Related papers: The persistence exponents of Gaussian random field…
We study sporadic randomness by means of a non-extensive form of Lyapunov coefficient. We recover from a different perspective the same conclusion as that of an earlier work, namely, that the ordinary Pesin theorem applies (P.Gaspard and…
We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center of mass persistence of a random walker to the…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…
We study a time-inhomogeneous nonlinear SDE with drift and diffusion governed by state-dependent variable exponents. This framework generalizes models like the geometric Brownian motion (GBM) and the constant elasticity of variance (CEV),…
The persistence exponents associated with the T=0 quenching dynamics of the two dimensional XY model and a two dimensional uniaxial spin nematic model have been evaluated using a numerical simulation. The site persistence or the probability…
For the moving average process $X_n=\rho \xi_{n-1}+\xi_n$, $n\in\mathbb{N}$, where $\rho\in\mathbb{R}$ and $(\xi_i)_{i\ge -1}$ is an i.i.d. sequence of normally distributed random variables, we study the persistence probabilities…
Numerical and analytic results for the exponent \theta describing the decay of the first return probability of an interface to its initial height are obtained for a large class of linear Langevin equations. The models are parametrized by…
We obtain sufficient conditions of stochastic equivalence of Gaussian random fields with special covariance function. These results generalize Doob's transformation (condition of stochastic equivalence of a Gaussian and a Wiener processes)…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
We obtain exact asymptotic results for the disorder averaged persistence of a Brownian particle moving in a biased Sinai landscape. We employ a new method that maps the problem of computing the persistence to the problem of finding the…
We consider the d-dimensional diffusion equation for a field phi(x,t) with random initial condition, and observe that, when appropriately scaled, phi(0,t) is Gaussian and Markovian in the limit d->0. This leads via the Majumdar-Sire…
We show that, under certain smoothness conditions, a Brownian martingale at a fixed time can be represented as an exponential of its value at a later time. The time-dependent generator of this exponential operator is equal to one half times…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
The persistence properties of a set of random walkers obeying the A+B -> 0 reaction, with equal initial density of particles and homogeneous initial conditions, is studied using two definitions of persistence. The probability, P(t), that an…
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…
We introduce a parameter $p$, called partial survival, in the persistence of stochastic processes and show that for smooth processes the persistence exponent $\theta(p)$ changes continuously with $p$, $\theta(0)$ being the usual persistence…
Within a self-consistent framework of q-deformed Heisenberg algebra and its equivalent framework of q-deformed boson commutation relations, which relate to the under-cutting phenomenon of Heisenberg's minimal uncertainty relation, special…
We look at a class of transcendental real numbers xi which, together with their square, satisfy some extremal property of simultaneous approximation by rational numbers with the same denominator. We give a sufficient condition for such a…
In this paper we explore the features of a graph generated by random walkers with nodes that have evolutionary attractiveness and Boltzmann-like transition probabilities that depend both on the euclidean distance between the nodes and on…