Related papers: Persistence of Gaussian processes: non-summable co…

For many stochastic processes, the probability $S(t)$ of not-having reached a target in unbounded space up to time $t$ follows a slow algebraic decay at long times, $S(t)\sim S_0/t^\theta$. This is typically the case of symmetric compact…

We derive, up to a constant factor, matching lower and upper bounds on the concentration functions of suprema of separable centered Gaussian processes and order statistics of Gaussian random fields. These bounds reveal that suprema of…

A possible drawback of the ordinary correlation coefficient $\rho$ for two real random variables $X$ and $Y$ is that zero correlation does not imply independence. In this paper we introduce a new correlation coefficient $\rho^*$ which…

The observable outputs of many complex dynamical systems consist in time series exhibiting autocorrelation functions of great diversity of behaviors, including long-range power-law autocorrelation functions, as a signature of interactions…

We consider the Airy$_1$ process, which is the limit process in KPZ growth models with flat and non-random initial conditions. We study the persistence probability, namely the probability that the process stays below a given threshold $c$…

A special class of standard Gaussian Autoregressive Hilbertian processes of order one (Gaussian ARH(1) processes), with bounded linear autocorrelation operator, which does not satisfy the usual Hilbert-Schmidt assumption, is considered. To…

High-dimensional auto-regressive models provide a natural way to model influence between $M$ actors given multi-variate time series data for $T$ time intervals. While there has been considerable work on network estimation, there is limited…

The far-from-equilibrium dynamics of glassy systems share important phenomenological traits. A transition is generally observed from a time-homogeneous dynamical regime to an aging regime where physical changes occur intermittently and, on…

We consider a system of independent branching random walks on $\R$ which start off a Poisson point process with intensity of the form $e_{\lambda}(du)=e^{-\lambda u}du$, where $\lambda\in\R$ is chosen in such a way that the overall…

Studying loop corrections to inflationary perturbations, with particular emphasis on infrared factors, is important to understand the consistency of the inflationary theory, its predictivity and to establish the existence of the slow-roll…

Let $M_n$ be the maximum of $n$ zero-mean gaussian variables $X_1,..,X_n$ with covariance matrix of minimum eigenvalue $\lambda$ and maximum eigenvalue $\Lambda$. Then, for $n \ge 70$, $$\Pr\{M_n \ge \lambda \left (2 \log n - 2.5 - \log(2…

We study the decay of convolution powers of probability measures without second moment but satisfying some weaker finite moment condition. For any locally compact unimodular group G and any positive function $\rho:G \rightarrow…

We derive exact tail asymptotics of sojourn time above the level $u\geq 0$ $$ \mathbb{P}\left(v(u)\int_0^T \mathbb{I}(X(t)-ct>u)d t>x\right), \quad x\geq 0 $$ as $u\to\infty$, where $X$ is a Gaussian process with continuous sample paths,…

Upper bounds for the probabilities $\mathbb{P}(F\geq \mathbb{E} F + r)$ and $\mathbb{P}(F\leq \mathbb{E} F - r)$ are proved, where $F$ is a certain component count associated with a random geometric graph built over a Poisson point process…

We investigate the persistence properties of critical d-dimensional systems relaxing from an initial state with non-vanishing order parameter (e.g., the magnetization in the Ising model), focusing on the dynamics of the global order…

Dynamic spin correlation functions $<S_i^x (t)S_j^x>$ for the 1D $S=1/2$ $XX$ model $H = -J\Sigma_i \{S_i^x S_{i+1}^x + S_i^y S_{i+1}^y \}$ are calculated exactly for finite open chains with up to N=10000 spins. Over a certain time range…

We study persistence probabilities for random walks in correlated Gaussian random environment first studied by Oshanin, Rosso and Schehr. From the persistence results, we can deduce properties of critical branching processes with offspring…

In this note, we give a short information-theoretic proof of the consistency of the Gaussian maximum likelihood estimator in linear auto-regressive models. Our proof yields nearly optimal non-asymptotic rates for parameter recovery and…

This is a significantly expanded version of the survey paper "Mixing and decay of correlations in non-uniformly expanding maps: a survey of recent results" math/0301319. We discuss recent results on decay of correlations for non-uniformly…

The persistence exponent, which characterises the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. Determining…