Related papers: Intermittency and multiscaling in limit theorems
We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions and show that there exists a phase transition in the behavior of local probabilites of…
We consider an exploration algorithm where at each step, a random number of items become active while related items get explored. Given an initial number of items $N$ growing to infinity and building on a strong homogeneity assumption, we…
In this paper we study supercritical super-OU processes with general branching mechanisms satisfying a second moment condition. We establish central limit theorems for the super-OU processes. In the small and crtical branching rate cases,…
Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…
We explore the possibility of putting constraints on quintessence models with large-scale structure observations. In particular we compute the linear and second order growth rate of the fluctuations in different flavors of quintessence…
We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed towards the interior of the domain. We describe the limiting…
Intermittency of energy dissipation has long been studied via high-order moments in homogeneous and isotropic turbulence, but not much where the boundary effects are explicitly included. Here, we derive two fundamental Reynolds number…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
Regardless of a system's complexity or scale, its growth can be considered to be a spontaneous thermodynamic response to a local convergence of down-gradient material flows. Here it is shown how growth can be constrained to a few distinct…
Growth-fragmentation processes model systems of cells that grow continuously over time and then fragment into smaller pieces. Typically, on average, the number of cells in the system exhibits asynchronous exponential growth and, upon…
A method of moment inequalities is used to derive the principle of minimum growth rate in multiplicatively interacting stochastic processes(MISPs). When a value of a power-law exponent at the tail of probability distribution function exists…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
Prior to macroscopic yielding, most materials undergo a regime of plastic activity that cannot be resolved in conventional bulk deformation experiments. In this pre-yield, or micro-plastic regime, it is the initial three dimensional defect…
The thresholding of time series of activity or intensity is frequently used to define and differentiate events. This is either implicit, for example due to resolution limits, or explicit, in order to filter certain small scale physics from…
Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…
Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…
Processes involving bursts of activity separated by quiescent periods occur across diverse systems and scales. In human dynamics, these phenomena have been described by power-law inter-event time distributions, $P(t)\sim t^{-\alpha}$, with…
Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for which the probability of observing more than one event over a…