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Let $q\geq 2$ be a positive integer, $B$ be a fractional Brownian motion with Hurst index $H\in(0,1)$, $Z$ be an Hermite random variable of index $q$, and $H_q$ denote the Hermite polynomial having degree $q$. For any $n\geq 1$, set…

Probability · Mathematics 2008-12-18 Jean-Christophe Breton , Ivan Nourdin

We give a stochastic proof of the finite approximability of a class of Schr\"odinger operators over a local field, thereby completing a program of establishing in a non-Archimedean setting corresponding results and methods from the…

Mathematical Physics · Physics 2017-06-28 Erik M. Bakken , Trond Digernes , David Weisbart

Fractional Brownian motion (fBm) extends classical Brownian motion by introducing dependence between increments, governed by the Hurst parameter $H\in (0,1)$. Unlike traditional Brownian motion, the increments of an fBm are not independent.…

Statistics Theory · Mathematics 2025-06-23 Ali Mohaddes , Francesco Iafrate , Johannes Lederer

In the present paper we consider the Ornstein-Uhlenbeck process of the second kind defined as solution to the equation $dX_{t} = -\alpha X_{t}dt+dY_{t}^{(1)}, \ \ X_{0}=0$, where $Y_{t}^{(1)}:=\int_{0}^{t}e^{-s}dB^H_{a_{s}}$ with…

Probability · Mathematics 2020-05-19 Maoudo Faramba Balde , Rachid Belfadli , Khalifa Es-Sebaiy

We prove a general result on a relationship between a limit of normalized numbers of interval crossings by a c\`adl\`ag path and an occupation measure associated with this path. Using this result we define local times of fractional Brownian…

Probability · Mathematics 2024-07-09 Witold Bednorz , Purba Das , Rafał Łochowski

In the Feshbach projection operator (FPO) formalism the whole function space is divided into two subspaces. One of them contains the wave functions localized in a certain finite region while the continuum of extended scattering wave…

Quantum Physics · Physics 2007-11-20 Ingrid Rotter

This paper investigates the asymptotic behavior of Green functions associated to partially homogeneous random walks in the quadrant $Z_+^2$. There are four possible distributions for the jumps of these processes, depending on the location…

Probability · Mathematics 2023-11-14 Irina Ignatiouk-Robert

The quantum evolution of the Wigner function for Gaussian wave packets generated by a non-Hermitian Hamiltonian is investigated. In the semiclassical limit $\hbar\to 0$ this yields the non-Hermitian analog of the Ehrenfest theorem for the…

Quantum Physics · Physics 2011-07-04 Eva-Maria Graefe , Roman Schubert

We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…

Probability · Mathematics 2024-10-16 Hubert Woszczek , Agnieszka Wylomanska , Aleksei Chechkin

We develop a new method for showing that a given sequence of random variables verifies an appropriate law of the iterated logarithm. Our tools involve the use of general estimates on multidimensional Wasserstein distances, that are in turn…

Probability · Mathematics 2014-10-02 Ehsan Azmoodeh , Giovanni Peccati , Guillaume Poly

We establish lower bounds on the complexity of finding $\epsilon$-stationary points of smooth, non-convex high-dimensional functions using first-order methods. We prove that deterministic first-order methods, even applied to arbitrarily…

Optimization and Control · Mathematics 2017-11-03 Yair Carmon , John C. Duchi , Oliver Hinder , Aaron Sidford

In this paper we study the asymptotic theory for quadratic variation of a harmonizable fractional $\al$-stable process. We show a law of large numbers with a non-ergodic limit and obtain weak convergence towards a L\'evy-driven Rosenblatt…

Probability · Mathematics 2023-02-28 Andreas Basse-O'Connor , Mark Podolskij

We study pathwise approximation of scalar stochastic differential equations at a single time point or globally in time by means of methods that are based on finitely many observations of the driving Brownian motion. We prove lower error…

Numerical Analysis · Mathematics 2017-10-25 Mario Hefter , André Herzwurm , Thomas Müller-Gronbach

Fractional Brownian motion (fBm) is a ubiquitous diffusion process in which the memory effects of the stochastic transport result in the mean squared particle displacement following a power law, $\langle {\Delta r}^2 \rangle \sim…

Applied Physics · Physics 2020-10-06 Raviteja Vangara , Kim Ø. Rasmussen , Dimiter N. Petsev , Golan Bel , Boian S. Alexandrov

Using multiple stochastic integrals and the Malliavin calculus, we analyze the asymptotic behavior of quadratic variations for a specific non-Gaussian self-similar process, the Rosenblatt process. We apply our results to the design of…

Probability · Mathematics 2009-12-21 Ciprian Tudor , Frederi Viens

The unfree gauge symmetry implies that gauge variation of the action functional vanishes provided for the gauge parameters are restricted by the differential equations. The unfree gauge symmetry is shown to lead to the global conserved…

High Energy Physics - Theory · Physics 2021-12-14 V. A. Abakumova , I. Yu. Karataeva , S. L. Lyakhovich

Studying the properties of stochastic noise to optimize complex non-convex functions has been an active area of research in the field of machine learning. Prior work has shown that the noise of stochastic gradient descent improves…

Optimization and Control · Mathematics 2022-09-20 Aurelien Lucchi , Frank Proske , Antonio Orvieto , Francis Bach , Hans Kersting

We provide a particle picture representation for the non-symmetric Rosenblatt process and for Hermite processes of any order, extending the result of Bojdecki, Gorostiza and Talarczyk in~\cite{FILT}. We show that these processes can be…

Probability · Mathematics 2017-03-06 Łukasz Treszczotko

Fractional Ornstein-Uhlenbeck process of the second kind $(\text{fOU}_{2})$ is solution of the Langevin equation $\mathrm{d}X_t = -\theta X_t\,\mathrm{d}t+\mathrm{d}Y_t^{(1)}, \ \theta >0$ with Gaussian driving noise $ Y_t^{(1)} := \int^t_0…

Probability · Mathematics 2014-09-12 Ehsan Azmoodeh , Lauri Viitasaari

We consider the paths of a Gaussian random process $x(t)$, $x(0)=0$ not exceeding a fixed positive level over a large time interval $(0,T)$, $T\gg 1$. The probability $p(T)$ of such event is frequently a regularly varying function at…

Probability · Mathematics 2009-09-29 G. Molchan , A. Khokhlov