Related papers: Phase Transitions in Asymptotically Singular Ander…

The parabolic Anderson model is defined as the partial differential equation \partial u(x,t)/\partial t = \kappa\Delta u(x,t) + \xi(x,t)u(x,t), x\in\Z^d, t\geq 0, where \kappa \in [0,\infty) is the diffusion constant, \Delta is the discrete…

In earlier work by den Hollander, K\"onig, and dos Santos, the asymptotics of the total mass of the solution to the parabolic Anderson model was studied on an almost surely infinite Galton-Watson tree with an i.i.d. potential having a…

We consider the one-dimensional partially asymmetric zero range process where the hopping rates as well as the easy direction of hopping are random variables. For this type of disorder there is a condensation phenomena in the thermodynamic…

We study large deviations, over a long time window $T \to \infty$, of the dynamical observables $A_n = \int_{0}^{T} x^n(t) dt$, $n=3,4,\dots$, where $x(t)$ is a centered stationary Gaussian process in continuous time. We show that, for…

We estimate the unknown parameters of an asymmetric bifurcating autoregressive process (BAR) when some of the data are missing. In this aim, we model the observed data by a two-type Galton-Watson process consistent with the binary tree…

Let $K_n$ be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on $\R^d$. We establish variance asymptotics as $n \to \infty$ for the re-scaled intrinsic volumes and $k$-face functionals of…

Heavy fermion materials are compounds in which localized $f$-orbitals hybridize with delocalized $d$ ones, leading to quasiparticles with large renormalized masses. The presence of strongly correlated $f$-electrons at the Fermi level may…

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case…

We investigate the effect of adding a Chern-Simons term coupled to an axion field to SU(2) Einstein-Yang-Mills in a fixed $AdS_4$/Schwarzschild background. We show that, when the axion has no potential, there is a phase transition between a…

We apply the paracontrolled calculus to study the asymptotic behavior of a certain quasilinear PDE with smeared mild noise, which originally appears as the space-time scaling limit of a particle system in random environment on one…

A parametric oscillator with damping driven by white noise is studied. The mean square displacement (MSD) in the long-time limit is derived analytically for the case that the static force vanishes, which was not treated in the past work…

Using Monte Carlo simulations based on the Metropolis algorithm, we investigate the dynamic phase transition properties of kinetic Ising model driven by a sinusoidally oscillating magnetic field in the presence of additive white noise. We…

We consider a time-dependent two-level quantum system interacting with a free Boson reservoir. The coupling is energy conserving and depends slowly on time, as does the system Hamiltonian, with a common adiabatic parameter $\varepsilon$.…

We consider the variance renormalisation of a singular SPDE for which a Da Prato-Debussche trick is not applicable. The example taken is the $2$-dimensional generalised parabolic Anderson model (gPAM), driven by a much rougher than white…

We consider the class of self-similar Gaussian stochastic volatility models, and compute the small-time (near-maturity) asymptotics for the corresponding asset price density, the call and put pricing functions, and the implied volatilities.…

We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…

The aim of this paper is to present an extension of the well-known as-ymptotic equivalence between density estimation experiments and a Gaussian white noise model. Our extension consists in enlarging the nonparametric class of the…

In this work we study the majority-vote model with the presence of two distinc noises. The first one is the usual noise $q$, that represents the probability that a given agent follows the minority opinion of his/her social contacts. On the…

In a recent article (Proc. Natl. Acad. Sci., 110(36), 14557-14562), El Karoui et al. study the distribution of robust regression estimators in the regime in which the number of parameters p is of the same order as the number of samples n.…

Let $\{X(t):t\in[0,\infty)\}$ be a centered Gaussian process with stationary increments and variance function $\sigma^2_X(t)$. We study the exact asymptotics of ${\mathbb{P}}(\sup_{t\in[0,T]}X(t)>u)$ as $u\to\infty$, where $T$ is an…