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In this work, we characterize cluster-invariant point processes for critical branching spatial processes on R d for all large enough d when the motion law is $\alpha$-stable or has a finite discrete range. More precisely, when the motion is…

Probability · Mathematics 2022-06-17 Valentin Rapenne

Utilizing a new variational principle that allows dealing with problems beyond the usual locally compactness structure, we study problems with a supercritical nonlinearity of the type $ -\Delta u + u= a(x) f(u)$ in $ \Omega$ with…

Analysis of PDEs · Mathematics 2017-02-21 Craig Cowan , Abbas Moameni

We correct and streamline the proof of the fact that, at the critical point $\alpha=1$, the vacant set of the two-dimensional random interlacements is infinite (Comets, Popov, 2017). Also, we prove a zero-one law for a natural class of tail…

Probability · Mathematics 2023-12-07 Orphée Collin , Serguei Popov

We consider random walks amongst random conductances in the cases where the conductances can be arbitrarily small, with a heavy-tailed distribution at 0, and where the conductances may or may not have a heavy-tailed distribution at…

Probability · Mathematics 2024-02-19 David A. Croydon , Daniel Kious , Carlo Scali

We evaluate the average waiting time between observing the price of financial markets and the next price change, especially in an on-line foreign exchange trading service for individual customers via the internet. Basic technical idea of…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Naoya Sazuka , Jun-ichi Inoue

We study the volatility time series of 1137 most traded stocks in the US stock markets for the two-year period 2001-02 and analyze their return intervals $\tau$, which are time intervals between volatilities above a given threshold $q$. We…

Statistical Finance · Quantitative Finance 2009-03-05 Fengzhong Wang , Kazuko Yamasaki , Shlomo Havlin , H. Eugene Stanley

We have numerically determined the behavior of the magnetic susceptibility upon approach of the critical point in two-dimensional spin systems with an interaction range that was varied over nearly two orders of magnitude. The full crossover…

Statistical Mechanics · Physics 2009-10-30 Erik Luijten , Henk W. J. Blöte , Kurt Binder

We consider renewal-type processes whose positive inter-renewal times may be dependent, non-identically distributed, and may have mixed distributions. We introduce a generalised intensity measure extending the classical hazard-rate…

Probability · Mathematics 2026-03-23 El'mira Yu. Kalimulina , Galina A. Zverkina

The bifurcation transition is studied for the onset of intermittency analogous to the Pomeau-Manneville mechanism of type-I, but generalized for the presence of a quasiperiodic external force. The analysis is concentrated on the…

Chaotic Dynamics · Physics 2009-11-07 Sergey P. Kuznetsov

For renewal-reward processes with a power-law decaying waiting time distribution, anomalously large probabilities are assigned to atypical values of the asymptotic processes. Previous works have reveals that this anomalous scaling causes a…

Statistical Mechanics · Physics 2022-10-05 Hiroshi Horii , Raphael Lefevere , Masato Itami , Takahiro Nemoto

The cortical microtubule array of dark-grown hypocotyl cells of plant seedlings undergoes a striking, and developmentally significant, reorientation upon exposure to light. This process is driven by the exponential amplification of a…

Biological Physics · Physics 2020-05-27 Marco Saltini , Bela M. Mulder

We obtain a strong renewal theorem with infinite mean beyond regular variation, when the underlying distribution belongs to the domain of geometric partial attraction a semistable law with index $\alpha\in (1/2,1]$. In the process we obtain…

Probability · Mathematics 2021-02-15 Peter Kevei , Dalia Terhesiu

For the supercritical contact process on the hyper-cubic lattice started from a single infection at the origin and conditioned on survival, we establish two uniformity results for the hitting times $t(x)$, defined for each site $x$ as the…

Probability · Mathematics 2017-05-02 Markus Heydenreich , Christian Hirsch , Daniel Valesin

A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…

Probability · Mathematics 2014-02-18 Mauro Mariani , Lorenzo Zambotti

Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…

Statistics Theory · Mathematics 2013-12-20 J. L. Wadsworth , J. A. Tawn

The inverse square potential arises in a variety of different quantum phenomena, yet notoriously it must be handled with care: it suffers from pathologies rooted in the mathematical foundations of quantum mechanics. We show that its…

Soft Condensed Matter · Physics 2015-06-15 Cristiano Nisoli , Alan. R. Bishop

We analytically as well as numerically study the properties of one-dimensional holographic p- wave superconductors in the presence of backreaction. We employ the Sturm-Liouville eigenvalue problem for the analytical calculation and the…

High Energy Physics - Theory · Physics 2019-11-01 Mahya Mohammadi , Ahmad Sheykhi , Mahdi Kord Zangeneh

Based on the fact that the mass difference between the chiral partners is an order parameter of chiral phase transition and that the chiral order parameter reduces substantially at the chemical freeze-out point in ultra-relativistic heavy…

Nuclear Theory · Physics 2021-06-10 Haesom Sung , Sungtae Cho , Juhee Hong , Su Houng Lee , Sanghoon Lim , Taesoo Song

We study the contact process on the configuration model with a power law degree distribution, when the exponent is smaller than or equal to two. We prove that the extinction time grows exponentially fast with the size of the graph and prove…

Probability · Mathematics 2015-07-20 Van Hao Can , Bruno Schapira

We consider the extinction time of the contact process on increasing sequences of finite graphs obtained from a variety of random graph models. Under the assumption that the infection rate is above the critical value for the process on the…

Probability · Mathematics 2018-06-13 Bruno Schapira , Daniel Valesin
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