Related papers: The local structure of $q$-Gaussian processes
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…
Brownian dynamics play a key role in understanding the diffusive transport of micro particles in a bounded environment. In geometries containing confining walls, physical laws determine the behavior of the random trajectories at the…
In the present paper we study the asymptotic behavior of the auto-covariance function for Ornstein-Uhlenbeck (OU) processes driven by Gaussian noises with stationary and non-stationary increments and for Hermite OU processes. Our results…
We continue our study of the local Gromov-Witten invariants of curves in Calabi-Yau 3-folds. We define relative invariants for the local theory which give rise to a 1+1-dimensional TQFT taking values in the ring Q[[t]]. The associated…
We consider two reflecting diffusion processes $(X_t)_{t \ge 0}$ with a moving reflection boundary given by a non-decreasing pure jump Markov process $(R_t)_{t \ge 0}$. Between the jumps of the reflection boundary the diffusion part behaves…
The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive L\'evy drivers - understood as abrupt thermalization of the…
A class of Gaussian processes generalizing the usual fractional Brownian motion for Hurst indices in (1/2,1) and multifractal Brownian motion introduced in Ralchenko and Shevchenko (Theory Probab Math Stat 80, 2010) and Boufoussi et al.…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion. There is an interval $I$ such that the process starting…
In this paper, we look at a probabilistic approach to a non-local quadratic form that has lately attracted some interest. This form is related to a recently introduced non-local normal derivative. The goal is to construct two Markov…
We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…
Gaussian quantum Markov semigroups (GQMSs) are of fundamental importance in modelling the evolution of several quantum systems. Moreover, they represent the noncommutative generalization of classical Orsntein-Uhlenbeck semigroups;…
In the current work, we provide theoretical results for testing (in)dependence between pairs of paths of most commonly studied non-stationary Gaussian processes - standard Brownian motion and fractional Brownian motion (fBm). Please see the…
In this article, we will first introduce a class of Gaussian processes, and prove the quasi-invariant theorem with respect to the Gaussian Wiener measure, which is the law of the associated Gaussian process. In particular, it includes the…
Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…
We consider a Markov-modulated Brownian motion reflected to stay in a strip [0,B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this…
The paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating…
We introduce a family of multivariate continuous-time pure birth and pure death chains, with birth and death rates defined in terms of the generalized binomial coefficients for multiplicity free actions. The state spaces for some of the…
We show that a noncommutative dynamical system of the type that occurs in quantum theory can often be associated with a dynamical principle; that is, an infinitesimal structure that completely determines the dynamics. The nature of these…
We investigate toy dynamical models of energy-level repulsion in quantum eigenvalue sequences. We focus on parametric (with respect to a running coupling or "complexity" parameter) stochastic processes that are capable of relaxing towards a…