Related papers: Persistence of Gaussian processes: non-summable co…
The local persistence probability P_l(t) that a site never becomes active up to time t, and the global persistence probability P_g(t) that the deviation of the global density from its mean value rho(t)-<\rho(t)> does not change its sign up…
We study survival properties of inhomogeneous Galton-Watson processes. We determine the so-called branching number (which is the reciprocal of the critical value for percolation) for these random trees (conditioned on being infinite), which…
We study the dynamics of a system of hard-core particles sliding downwards on a one dimensional fluctuating interface, which in a special case can be mapped to the problem of a passive scalar advected by a Burgers fluid. Driven by the…
The zero-temperature Glauber dynamics is used to investigate the persistence probability $P(t)$ in the Potts model with $Q=3,4,5,7,9,12,24,64, 128$, $256, 512, 1024,4096,16384 $,..., $2^{30}$ states on {\it directed} and {\it undirected}…
We obtain estimates on the decay of correlations, Central Limit Theorem and Large Deviations for dynamical systems admitting an induced weak Gibbs--Markov map, for larger classes of observables with weaker regularity than H\"{o}lder,…
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…
This article deals with the asymptotic behaviour as $t\to +\infty$ of the survival function $P[T > t],$ where $T$ is the first passage time above a non negative level of a random process starting from zero. In many cases of physical…
Zeckendorf's theorem establishes a unique representation for positive integers as sums of non-consecutive Fibonacci numbers. This result has been generalized to Positive Linear Recurrence Sequences (PLRS), where key statistical properties,…
The decay of current autocorrelation functions is investigated for quantum systems featuring strong 'interactions'. Here, the term interaction refers to that part of the Hamiltonian causing the (major) decay of the current. On the time…
Ordered phases realized through broken continuous symmetries embrace long-range order-parameter fluctuations as manifest in the power-law decays of both the transverse and longitudinal correlations, which are similar to those at the…
In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…
Let $S_n^{(2)}$ denote the iterated partial sums. That is, $S_n^{(2)}=S_1+S_2+ ... +S_n$, where $S_i=X_1+X_2+ ... s+X_i$. Assuming $X_1, X_2,....,X_n$ are integrable, zero-mean, i.i.d. random variables, we show that the persistence…
We present a relatively detailed analysis of the persistence probability distributions in financial dynamics. Compared with the auto-correlation function, the persistence probability distributions describe dynamic correlations non-local in…
Let $X=\{X(t),t\in R_+\}$ be a real-valued symmetric L\'{e}vy process with continuous local times $\{L^x_t,(t,x)\in R_+\times R\}$ and characteristic function $Ee^{i\lambda X(t)}=e^{-t\psi(\lambda)}$. Let…
We show that the probability, P_0(l), that the height of a fluctuating (d+1)-dimensional interface in its steady state stays above its initial value up to a distance l, along any linear cut in the d-dimensional space, decays as P_0(l) \sim…
Let $\psi(n)\to +0$ and a square-integrable function $f$ be non-zero, then for the typical mixing automorphism $T$ the set $\{n:\, |(T^nf,f) |>\psi( n)\}$ is infinite. The mildly mixing automorphisms $T$ do not have convergences of non-zero…
Gaussian Processes (GPs) are a versatile and popular method in Bayesian Machine Learning. A common modification are Sparse Variational Gaussian Processes (SVGPs) which are well suited to deal with large datasets. While GPs allow to…
We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…
We study persistence in one-dimensional ferromagnetic and anti-ferromagnetic nearest-neighbor Ising models with parallel dynamics. The probability P(t) that a given spin has not flipped up to time t, when the system evolves from an initial…
This paper considers an infinite system of instantaneously coalescing rate one simple random walks on $\mathbb{Z}^2$, started from the initial condition with all sites in $\mathbb{Z}^2$ occupied. We show that the correlation functions of…