Related papers: Fluctuation theory for spectrally positive additiv…
In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections between stationary fields, stationary increment fields and,…
An identity in law for the area of a spectrally positive L\'evy stable process stopped at zero is established. Extending that of Lefebvre for Brownian motion, it involves an inverse Beta random variable and the square of a positive stable…
Strong violations of existing fluctuation theorems may arise in nonequilibrium steady states characterized by distributions with power-law tails. The ratio of the probabilities of positive and negative fluctuations of equal magnitude…
In this paper we consider storage and inventory systems. Our aim is to apply and review main results of the fluctuation theory of stochastic processes in the context of storage and inventory modeling. We describe systems where the inflow is…
We consider the spectrally negative Levy processes and determine the joint laws for the quantities such as the first and last passage times over a fixed level, the overshoots and undershoots at first passage, the minimum, the maximum and…
We study the Wiener-Hopf factorization for L\'evy processes $X_t$ with completely monotone jumps. Extending previous results of L.C.G. Rogers, we prove that the space-time Wiener-Hopf factors are complete Bernstein functions of both the…
Let $Y$ be a spectrally positive L\'evy process with $E Y_1<0$, $C$ an independent subordinator with finite expectation, and $X=Y+C$. A curious distributional equality proved in Huzak et al., Ann. Appl. Probab. 14 (2004) 1278--1397, states…
The structure of transition amplitudes in field theory in a three-dimensional space whose spatial coordinates are noncommutative and satisfy the SU(2) Lie algebra commutation relations is examined. In particular, the basic notions for…
We study nonlinear elliptic equations for operators corresponding to non-stable L\'evy diffusions. We include a sum of fractional Laplacians of different orders. Such operators are infinitesimal generators of non-stable (i.e., non…
In the stochastic mean-field approach, an ensemble of initial conditions is considered to incorporate correlations beyond the mean-field. Then each starting pont is propagated separately using the Time-Dependent Hartree-Fock equation of…
Multiple scattering is a process in which a particle is repeatedly deflected by other particles. In an overwhelming majority of cases, the ensuing random walk can successfully be described through Gaussian, or normal, statistics. However,…
For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…
Liouville Field Theory (LFT for short) is a two dimensional model of random surfaces, which is for instance involved in $2d$ string theory or in the description of the fluctuations of metrics in $2d$ Liouville quantum gravity. This is a…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
The impact of leading collective electronic fluctuations on a free energy of a prototype 1D model for molecular systems is considered within the recently developed Fluctuating Local Field (FLF) approach. The FLF method is a non-perturbative…
The peculiar characteristics of random laser emission have been studied in many different media, leading to a classification of the working regimes based on the statistics of spectral fluctuations. Alongside such studies, the possibility to…
Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…
Some physical effects of time averaged quantum electric field fluctuations are discussed. The one loop radiative correction to potential scattering are approximately derived from simple arguments which invoke vacuum electric field…
It is shown that in many-electron systems quantum transfer amplitudes and thus transfer probabilities may be strongly influenced by fast fluctuating fields, in particular, caused by simultaneous electron transfers. Corresponding mutual…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…