastic volatility models of (F.E.…
We study stochastic dynamics of an inverted pendulum subject to a random force in the horizontal direction (Whitney's problem). Considered on the entire time axis, the problem admits a unique solution that always remains in the upper half…
We study the nearest neighbors one dimensional uniform q-model of force fluctuations in bead packs [Coppersmith et al (1996)], a stochastic model to simulate the stress of granular media in two dimensional silos. The vertical coordinate…
We develop various complementary concepts and techniques for handling quantum fluctuations of Goldstone bosons.We emphasise that one of the consequences of the masslessness of Goldstone bosons is that the longitudinal fluctuations also have…
Randomized Hadamard Transforms (RHTs) have emerged as a computationally efficient alternative to the use of dense unstructured random matrices across a range of domains in computer science and machine learning. For several applications such…
We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…
This paper is devoted to establishing the full scaling limit theorems for multivariate Hawkes processes. Under some mild conditions on the exciting kernels, we develop a new way to prove that after a suitable time-spatial scaling, the…
Dynamical systems in nature exhibit self-similar fractal space-time fluctuations on all scales indicating long-range correlations and therefore the statistical normal distribution with implicit assumption of independence, fixed mean and…
We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…
We develop an analytic model of intermittent, three-dimensional, strong, reduced magnetohydrodynamic turbulence with zero cross helicity. We take the fluctuation amplitudes to have a log-Poisson distribution and incorporate into the model a…
A new distribution named intensive natural distribution is introduced with the intent of consolidating statistics and empirical data. Based on the probability derived from the Bernoulli distribution, this method extended also Poisson…
The serial harness introduced by Hammersley is equivalent, in the Gaussian case, to the Gaussian Solid-On-Solid interface model with parallel heat bath dynamics. Here we consider sub-lattice parallel dynamics, and give exact results about…