Related papers: Limiting Behavior for the Excursion Area of Band-L…
We prove a central limit theorem under diffusive scaling for the displacement of a random walk on ${\mathbb Z}^d$ in stationary and ergodic doubly stochastic random environment, under the $\mathcal{H}_{-1}$-condition imposed on the drift…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
This paper surveys Abelian and Tauberian theorems for long-range dependent random fields. We describe a framework for asymptotic behaviour of covariance functions or variances of averaged functionals of random fields at infinity and…
A reduction theorem is proved for functionals of Gamma-correlated random fields with long-range dependence in d-dimensional space. In the particular case of a non-linear function of a chi-squared random field with Laguerre rank equal to…
We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…
We obtain formulae for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres of arbitrary dimension. The results hold in general in the sense…
The aim of this paper is to control the rate of convergence for central limit theorems of sojourn times of Gaussian fields in both cases: the fixed and the moving level. Our main tools are the Malliavin calculus and the Stein's method,…
Recently E.Verlinde and H.Verlinde have suggested an effective two-dimensional theory describing the high-energy scattering in QCD. In this report we attempt to clarify some issues of this suggestion. We consider {\it anisotropic…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
We give necessary and sufficient conditions for the existence of a phantom distribution function for a stationary random field on a regular lattice. We also introduce a less demanding notion of a directional phantom distribution, with…
We develop a boundary field theory approach to electron spin resonance in open $S=1/2$ Heisenberg antiferromagnetic chains with an effective staggered field. In terms of the sine Gordon effective field theory with boundaries,we point out…
We prove a multivariate central limit theorem for the numbers of critical points above a level with all possible indexes of a non-necessarily isotropic Gaussian random field. In particular, we discuss the non-degeneracy of the limit…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This…
We give a parameter version of Graham-Kerzman approximation theorem for bounded holomorphic functions on strictly pseudoconvex domains. As an application, we present some uniform estimates for the boundary behaviour of the Kobayashi and…
We consider the operator associated to a random walk on finite volume surfaces with hyperbolic cusps. We study the spectral gap (upper and lower bound) associated to this operator and deduce some rate of convergence of the iterated kernel…
We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…
We use scaling results to identify the crossover to mean-field behavior of equilibrium statistical mechanics models on a variant of the small world network. The results are generalizable to a wide-range of equilibrium systems. Anomalous…
We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…
This article deals with limit theorems for certain loop variables for loop soups whose intensity approaches infinity. We first consider random walk loop soups on finite graphs and obtain a central limit theorem when the loop variable is the…