English
Related papers

Related papers: Fluctuation theory for spectrally positive additiv…

200 papers

Path decomposition is performed to analyze the pre-supremum, post-supremum, post-infimum and the intermediate processes of a spectrally negative Levy process taken up to an independent exponential time T as motivated by the aim of finding…

Probability · Mathematics 2019-01-30 Ceren Vardar-Acar , Mine Caglar

We present a full quantum mechanical three dimensional theory describing an electromagnetic field interacting with an ensemble of identical atoms. The theory is constructed such that it describes recent experiments on light-matter quantum…

Quantum Physics · Physics 2009-11-13 Martin W. Sørensen , Anders S. Sørensen

Path decomposition is performed to characterize the law of the pre/post-supremum, post-infimum and the intermediate processes of a spectrally negative Levy process taken up to an independent exponential time T: As a result, mainly the…

Probability · Mathematics 2019-10-21 C. Vardar-Acar , M. Caglar , F. Avram

The fundamental vacuum state of quantum fields, related to Minkowski space, produces divergent fluctuations that must be suppressed in order to bring reality to the description of physical systems. As a consequence, negative vacuum…

Quantum Physics · Physics 2021-06-14 G. H. S. Camargo , V. A. De Lorenci , A. L. Ferreira Junior , C. C. H. Ribeiro

Given a spectrally negative L\'evy process and independent Poisson observation times, we consider a periodic barrier strategy that pushes the process down to a certain level whenever it is above it. We also consider the versions with…

Probability · Mathematics 2018-01-11 José-Luis Pérez , Kazutoshi Yamazaki

Multiple scattering of light by resonant vapor is characterized by L\'evy-type superdiffusion with a single-step size distribution $p(x)\propto 1/x^{1+\alpha}$. We investigate L\'evy flight of light in a hot rubidium vapor…

The fluctuations of scalar fields, that are invariant under rotations of the worldvolume, in Euclidian signature, can be described by a system of Langevin equations. These equations can be understood as defining a change of variables in the…

High Energy Physics - Theory · Physics 2021-11-30 Stam Nicolis

Let $W_i=\{W_i(t_i), t_i\in \R_+\}, i=1,2,\ldots,d$ are independent Wiener processes. $W=\{W(\mathbf{t}),t\in \R_+^d\}$ be the additive Wiener field define as the sum of $W_i$. For any trend $f$ in $\kHC$ (the reproducing kernel Hilbert…

Probability · Mathematics 2016-10-25 Pingjin Deng

We establish a "diagonal" ergodic theorem involving the additive and multiplicative groups of a countable field $K$ and, with the help of a new variant of Furstenberg's correspondence principle, prove that any "large" set in $K$ contains…

Combinatorics · Mathematics 2015-10-14 Vitaly Bergelson , Joel Moreira

For a function $F$ represented as $F(x)=\sum_{n=0}^\infty{f_n (x) e^{2 \pi i \lambda_n x}},$ where each $f_n$ satisfies $\operatorname{spec}(f_n) \subset [0, 1]$ and $(\lambda_n)_{n\geq 0}\subset \mathbb{R}_+$ is a lacunary sequence, we…

Classical Analysis and ODEs · Mathematics 2026-03-24 Miquel Saucedo , Sergey Tikhonov

On-off intermittency occurs in nonequilibrium physical systems close to bifurcation points and is characterised by an aperiodic switching between a large-amplitude "on" state and a small-amplitude "off" state. L\'evy on-off intermittency is…

Fluid Dynamics · Physics 2022-12-06 Adrian van Kan , François Pétrélis

This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…

Probability · Mathematics 2020-06-17 Jevgenijs Ivanovs , Jakob D. Thøstesen

We derive new general expressions for the fluctuating electromagnetic field outside a homogeneous material surface. The analysis is based on general results from the thermodynamics of irreversible processes, and requires no consideration of…

Quantum Physics · Physics 2008-11-26 Giuseppe Bimonte , Enrico Santamato

We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…

Statistical Mechanics · Physics 2017-08-16 Mohsen Ghasemi Nezhadhaghighi

We present a theory that accurately describes the counting of excited states of a noninteracting fermionic gas. At high excitation energies the results reproduce Bethe's theory. At low energies oscillatory corrections to the many--body…

Nuclear Theory · Physics 2009-11-10 P. Leboeuf , A. G. Monastra , A. Relano

Assuming the existence of a local, analytic, unitary UV completion in a Poincar\'{e} invariant scalar field theory with a mass gap, we derive an infinite number of positivity requirements using the known properties of the amplitude at and…

High Energy Physics - Theory · Physics 2017-11-01 Claudia de Rham , Scott Melville , Andrew J. Tolley , Shuang-Yong Zhou

We consider the exponential functional $A_{\infty}=\int_0^{\infty} e^{\xi_s} ds$ associated to a Levy process $(\xi_t)_{t \geq 0}$. We find the asymptotic behavior of the tail of this random variable, under some assumptions on the process…

Probability · Mathematics 2007-05-23 Mejane Olivier

We study the spectrum of primordial fluctuations in theories where the inflaton field is coupled to massless fields and/or to itself. Conformally invariant theories generically predict a scale invariant spectrum. Scales entering the theory…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Esteban A. Calzetta , Sonia Gonorazky

An $\mathbb{R}^d$-valued Markov process $X^{(x)}_t=(X^{1,x_1}_t,\dots,X^{d,x_d}_t)$, $t\ge0,x\in\mathbb{R}^d$ is said to be multi-self-similar with index $(\alpha_1,\dots,\alpha_d)\in[0,\infty)^d$ if the identity in law…

Probability · Mathematics 2018-09-07 Loïc Chaumont , Salem Lamine

We consider a spectrally negative branching L{\'e}vy process where the particles undergo dyadic branching and are killed when entering the negative half-plane. The purpose of this short note is to give conditions under which this process…

Probability · Mathematics 2024-12-13 Christophe Profeta