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Let $H$ be either a complex inner product space of dimension at least two, or a real inner product space of dimension at least three. Let us fix an $\alpha\in \left(0,\tfrac{\pi}{2}\right)$. The purpose of this paper is to characterize all…

Mathematical Physics · Physics 2018-05-21 György Pál Gehér

We consider uniformly subelliptic operators on certain unimodular Lie groups of polynomial growth. It was shown by Saloff-Coste and Stroock that classical results of De Giorgi, Nash, Moser, Aronson extend to this setting. It was then…

Probability · Mathematics 2007-11-01 Peter Friz , Nicolas Victoir

This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for $\alpha \in(1,2)$, the i.i.d. sequence \[ \left \{ \left(…

Probability · Mathematics 2022-10-31 Mingshang Hu , Lianzi Jiang , Gechun Liang , Shige Peng

The goal of this paper is to quantitatively describe some statistical properties of higher-dimensional determinantal point processes with a primary focus on the nearest-neighbor distribution functions. Toward this end, we express these…

Statistical Mechanics · Physics 2009-11-13 A. Scardicchio , C. E. Zachary , S. Torquato

A class of one-dimensional reflectionless potentials, an absolute transparency of which is concerned with their belonging to one SUSY-hierarchy with a constant potential, is studied. An approach for determination of a general form of the…

High Energy Physics - Theory · Physics 2011-07-19 Sergei P. Maydanyuk

On a smooth closed manifold $M$, we introduce a novel theory of maximal slope curves for any pair $(\phi,H)$ with $\phi$ a semiconcave function and $H$ a Hamiltonian. By using the notion of maximal slope curve from gradient flow theory, the…

Analysis of PDEs · Mathematics 2024-09-04 Piermarco Cannarsa , Wei Cheng , Jiahui Hong , Kaizhi Wang

We consider minimal setups arising from different truncations of N=8 five-dimensional SO(6) gauged supergravity to study phase transitions involving spontaneous breaking of any of the U(1) symmetries in U(1)xU(1)xU(1)in SO(6). These…

High Energy Physics - Theory · Physics 2015-05-27 Francesco Aprile , Diederik Roest , Jorge G. Russo

We study the invariant distributions of Hammersley's serial harness process in all dimensions and height fluctuations in one dimension. Subject to mild moment assumptions there is essentially one unique invariant distribution, and all other…

Probability · Mathematics 2015-04-28 Timo Seppäläinen , Yun Zhai

In this paper we show that Hilbert space-valued stochastic models are robust with respect to perturbation, due to measurement or approximation errors, in the underlying volatility process. Within the class of stochastic volatility modulated…

Probability · Mathematics 2022-11-30 Fred Espen Benth , Heidar Eyjolfsson

Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…

Probability · Mathematics 2014-11-18 Mark Adler , Nicolas Orantin , Pierre van Moerbeke

In this paper we consider a large class of symmetric Markov processes $X=(X_t)_{t\ge0}$ on $\R^d$ generated by non-local Dirichlet forms, which include jump processes with small jumps of $\alpha$-stable-like type and with large jumps of…

Probability · Mathematics 2017-06-27 Xin Chen , Panki Kim , Jian Wang

It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of…

Probability · Mathematics 2011-02-19 Donald A. Dawson , Zenghu Li

We establish selection of critical pulled fronts in invasion processes. Our result shows convergence to a pulled front with a logarithmic shift for open sets of steep initial data, including one-sided compactly supported initial conditions.…

Analysis of PDEs · Mathematics 2022-02-07 Montie Avery , Arnd Scheel

In this book we prove unified classification results for equivariant principal bundles when the topological structure group is truncated. The conceptually transparent proof invokes a smooth Oka principle, which becomes available after…

Algebraic Topology · Mathematics 2022-08-17 Hisham Sati , Urs Schreiber

A maximal inequality is an inequality which involves the (absolute) supremum $\sup_{s\leq t}|X_{s}|$ or the running maximum $\sup_{s\leq t}X_{s}$ of a stochastic process $(X_t)_{t\geq 0}$. We discuss maximal inequalities for several classes…

Probability · Mathematics 2023-03-28 Franziska Kühn , René L. Schilling

We prove a conjecture of Benjamini and Curien stating that the local limits of uniform random triangulations whose genus is proportional to the number of faces are the Planar Stochastic Hyperbolic Triangulations (PSHT) defined in…

Probability · Mathematics 2023-07-19 Thomas Budzinski , Baptiste Louf

Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…

Group Theory · Mathematics 2007-05-23 S. V. Ludkovsky

As a guiding example, the diffraction measure of a random local mixture of the two classic Fibonacci substitutions is determined and reanalysed via self-similar measures of Hutchinson type, defined by a finite family of contractions. Our…

Dynamical Systems · Mathematics 2018-09-06 Michael Baake , Timo Spindeler , Nicolae Strungaru

Our starting point is a theorem of de Leeuw and Rudin that describes the extreme points of the unit ball in the Hardy space $H^1$. We extend this result to subspaces of $H^1$ formed by functions with smaller spectra. More precisely, given a…

Functional Analysis · Mathematics 2022-03-18 Konstantin M. Dyakonov

Univariate superpositions of Ornstein--Uhlenbeck-type processes (OU), called supOU processes, provide a class of continuous time processes capable of exhibiting long memory behavior. This paper introduces multivariate supOU processes and…

Probability · Mathematics 2011-01-04 Ole Eiler Barndorff-Nielsen , Robert Stelzer