Related papers: Scaling transition for nonlinear random fields wit…
Motivated by the papers of Mladenovc and Piterbarg (2006), Krajka (2011) and Pereira and Tan (2017), we study the limit properties for the maxima from nonstationary random fields subject to missing observations and obtain the weakly…
This paper provides quantitative Central Limit Theorems for nonlinear transforms of spherical random fields, in the high frequency limit. The sequences of fields that we consider are represented as smoothed averages of spherical Gaussian…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
We consider the most general scale invariant radial Hamiltonian allowing for anisotropic scaling between space and time. We formulate a renormalisation group analysis of this system and demonstrate the existence of a quantum phase…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
We discuss the shape dependence of the finite-size scaling limit in a strongly anisotropic O(N) model in the large-N limit. We show that scaling is observed even if an incorrect value for the anisotropy exponent is considered. However, the…
The possibility of having a delocalization transition in the 1D de Moura-Lyra class of models (having a power-spectrum $\propto q^{-\alpha})$ has been the object of a long standing discussion in the literature, filled with ambiguities. In…
We consider two different systems exhibiting a continuous phase transition into an absorbing state. Both models belong to the same universality class, i.e., they are characterized by the same scaling functions and the same critical…
We study universal behavior in the moving phase of a generic system of motile particles with alignment interactions in the incompressible limit for spatial dimensions $d>2$. Using a dynamical renormalization group analysis, we obtain the…
We formulate a stochastic equation to model the erosion of a surface with fixed inclination. Because the inclination imposes a preferred direction for material transport, the problem is intrinsically anisotropic. At zeroth order, the…
We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability…
This small note yields a sufficient condition for the short range dependence of measurable stationary infinitely divisible moving average random fields with $d$--dimensional index space. Here, the short/long range dependence concept in…
Cooling methods and particle slowers as well as accelerators are basic tools for fundamental research and applications in different fields and systems. We put forward a generic mechanism to scale the momentum of a particle, regardless of…
We consider the effect of spatial anisotropy on polar flocks by investigating active $q$-state clock models in two dimensions. In contrast to what happens in equilibrium, we find that, in the large-size limit, any amount of anisotropy…
Partial differential equations exhibiting an anisotropic scaling between space and time -- such as those of Horava-Lifshitz gravity -- have a dispersive nature. They contain higher-order spatial derivatives, but remain second order in time.…
The modeling of risk situations that occur in a space-time framework can be done using max-stable random fields on lattices. Although the summary coefficients for the spatial and temporal behaviour do not characterize the finite-dimensional…
We consider the dynamics of a massless scalar field with time-dependent sources in the adiabatic limit. This is an example of an adiabatic problem without spectral gap. The main goal of our paper is to illustrate the difference between the…
The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…
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…
The decay timescales of the quasinormal modes of a massive scalar field have an intriguing behavior: they either grow or decay with increasing angular harmonic numbers $\ell$, depending on whether the mass of the scalar field is small or…