Related papers: Limit theorems for integral functionals of Hermite…
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds - \int V d\mu | \geq R)$$ where $X$ is a $\mu$ stationary and ergodic Markov process and $V$ is some $\mu$ integrable function. These bounds…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
Some properties of integral averages of functions on intervals and their asymptotic behavior are investigated. The results are aimed at applications to entire and subharmonic functions.
Let $\{X(t) : t \in [0, \infty) \}$ be a centered stationary Gaussian process. We study the exact asymptotics of $\pr (\sup_{s \in [0,T]} X(t) > u)$, as $u \to \infty$, where $T$ is an independent of \{X(t)\} nonnegative random variable. It…
Let $\{b_H(t),t\in\mathbb{R}\}$ be the fractional Brownian motion with parameter $0<H<1$. When $1/2<H$, we consider diffusion equations of the type \[X(t)=c+\int_0^t\sigma\bigl(X(u)\bigr)\mathrm {d}b_H(u)+\int _0^t\mu\bigl(X(u)\bigr)\mathrm…
We discuss fluctuations near the second order phase transition where the free energy has an additional non-Hermitian term. The spectrum of the fluctuations changes when the odd-parity potential amplitude exceeds the critical value…
The Iterated Perturbation Theory (IPT) equations of the Dynamical Mean Field Theory (DMFT) for the half-filled Hubbard model, are solved on nearly real frequencies at various values of the Hubbard parameters $U$, to investigate the nature…
Time-integrated quantities such as work and heat increase incessantly in time during nonequilibrium processes near steady states. In the long-time limit, the average values of work and heat become asymptotically equivalent to each other,…
Consider the weakly asymmetric simple exclusion processes on the one-dimensional torus. We study the non-equilibrium fluctuation of a class of additive functionals, and show that its scaling limit is a Gaussian process. The proof is mainly…
Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…
Integral transform method (Fourier or Laplace transform, etc) is more often effective to do the theoretical analysis for the stochastic processes. However, for the time-space coupled cases, e.g., L\'evy walk or nonlinear cases, integral…
Classically, a single weight on an interval of the real line leads to moments, orthogonal polynomials and tridiagonal matrices. Appropriately deforming this weight with times t=(t_1,t_2,...), leads to the standard Toda lattice and…
Two-state models provide phenomenological descriptions of many different systems, ranging from physics to chemistry and biology. We investigate work fluctuations in an ensemble of two-state systems driven out of equilibrium under the action…
We show that the total entropy production in stochastic processes with odd-parity variables (under time reversal) is separated into three parts, only two of which satisfy the integral fluctuation theorems in general. One is the usual excess…
We study the asymptotic behavior of empirical processes generated by measurable bounded functions of an infinite source Poisson transmission process when the session length have infinite variance. In spite of the boundedness of the…
We study differentiability conditions on a complex measure $\nu$ at a point $x_0\in\mathbb{R}^d$, in relation with the boundary convergence at that point of the Poisson-type integral $P_t\nu=e^{-t\sqrt L}\nu$, where $L=-\Delta+|x|^2$ is the…
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…
We here revisit Fourier analysis on the Heisenberg group H^d. Whereas, according to the standard definition, the Fourier transform of an integrable function f on H^d is a one parameter family of bounded operators on L 2 (R^d), we define (by…
A novel method to determine the density and temperature of a system based on quantum Fermionic fluctuations is generalized to the limit where the reached temperature T is large compared to the Fermi energy {\epsilon}f . Quadrupole and…
We construct a complete set of quasi-local integrals of motion for the many-body localized phase of interacting fermions in a disordered potential. The integrals of motion can be chosen to have binary spectrum $\{0,1\}$, thus constituting…