Related papers: Scaling transition for singular linear random fiel…

This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the…

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

We propose discrete random-field models that are based on random partitions of $\mathbb{N}^2$. The covariance structure of each random field is determined by the underlying random partition. Functional central limit theorems are established…

The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…

We discuss joint spatial-temporal scaling limits of sums $A_{\lambda,\gamma}$ (indexed by $(x,y) \in \mathbb{R}^2_+$) of large number $O(\lambda^{\gamma})$ of independent copies of integrated input process $X = \{X(t), t \in \mathbb{R}\}$…

We consider the asymptotic behavior of the KPZ fixed point $\{\mathsf H(x,t)\}_{x\in\mathbb R, t>0}$ conditioned on $\mathsf H(0,T)=L$ as $L$ goes to infinity. The main result is a conditional limit theorem for the fluctuations of $\mathsf…

Using $N$-body simulations with massive neutrino density perturbations, we detect the scale-dependent linear halo bias with high significance. This is the first time that this effect is detected in simulations containing neutrino density…

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

Passive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times.

We study the surface scaling behavior of a semi-infinite $d$-dimensional O(N) spin system in the presence of quenched random field and random anisotropy disorders. It is known that above the lower critical dimension $d_{\mathrm{lc}}=4$ the…

We consider random rectangles in $\mathbb{R}^2$ that are distributed according to a Poisson random measure, i.e., independently and uniformly scattered in the plane. The distributions of the length and the width of the rectangles are…

We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…

We investigate the spatial clustering of dark matter halos, collapsing from $1-4 \sigma$ fluctuations, in the redshift range $0 - 5$ using N-body simulations. The halo bias of high redshift halos ($z \geq 2$) is found to be strongly…

Consider a monomial curve $\gamma:\mathbb{R}\to\mathbb{R}^{d}$ and a family of truncated Hilbert transforms along $\gamma$, $\mathcal{H}^{\gamma}$. This paper addresses the possibility of the pointwise sparse domination of the $r$-variation…

Rough volatility models are becoming increasingly popular in quantitative finance. In this framework, one considers that the behavior of the log-volatility process of a financial asset is close to that of a fractional Brownian motion with…

We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian sheets. Our result is a generalization of the invariance…

We study the evolution of density perturbations for a class of $f(R)$ models which closely mimic $\Lambda$CDM background cosmology. Using the quasi-static approximation, and the fact that these models are equivalent to scalar-tensor…

Stochastic models with fractional Brownian motion as source of randomness have become popular since the early 2000s. Fractional Brownian motion (fBm) is a Gaussian process, whose covariance depends on the so-called Hurst parameter $H\in…

Frequency sum rules are derived in extended quantum systems of non relativistic fermions from a minimal set of assumptions on dynamics in infinite volume, for ground and thermal states invariant under space translations or a lattice…

I discuss fluctuations in the neutral hydrogen (HI) density of the z~2.3 intergalactic medium and show that their relation to cosmic overdensity is strongly scale-dependent. This behaviour arises from a linearized version of the well-known…