Related papers: Phase Transitions in Asymptotically Singular Ander…
The parabolic Anderson model (PAM) is one of the most interesting and challenging SPDEs related to various physical phenomena, and can be described mathematically as a stochastic heat equation driven by linear multiplicative noise. In this…
In this note we consider the parabolic Anderson model in one dimension with time-independent fractional noise $\dot{W}$ in space. We consider the case $H<\frac{1}{2}$ and get existence and uniqueness of solution. In order to find the…
We consider the continuous Anderson Hamiltonian with white noise potential on $(-L/2,L/2)^d$ in dimension $d\le 3$, and derive the asymptotic of the smallest eigenvalues when $L$ goes to infinity. We show that these eigenvalues go to…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
A metric measure space equipped with a Dirichlet form is called recurrent if its Hausdorff dimension is less than its walk dimension. In bounded domains of such spaces we study the parabolic Anderson models \[ \partial_{t} u(t,x) = \Delta…
We study the Anderson transition for three-dimensional (3D) $N \times N \times N$ tightly bound cubic lattices where both real and imaginary parts of onsite energies are independent random variables distributed uniformly between $-W/2$ and…
The one-dimensional supersymmetric random Hamiltonian $H_{susy}=-\frac{d^2}{dx^2}+\phi^2+\phi'$, where $\phi(x)$ is a Gaussian white noise of zero mean and variance $g$, presents particular spectral and localization properties at low…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
In this paper, we study one-dimensional hyperbolic Anderson models (HAM) driven by space-time pure-jump L\'evy white noise in a finite-variance setting. Motivated by recent active research on limit theorems for stochastic partial…
We discuss a model for phase transitions in which a double-well potential is singularly perturbed by possibly several terms involving different, arbitrarily high orders of derivation. We study by $\Gamma$-convergence the asymptotic…
Stochastic averaging problems with Gaussian forcing have been studied thoroughly for many years, but far less attention has been paid to problems where the stochastic forcing has infinite variance, such as an {\alpha}-stable noise forcing.…
We consider a general class of statistical experiments, in which an $n$-dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of interest. The covariance matrix is assumed to be…
Asymptotic energy-distortion performance of zero-delay communication scenarios under additive white Gaussian noise is investigated. Using high-resolution analysis for quantizer design, the higher-order term in the logarithm of the…
We establish the convergence rates and asymptotic distributions of the common break change-point estimators, obtained by least squares and maximum likelihood in panel data models and compare their asymptotic variances. Our model assumptions…
In this paper, we study a continuous ocking Cucker-Smale model with noise, which has isotropic and polarized stationary solutions depending on the intensity of the noise. The first result establishes the threshold value of the noise…
We consider a two-level system coupled to a highly non-Markovian environment when the coupling axis rotates with time. The environment may be quantum (for example a bosonic bath or a spin bath) or classical (such as classical noise). We…
We study a pseudogap Anderson-Holstein model of a magnetic impurity level that hybridizes with a conduction band whose density of states vanishes in power-law fashion at the Fermi energy, and couples, via its charge, to a nondispersive…
The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…
We consider a statistical model of a n-mode quantum Gaussian state which is shift invariant and also gauge invariant. Such models can be considered analogs of classical Gaussian stationary time series, parametrized by their spectral…
An infinite array of globally coupled overdamped constituents moving in a double-well potential with $n$-th order saturation term under the influence of additive Gaussian white noise is investigated. The system exhibits a continuous phase…