Related papers: Stable random fields indexed by finitely generated…

We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…

We introduce an affine extension of the Heston model where the instantaneous variance process contains a jump part driven by $\alpha$-stable processes with $\alpha\in(1,2]$. In this framework, we examine the implied volatility and its…

Let $(G,\mu)$ be a discrete group with a generating probability measure. Nevo shows that if $G$ has property (T) then there exists an $\epsilon>0$ such that the Furstenberg entropy of any $(G,\mu)$-stationary ergodic space is either zero or…

Based on the ratio of two block maxima, we propose a large sample test for the length of memory of a stationary symmetric $\alpha$-stable discrete parameter random field. We show that the power function converges to one as the sample-size…

We show under weak hypotheses that $\partial X$, the Roller boundary of a finite dimensional CAT(0) cube complex $X$ is the Furstenberg-Poisson boundary of a sufficiently nice random walk on an acting group $\Gamma$. In particular, we show…

We study the influence of complex graphs on the metastability and fixation properties of a set of evolutionary processes. In the framework of evolutionary game theory, where the fitness and selection are frequency-dependent and vary with…

This note constructs a finitely generated group $W$ whose word-growth is exponential, but for which the infimum of the growth rates over all finite generating sets is 1 -- in other words, of non-uniformly exponential growth. This answers a…

We construct `self-stabilizing' processes {Z(t), t $\in [t_0,t_1)$}. These are random processes which when `localized', that is scaled around t to a fine limit, have the distribution of an $\alpha$(Z(t))-stable process, where $\alpha$ is…

We derive a functional limit theorem for the partial maxima process based on a long memory stationary $\alpha$-stable process. The length of memory in the stable process is parameterized by a certain ergodic-theoretical parameter in an…

A version of ``preferential attachment'' random graphs, corresponding to linear ``weights'' with random ``edge additions,'' which generalizes some previously considered models, is studied. This graph model is embedded in a continuous-time…

The growth of a finitely generated group is an important geometric invariant which has been studied for decades. It can be either polynomial, for a well-understood class of groups, or exponential, for most groups studied by geometers, or…

The effect of thermally generated bulk stochastic forces on the statistical growth dynamics of forwards bifurcating propagating macroscopic patterns is compared with the influence of fluctuations at the boundary of a semiinfinite system,…

In this article, we consider a Branching Random Walk on the real line. The genealogical structure is assumed to be given through a supercritical branching process in the i.i.d. environment and satisfies the Kesten-Stigum condition. The…

Let $\{X(s,t):s,t\geqslant 0\}$ be a centered homogeneous Gaussian field with a.s. continuous sample paths and correlation function $r(s,t)=Cov(X(s,t),X(0,0))$ such that…

Extremal clusters of stationary processes with long memory can be quite intricate. For certain stationary infinitely divisible processes with subexponential tails, including both power-like tails and certain lighter tails, e.g.…

The group of affine transformations with rational coefficients, $aff(Q)$, acts naturally on the real line, but also on the $p$-adic fields. The aim of this note is to show that all these actions are necessary and sufficient to represent…

We show that every finitely-generated non-amenable linear group over a field of characteristic zero admits an ergodic action which is rigid in the sense of Popa. If this group has trivial solvable radical, we prove that these actions can be…

Intersection growth concerns the asymptotic behavior of the index of the intersection of all subgroups of a group that have index at most n. In this note we show that the intersection growth of some groups may not be a nicely behaved…

We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…

For any prime number p and any positive real number {\alpha}, we construct a finitely generated group {\Gamma} with p-gradient equal to {\alpha}. This construction is used to show that there exist uncountably many pairwise non-commensurable…