Related papers: On stationarity properties of generalized Hermite-…
In this paper we consider the persistence properties of random processes in Brownian scenery, which are examples of non-Markovian and non-Gaussian processes. More precisely we study the asymptotic behaviour for large $T$, of the probability…
We investigate the many-particle and mean-field correspondence for a non-Hermitian N-particle Bose-Hubbard dimer where a complex onsite energy describes an effective decay from one of the modes. Recently a generalized mean-field…
Models of disorder with a direction (constant imaginary vector-potential) are considered. These non-Hermitian models can appear as a result of computation for models of statistical physics using transfer matrix technique or describe…
This paper analyzes the limit properties of the empirical process of $\alpha$-stable random variables with long range dependence. The $\alpha$-stable random variables are constructed by non-linear transformations of bivariate sequences of…
In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…
We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…
In this paper, we attempt to shed light on a new class of nonstationary random fields which exhibit, what we call, local invariant nonstationarity. We argue that the local invariant property has a special interaction with a new generalized…
Standard dynamical systems theory is centred around the coordinate-invariant asymptotic-time properties of autonomous systems. We identify three limitations of this approach. Firstly, we discuss how the traditional approach cannot take into…
We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…
The technique of "extension" allows to build $(n+1)$-dimensional Hamiltonian systems with a non-trivial polynomial in the momenta first integral of any given degree starting from a $n$-dimensional Hamiltonian satisfying some additional…
This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
We consider finite-dimensional nonlinear systems with linear part described by a parity-time (PT-) symmetric operator. We investigate bifurcations of stationary nonlinear modes from the eigenstates of the linear operator and consider a…
The bulk states of Hermitian systems are believed insensitive to local Hermitian impurities or perturbations except for a few impurity-induced bound states. Thus, it is important to ask whether \textit{local} non-Hermiticity can cause…
We provide an overview of high dimensional dynamical systems driven by random matrices, focusing on applications to simple models of learning and generalization in machine learning theory. Using both cavity method arguments and path…
Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on…
Topological phases of Hermitian systems are known to exhibit intriguing properties such as the presence of robust boundary states and the famed bulk-boundary correspondence. These features can change drastically for their non-Hermitian…
This paper relates - for point processes $\Phi$ on $\mathbb{R}$ - two types of asymptotic mean stationarity (AMS) properties and several absolute continuity results for the common probability measures emerging from point process theory. It…
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…
We discuss asymptotics for large random planar maps under the assumption that the distribution of the degree of a typical face is in the domain of attraction of a stable distribution with index $\alpha\in(1,2)$. When the number $n$ of…