Related papers: The persistence exponents of Gaussian random field…

Consider a $C^1$ vector field together with an ergodic invariant probability that has $\ell$ nonzero Lyapunov exponents. Using orthonormal moving frames along certain transitive orbits we construct a linear system of $\ell$ differential…

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no…

Lagrangian descriptions of irreducible and reducible integer higher-spin representations of the Poincare group subject to a Young tableaux $Y[\hat{s}_1,\hat{s}_2]$ with two columns are constructed within a metric-like formulation in a…

We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

Particles in turbulence frequently encounter extreme accelerations between extended periods of quiescence. The occurrence of extreme events is closely related to the intermittent spatial distribution of intense flow structures such as…

The integrated density of states of a Schroedinger operator with random potential given by a homogeneous Gaussian field whose covariance function is continuous, compactly supported and has positive mean, is locally uniformly…

We examine persistence in one dimensional Ising model under zero temperature Glauber dynamics for random initial states with unequal fraction of up and down spins. We find the persistence exponent varies continuously with the fraction of up…

The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…

We study and compare the information loss of a large class of Gaussian bipartite systems. It includes the usual Caldeira-Leggett type model as well as Anosov models (parametric oscillators, the inverted oscillator environment, etc), which…

We analyze here different forms of fractional relaxation equations of order {\nu}\in(0,1) and we derive their solutions both in analytical and in probabilistic forms. In particular we show that these solutions can be expressed as crossing…

We show that the persistence probability $P(t,L)$, in a coarsening system of linear size $L$ at a time $t$, has the finite size scaling form $P(t,L)\sim L^{-z\theta}f(\frac{t}{L^{z}})$ where $\theta$ is the persistence exponent and $z$ is…

The Fourier transform is often used to connect the Lorentzian energy distribution for resonance scattering to the exponential time dependence for decaying states. However, to apply the Fourier transform, one has to bend the rules of…

In this note, we prove strong convergence of $q$-Gaussians with respect to a parameter $q$, which implies the spectrum of any self-adjoint non-commutative polynomial in $q$-Gaussians is continuously deformed with respect to $q$. With…

In the paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on ${\mathbb R}^m$-valued self-similar fields $\{{\bf X} ({\bf t}), \ {\bf t} \in {\mathbb R}^d \}$, their domains of…

We compute the persistence exponent of the integral of a stable L\'evy process in terms of its self-similarity and positivity parameters. This solves a problem raised by Z. Shi (2003). Along the way, we investigate the law of the stable…

We study the regularity of Lyapunov exponents for random linear cocycles taking values in $\Mat_m(\R)$ and driven by i.i.d. processes. Under three natural conditions - finite exponential moments, a spectral gap between the top two Lyapunov…

We compute the exact log-asymptotics of the persistence probability, and determine the entropic repulsion profile conditioned on persistence, for general $d$-dimensional stationary Gaussian fields with spectral singularity at the origin of…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

The question of gauge-covariance in the non-Abelian gauge-field formulation of two space-dimensional systems with spin-orbit coupling relevant to spintronics is investigated. Although, these are generally gauge-fixed models, it is found…