Related papers: The persistence exponents of Gaussian random field…
Let $T$ be a random field invariant under the action of a compact group $G$. In the line of previous work we investigate properties of the Fourier coefficients as orthogonality and Gaussianity. In particular we give conditions ensuring that…
The problem of nonlinear filtering of a random field observed in the presence of a noise, modeled by a persistent fractional Brownian sheet of Hurst index $(H_1,H_2)$ with $0.5<H_1,H_2<1$, is studied and a suitable version of the Bayes'…
We investigate Lyapunov exponents of Brownian motion in a nonnegative Poissonian potential $V$. The Lyapunov exponent depends on the potential $V$ and our interest lies in the decay rate of the Lyapunov exponent if the potential $V$ tends…
Lorentz covariance is the fundamental principle of every relativistic field theory which insures consistent physical descriptions. Even if the space-time is noncommutative, field theories on it should keep Lorentz covariance. In this paper,…
Lyapunov exponents of heavy particles and tracers advected by homogeneous and isotropic turbulent flows are investigated by means of direct numerical simulations. For large values of the Stokes number, the main effect of inertia is to…
In this article, we study the continuous and discrete fractional persistence problem which looks for the persistence of properties of a given classical ($\alpha=1$) differential equation in the fractional case (here using fractional…
We explore a generalisation of the L\'evy fractional Brownian field on the Euclidean space based on replacing the Euclidean norm with another norm. A characterisation result for admissible norms yields a complete description of all…
In \cite{Miller-Akin1999}, Miller and Akin investigated the invariant measures for correspondences, which are also known as upper semi-continuous set-valued maps. Recently, the variational principle and thermodynamic formalism for forward…
We consider general infinite-dimensional dynamical systems with the Galilean and spatiotemporal scaling symmetry groups. Introducing the equivalence relation with respect to temporal scalings and Galilean transformations, we define a…
We prove that the Lyapunov exponents of random products in a (real or complex) matrix group depends continuously on the matrix coefficients and probability weights. More generally, the Lyapunov exponents of the random product defined by any…
This paper investigates the quadratic irrationals that arise as periodic points of the Gauss type shift associated to the odd continued fraction expansion. It is shown that these numbers, which we call O-reduced, when ordered by the length…
We study existence and long-time behavior of weak solutions to a thin-film equation with a confinement potential and a second-order degenerate diffusion term. It is known that in absence of second order effects, solutions for general…
We define weighted fractional Brownian sheets, which are a class of Gaussian random fields with four parameters that include fractional Brownian sheets as special cases, and we give some of their properties. We show that for certain values…
The now classical replicator equation describes a wide variety of biological phenomena, including those in theoretical genetics, evolutionary game theory, or in the theories of the origin of life. Among other questions, the permanence of…
The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero…
The ``Brownian bees" model describes an ensemble of $N$ independent branching Brownian particles. When a particle branches into two particles, the particle farthest from the origin is eliminated so as to keep a constant number of particles.…
We identify universal signatures in the bispectrum arising from a transient tachyonic instability of entropic fluctuations during inflation, a phenomenon that naturally arises in hyperbolic field-space geometries. We perform exact numerical…
We study mean field stochastic differential equations with a diffusion coefficient that depends on the distribution function of the unknown process in a discontinuous manner, which is a type of distribution dependent regime switching. To…
This paper determines values of intersection exponents between packs of planar Brownian motions in the half-plane and in the plane that were not derived in our first two papers. For instance, it is proven that the exponent $\xi (3,3)$…
Permutation tableaux are combinatorial objects related with permutations and various statistics on them. They appeared in connection with total positivity in Grassmannians, and stationary probabilities in a PASEP model. In particular they…