Related papers: Pickands-Piterbarg constants for self-similar Gaus…

Let $G$ be a discrete countable infinite group. Let $T$ and $\widetilde T$ be two rank-one $\sigma$-finite measure preserving actions of $G$ and let $\mathcal T$ and $\widetilde {\mathcal T}$ be the cutting-and-stacking parameters that…

Consider a continuous random pair $(X,Y)$ whose dependence is characterized by an extreme-value copula with Pickands dependence function $A$. When the marginal distributions of $X$ and $Y$ are known, several consistent estimators of $A$ are…

We investigate the joint distribution of $L$-functions on the line $ \sigma= \frac12 + \frac1{G(T)}$ and $ t \in [ T, 2T]$, where $ \log \log T \leq G(T) \leq \frac{ \log T}{ ( \log \log T)^2 } $. We obtain an upper bound on the discrepancy…

Fixing a constant $\lambda>0$, for any parameter $\varepsilon>0$ we study critical points of the Yang--Mills--Higgs energy \[ \mathcal{Y}_{\varepsilon}(\nabla,\Phi) = \int_M \varepsilon^2|F_{\nabla}|^2 + |\nabla\Phi|^2 +…

Let $(X_i)_{i\geq 1}$ be a stationary mean-zero Gaussian process with covariances $\rho(k)=\PE(X_{1}X_{k+1})$ satisfying: $\rho(0)=1$ and $\rho(k)=k^{-D} L(k)$ where $D$ is in $(0,1)$ and $L$ is slowly varying at infinity. Consider the…

This is a continuation of the earlier work \cite{SSS} to characterize stationary unitary increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with a technical assumption on the domain…

We calculate 800 coefficients of the high-temperature expansion of the magnetic susceptibility of Dyson's hierarchical model with a Landau-Ginzburg measure. Log-periodic corrections to the scaling laws appear as in the case of a Ising…

It is shown that for a non-decreasing self-similar stochastic process $T$ with independent increments, the range of $T$ forms a Poisson point process with $\sigma$-finite intensity if and only if the one-dimensional distribution of $T(1)$…

In this paper we provide an upper bound for the conjunction probability of independent Gaussian smooth processes and then we prove that this bound is a good approximation with exponentially smaller error. Our result confirms the heuristic…

We study the quantum mechanical motion in the $x^2y^2$ potentials with $n=2,3$, which arise in the spatially homogeneous limit of the Yang-Mills (YM) equations. These systems show strong stochasticity in the classical limit ($\hbar = 0$)…

We report on isofield curves of $\sqrt{-M}$ vs. T, where M is the reversible magnetization, of YBa_2Cu_3O_{6.95}, YBa_2Cu_3O_{6.65}, and Bi_2Sr_2CaCu_2O_{8+x} with the magnetic field, H, applied parallel to the c-axis of the samples (and…

We give a new perspective on the properties of quarks and gluons at finite temperature T in N_f = 2 ~ 6 QCD. We point out the existence of an IR fixed point for the gauge coupling constant at T>T_c (T_c is the chiral phase transition…

The asymptotic behavior, as $T\to\infty$, of some functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,dW_T(s)$, $t\ge0$ is studied. Here $\xi_T(t)$ is the solution to the time-inhomogeneous It\^{o} stochastic differential…

Let $Y$ be a symmetric Borel right process with locally compact state space $T\subseteq R^{1}$ and potential densities $u(x,y)$ with respect to some $\sigma$-finite measure on $T$. Let $g$ and $f$ be finite excessive functions for $ Y$. Set…

By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups $(P_t)_{t\ge0}$ with respect to the standard $L^p$-Wasserstein…

We apply Gaussian processes (GP) in order to impose constraints on teleparallel gravity and its $f(T)$ extensions. We use available $H(z)$ observations from (i) cosmic chronometers data (CC); (ii) Supernova Type Ia (SN) data from the…

Let ${\boldsymbol A}\in{\mathbb R}^{n\times n}$ be a symmetric random matrix with independent and identically distributed Gaussian entries above the diagonal. We consider the problem of maximizing $\langle{\boldsymbol \sigma},{\boldsymbol…

Let $\lambda_{max}$ be a shifted maximal real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix') in the $N\to\infty$ limit. It was shown by Poplavskyi, Tribe, Zaboronski \cite{PZT} that…

In this article, for some $d-$dimensional Gaussian processes \[X=\big\{X_t=(X^1_t,\cdots,X^d_t):t\ge0\big\},\] whose components are i.i.d. $1-$dimensional self-similar Gaussian process with Hurst index $H\in(0,1)$, we consider the…

We investigate the asymptotic behavior of sample functions of stable processes when $t{\to}\infty$. We compare our results with the iterated logarithm law, results for the first hitting time and most visited sites problems.