Related papers: An elementary proof for dynamical scaling for cert…
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…
Random non-commutative geometries are a novel approach to taking a non-perturbative path integral over geometries. They were introduced in arxiv.org/abs/1510.01377, where a first examination was performed. During this examination we found…
We study linear statistics of a class of determinantal processes which interpolate between Poisson and GUE/Ginibre statistics in dimension 1 or 2. These processes are obtained by performing an independent Bernoulli percolation on the…
An exact solution is introduced for one dimensional space-fractional Edwards-Wilkinson equation. It is shown that the roughness obeys the Family-Viscek dynamic scaling form and the scaling exponents is derived. It is seen that the scaling…
This work analyzes fractional continuous-time random walks on two-layer multiplexes. A node-centric dynamics is used, in which it is assumed a Poisson distribution of a walker to become active, while a jump to one of its neighbors depends…
The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…
Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…
We introduce and study here a renewal process defined by means of a time-fractional relaxation equation with derivative order $\alpha(t)$ varying with time $t\geq0$. In particular, we use the operator introduced by Scarpi in the Seventies…
We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
We present a dynamic scaling theory to describe relaxation dynamics following a magnetic-field quench near an unconventional phase transition in the magnetic material spin ice. Starting from a microscopic model, we derive an effective…
A fractional generalization of variations is used to define a stability of non-integer order. Fractional variational derivatives are suggested to describe the properties of dynamical systems at fractional perturbations. We formulate…
We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…
Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence whose covariance function obeys a power law. In this paper, we further develop generalized Bernoulli processes, reveal their asymptotic behaviors,…
Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…
Fragmentation processes are part of a broad class of models describing the evolution of a system of particles which split apart at random. These models are widely used in biology, materials science and nuclear physics, and their asymptotic…
We present a numerical study of anisotropic statistical fluctuations in homogeneous turbulent flows. We give an argument to predict the dimensional scaling exponents, (p+j)/3, for the projections of p-th order structure function in the j-th…
The evolution of the structure factor is studied during the phase-ordering dynamics of the kinetic Ising model with conserved order parameter. A preasymptotic multiscaling regime is found as in the solution of the Cahn-Hilliard-Cook…
We study a Bose-Einstein condensate at the low energy limit and show that their collective dynamics exhibit interesting quantum dynamical behavior. The system undergoes a dynamical quantum phase transition after a sudden quench into a…
Cascades of Poisson processes are probabilistic models for spatio-temporal phenomena in which (i) previous events may trigger subsequent events, and (ii) both the background and triggering processes are conditionally Poisson. Such phenomena…