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

Let $f$ be a zero-mean continuous stationary Gaussian process on ${\mathbb R}$ whose spectral measure vanishes in a $\delta$-neighborhood of the origin. Then the probability that $f$ stays non-negative on an interval of length $L$ is at…

We study out-of-time order correlators (OTOCs) of the form $\langle\hat A(t)\hat B(0)\hat C(t)\hat D(0)\rangle$ for a quantum system weakly coupled to a dissipative environment. Such an open system may serve as a model of, e.g., a small…

In this paper, we quantitative convergence in $W_2$ for a family of Langevin-like stochastic processes that includes stochastic gradient descent and related gradient-based algorithms. Under certain regularity assumptions, we show that the…

Let $X(t), t\in \mathcal{T}$ be a centered Gaussian random field with variance function $\sigma^2(\cdot)$ that attains its maximum at the unique point $t_0\in \mathcal{T}$, and let $M(\mathcal{T}):=\sup_{t\in \mathcal{T}} X(t)$. For…

We provide bounds on temporal fluctuations around the infinite-time average of out-of-time-ordered and time-ordered correlators of many-body quantum systems without energy gap degeneracies. For physical initial states, our bounds predict…

We analyze, both analytically and numerically, the time-dependence of the return probability in closed systems of interacting particles. Main attention is paid to the interplay between two regimes, one of which is characterized by the…

Let $X$ be a symmetric, pure jump, unimodal Levy process in $\mathbb{R}$ with an infinite Levy measure. We prove that for any fixed $t > 0$ the survival probability $P^x(\tau_{(-a,a)} > t)$ is nondecreasing on $(-a,0]$, nonincreasing on…

Many natural phenomena exhibit a stochastic nature that one attempts at modeling by using stochastic processes of different types. In this context, often one is interested in investigating the memory properties of the natural phenomenon at…

In this paper, we compare two variances of maxima of $N$ standard Gaussian random variables. One is a sequence of $N$ i.i.d. standard Gaussians, and the other one is $N$ standard Gaussians with covariances $\sigma_{1,2}=\rho \in(0,1)$ and…

We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…

The orientational memory of particles can serve as an effective measure of diffusivity, spreading, and search efficiency in complex stochastic processes. We develop a theoretical framework to describe the decay of directional correlations…

We study the ergodic and statistical properties of a class of maps of the circle and of the interval of Lorenz type which present indifferent fixed points and points with unbounded derivative. These maps have been previously investigated in…

Let $\boldsymbol{X}(t)=(X_1(t),\ldots,X_d(t))$ be a Gaussian vector process and $g(t)$ be a continuous function. The asymptotics of distribution of $\left\|\boldsymbol{X}(t)\right\|_p$, the $L^p$ norm for Gaussian finite-dimensional vector,…

Let $\{X(t):t\in[0,\infty)\}$ be a centered Gaussian process with stationary increments and variance function $\sigma^2_X(t)$. We study the exact asymptotics of ${\mathbb{P}}(\sup_{t\in[0,T]}X(t)>u)$ as $u\to\infty$, where $T$ is an…

I derive a mode-coupling theory for the velocity autocorrelation function, \psi(t), in a fluid of randomly driven inelastic hard spheres far from equilibrium. With this, I confirm a conjecture from simulations that the velocity…

It is shown that for a non-decreasing self-similar stochastic process $T$ with independent increments, the range of $T$ forms a Poisson point process with $\sigma$-finite intensity if and only if the one-dimensional distribution of $T(1)$…

We study the spectral properties of a stochastic process obtained by multiplicative inversion of a non-zero-mean Gaussian process. We show that its autocorrelation and power spectrum exist for most regular processes, and we find a…

For a given centered Gaussian process with stationary increments $\{X(t), t\geq 0\}$ and $c>0$, let $$ W_\gamma(t)=X(t)-ct-\gamma\inf_{0\leq s\leq t}\left(X(s)-cs\right), \quad t\geq 0$$ denote the $\gamma$-reflected process, where…

We consider the problem of learning the structure of ferromagnetic Ising models Markov on sparse Erdos-Renyi random graph. We propose simple local algorithms and analyze their performance in the regime of correlation decay. We prove that an…

Consider the centered Gaussian field on the lattice $\mathbb{Z}^d,$ $d$ large enough, with covariances given by the inverse of $\sum_{j=k}^K q_j(-\Delta)^j,$ where $\Delta$ is the discrete Laplacian and $q_j \in \mathbb{R},k\leq j\leq K,$…