Related papers: Intermittency and infinite variance: the case of i…
This study aims to develop the limit theorems on the sample autocovariances and sample autocorrelations for certain stationary infinitely divisible processes. We consider the case where the infinitely divisible process has heavy tail…
Hermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of Hermite processes with multiple Wiener-It\^o integrals,…
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…
By introducing extrinsic noise as well as intrinsic uncertainty into a network with stochastic events, this paper studies the dynamics of the resulting Markov random network and characterizes a novel phenomenon of intermittent…
We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The…
First, we present some results about the H\"older continuity of the sample paths of so called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a…
We provide a scenario for a singularity-mediated turbulence based on the self-focusing non-linear Schr\"odinger equation, for which sufficiently smooth initial states leads to blow-up in finite time. Here, by adding dissipation, these…
First the relation between shift selfsimilar additive sequences and stationary sequences of Ornstein-Uhlenbeck type (OU type) on $\mathbb{R}^d$ is shown and then the rates of escape for shift selfsimilar additive sequences are discussed. As…
We study a spatial diffusion process generated by velocity fluctuations of intermittent nature. We note that intermittence reduces the entropy production rate while enhancing the diffusion strength. We study a case of space-dependent…
We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process…
Fluctuations play an important role in the dynamics of stochastic systems. In particular, for small systems, the most probable thermodynamic quantities differ from their averages because of the fluctuations. Using the Onsager Machlup…
The peculiar propagator of scale invariant unparticles has phases that produce unusual patterns of interference with standard model processes. We illustrate some of these effects in $e^+e^-\to\mu^+\mu^-$.
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
A new type of intermittent behavior is described to occur near the boundary of phase synchronization regime of coupled chaotic oscillators. This mechanism, called ring intermittency, arises for sufficiently high initial mismatches in the…
In experiment, the multiplicity distributions of inelastic processes are truncated due to finite energy, insufficient statistics or special choice of events. It is shown that the moments of such truncated multiplicity distributions possess…
Sudden transitions in the state of a system are often undesirable in natural and human-made systems. Such transitions under fast variation of system parameters are called rate-induced tipping. We experimentally demonstrate rate-induced…
The statistics of velocity differences between very heavy inertial particles suspended in an incompressible turbulent flow is found to be extremely intermittent. When particles are separated by distances within the viscous subrange, the…
Collective temporal organization in complex systems is commonly attributed to synchronization, resonance, or proximity to dynamical instabilities. Here we identify a distinct mechanism by which coherent, synchronization-like behavior can…
The overlap integrals of scattering states in potentials of finite widths are expressed with their asymptotic behaviors and those of energies $E_1$ and $E_2$ consist of diagonal terms that are proportional to $\delta(E_1-E_2)$ and…
We establish sufficient conditions for the existence, and derive explicit formulas for the $\kappa$'th moments, $\kappa \geq 1$, of Markov modulated generalized Ornstein-Uhlenbeck processes as well as their stationary distributions. In…