Related papers: Intermittency and infinite variance: the case of i…
In this paper, we study Ornstein-Uhlenbeck processes with Markov modulation, whose parameters depend on an external underlying two-state Markov process. Conditional mean and variance of such processes under given modulation are investigated…
The interest in the topological properties of materials brings into question the problem of topological phase transitions. As a control parameter is varied, one may drive a system through phases with different topological properties. What…
We demonstrate an all-optical bump-on-tail instability by considering the nonlinear interaction of two partially-coherent spatial beams. For weak wave coupling, we observe momentum transfer with no variation in intensity. For strong wave…
A superfluid spontaneously breaks the usual $U(1)$ symmetry because of condensation. In this article, we illustrate six classes of emergent $U(1)$ symmetries naturally appear in infrared limits in a broad class of gapless topological…
Active matter systems are driven out of equilibrium by conversion of energy into directed motion locally on the level of the individual constituents. In the spirit of a minimal description, active matter is often modeled by so-called active…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
We study the sequence entropy of rank one measure-preserving systems along subexponential sequences. We prove that the sequence entropy along a large class of sequences can be infinite using Ornstein's probabilistic constructions. Moreover,…
In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…
We study a double-ended queue where buyers and sellers arrive to conduct trades. When there is a pair of buyer and seller in the system, they immediately transact a trade and leave. Thus there cannot be non-zero number of buyers and sellers…
We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…
A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…
We study a weakly asymmetric exclusion process with long jumps and with infinitely many extended reservoirs. We prove that the stationary fluctuations of the process are governed by the generalized Ornstein-Uhlenbeck process or the…
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of…
In this paper we characterize the limiting behavior of sums of extreme values of long range dependent sequences defined as functionals of linear processes with finite variance. The extremal sums behave completely different by compared to…
A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a…
By employing a path integral formulation, we obtain the entropy production rate for a system of active Ornstein-Uhlenbeck particles (AOUP) both in the presence and in the absence of thermal noise. The present treatment clarifies some…
We find strong evidence for intermittency in forced two dimensional (2D) turbulence in a flowing soap film experiment. In the forward enstrophy cascade the structure function scaling exponents are nearly indistinguishable from 3D studies.…
We develop efficient methods for simulating processes of Ornstein-Uhlenbeck type related to the class of $p$-tempered $\alpha$-stable ($\ts$) distributions. Our results hold for both the univariate and multivariate cases and we consider…
We investigate the hyperuniformity of marked Gibbs point processes with weak dependencies among distant points whilst the interactions of close points are kept arbitrary. Some variants of stability and range assumptions are posed on the…
We consider a model for random hypergraphs with identifiability, an analogue of connectedness. This model has a phase transition in the proportion of identifiable vertices when the underlying random graph becomes critical. The phase…