Related papers: A point process on the unit circle with mirror-typ…
We study the effect of critical pairing fluctuations on the electronic properties in the normal state of a clean superconductor in three dimensions. Using a functional renormalization group approach to take the non-Gaussian nature of…
In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $.…
We study the contact process with stirring on $\mathbb{Z}^d$. In this process, particles occupy vertices of $\mathbb{Z}^d$; each particle dies with rate 1 and generates a new particle at a randomly chosen neighboring vertex with rate…
We present a detailed study of the evolution of the number of connected components in sub-critical multiplicative random graph processes. We consider a model where edges appear independently after an exponential time at rate equal to the…
We call a point process $Z$ on $\mathbb R$ \emph{exp-1-stable} if for every $\alpha,\beta\in\mathbb R$ with $e^\alpha+e^\beta=1$, $Z$ is equal in law to $T_\alpha Z+T_\beta Z'$, where $Z'$ is an independent copy of $Z$ and $T_x$ is the…
We consider the totally asymmetric simple exclusion process, a model in the KPZ universality class. We focus on the fluctuations of particle positions starting with certain deterministic initial conditions. For large time t, one has regions…
We consider the properties of the diffusion controlled reaction A+B->0 in the steady state, where fixed currents of A and B particles are maintained at opposite edges of the system. Using renormalisation group methods, we explicitly…
We consider the convergence of empirical processes indexed by functions that depend on an estimated parameter $\eta$ and give several alternative conditions under which the ``estimated parameter'' $\eta_n$ can be replaced by its natural…
We extend our results on the fluctuation of the pair counting statistic of the Circular Beta Ensemble $\sum_{i\neq j}f(L_N(\theta_i-\theta_j))$ for arbitrary $\beta>0$ in the mesoscopic regime $L_N=O(N^{2/3-\epsilon})$.
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
We investigate the role of large amplitude sub-critical thermal fluctuations in the dynamics of first order phase transitions. In particular, we obtain a kinetic equation for the number density of sub-critical fluctuations of the…
Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…
We analyse the asymptotic behaviour of the probability of observing the expected number of successes at each stage of a sequence of nested Bernoulli trials. Our motivation is the attempt to give a genuinely frequentist interpretation to the…
We introduce a new class of dynamic point process models with simple and intuitive dynamics that are based on the Voronoi tessellations generated by the processes. Under broad conditions, these processes prove to be ergodic and produce, on…
We develop a systematic perturbative expansion and compute the one-loop two-points, three-points and four-points correlation functions in a non-commutative version of the U(N) Wess-Zumino-Witten model in different regimes of the…
Georgiou, Katkov and Tsodyks considered the following random process. Let $x_1,x_2,\ldots $ be an infinite sequence of independent, identically distributed, uniform random points in $[0,1]$. Starting with $S=\{0\}$, the elements $x_k$ join…
Affine point processes are a class of simple point processes with self- and mutually-exciting properties, and they have found useful applications in several areas. In this paper, we obtain large-time asymptotic expansions in large…
The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…
We distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random…
We consider a percolation process in which $k$ points separated by a distance proportional to system size $L$ simultaneously connect together ($k>1$), or a single point at the center of a system connects to the boundary ($k=1$), through…