Related papers: The persistence exponents of Gaussian random field…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We have studied the persistence probability $p(t)$ of an active Brownian particle with shape asymmetry in two dimensions. The persistence probability is defined as the the probability of a stochastic variable that has not changed it's sign…
Poisson boundary is a measurable $\Gamma$-space canonically associated with a group $\Gamma$ and a probability measure $\mu$ on it. The collection of all measurable $\Gamma$-equivariant quotients, known as $\mu$-boundaries, of the Poisson…
Starting from essentially commutative exponential map $E(B|I)$ for generic tensor-valued 2-forms $B$, introduced in \cite{Akh} as direct generalization of the ordinary non-commutative $P$-exponent for 1-forms with values in matrices (i.e.…
The exponential contraction in $L^1$-Wasserstein distance and exponential convergence in $L^q$-Wasserstein distance ($q\geq 1$) are considered for stochastic differential equations with irregular drift. When the irregular drift drift is…
A self consistent field theory that describes a part of a contour loop of a random Gaussian surface as a trajectory interacting with itself is constructed. The exponent \nu characterizing the end to end distance is obtained by a Flory…
We show that the probability, P_0(l), that the height of a fluctuating (d+1)-dimensional interface in its steady state stays above its initial value up to a distance l, along any linear cut in the d-dimensional space, decays as P_0(l) \sim…
Let $H$ be a linear algebraic group over an algebraically closed field of characteristic $p>0$. We prove that any "exponential map" for $H$ induces a bijection between the variety of $r$-tuples of commuting $[p]$-nilpotent elements in…
The present study provides another look on Lamperti's theorem on recurrence or transience of stochastic sequences. We establish connection between Lamperti's theorem and the recent result by the author [V. M. Abramov, Theor. Probab. Math.…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times -- leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the…
Let $\Gamma<\mathrm{SL}_2(\mathbb{Z})$ be a non-elementary finitely generated subgroup and let $\Gamma(q)$ be its congruence subgroup of level $q$ for each $q\in \mathbb{N}$. We obtain an asymptotic formula for the matrix coefficients of…
The existence, uniqueness, and exponential stability results for mild solutions to the fractional neutral stochastic differential system are presented in this article. To demonstrate the results, the concept of bounded integral contractors…
In this paper we show that the typical effects of quantum resonances, namely, the exponential-type decay of the survival amplitude, continue to exist even when a nonlinear perturbative term is added to the time-dependent Schroedinger…
In this paper, we are concerned with the asymptotic behavior of solutions of M1 model on quadrant. From this model, combined with damped compressible Euler equations, a more general system is introduced. We show that the solutions to the…
We establish a Lagrangian variational framework for general relativistic continuum theories that permits the development of the process of Lagrangian reduction by symmetry in the relativistic context. Starting with a continuum version of…
We study the persistence probability of a centered stationary Gaussian process on $\mathbb{Z}$ or $\mathbb{R}$, that is, its probability to remain positive for a long time. We describe the delicate interplay between this probability and the…
We prove that under the Brownian evolution on large non-Hermitian matrices the log-determinant converges in distribution to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, namely it is logarithmically correlated…
In the present work, we investigate real numbers whose sequence of partial quotients enjoys some combinatorial properties involving the notion of palindrome. We provide three new transendence criteria, that apply to a broad class of…
The validity of Einstein's fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model…