Related papers: Intermittency and multiscaling in limit theorems
In many physical situations involving diverse length scales, waves or rays representing them travel through media characterized by spatially smooth, random, modest refactive index variations. "Primary" diffraction (by individual…
We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…
Turbulence has strong and seemingly random fluctuations. Assessing its repeatability is key to predicting flows in technology and nature, much of which decay as viscosity dissipates energy. Much has been done to this end since the work of…
The purpose of this paper is to investigate the long time behaviour for a self-interacting diffusion and a self-interacting velocity jump process. While the diffusion case has already been studied for some particular potential function, the…
Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
Let $(X_1, \xi_1), (X_2,\xi_2),\ldots$ be i.i.d.~copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. Define $S_k := \xi_1+\ldots+\xi_k$, $k \in…
We introduce a new natural notion of convergence for permutations at any specified scale, in terms of the density of patterns of restricted width. In this setting we prove that limits may be chosen independently at a countably infinite…
Scale-free power law structure describes complex networks derived from a wide range of real world processes. The extensive literature focuses almost exclusively on networks with power law exponent strictly larger than 2, which can be…
The divergences of both the length and time scales, at the magnetization- reversal transition in Ising model under a pulsed field, have been studied in the linearized limit of the mean field theory. Both length and time scales are shown to…
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
Self-normalized processes are basic to many probabilistic and statistical studies. They arise naturally in the the study of stochastic integrals, martingale inequalities and limit theorems, likelihood-based methods in hypothesis testing and…
We study the percolation properties of the growing clusters model. In this model, a number of seeds placed on random locations on a lattice are allowed to grow with a constant velocity to form clusters. When two or more clusters eventually…
The theory of transient growth describes how linear mechanisms can cause temporary amplification of disturbances even when the linearized system is asymptotically stable as defined by its eigenvalues. This growth is traditionally quantified…
The usual interpretation of noise is represented by a sum of many independent two-level elementary random signals with a distribution of relaxation times. In this paper it is demonstrated that also the superposition of many similar…
We construct multiperiodic processes -- a simple example of stationary ergodic (but not mixing) processes over natural numbers that enjoy the vanishing entropy rate under a mild condition. Multiperiodic processes are supported on randomly…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…
Intersection growth concerns the asymptotic behavior of the index of the intersection of all subgroups of a group that have index at most n. In this note we show that the intersection growth of some groups may not be a nicely behaved…
The statistics of signal increments are commonly used in order to test for possible intermittent properties in experimental or synthetic data. However, for signals with steep power spectra [i.e., $E(\omega) \sim \omega^{-n}$ with $n \geq…