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Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

In this article, we study the potential theory of normal tempered stable process which is obtained by time-changing the Brownian motion with a tempered stable subordinator. Precisely, we study the asymptotic behavior of potential density…

We study some properties of hyperbolic Gaussian analytic functions of intensity $L$ in the unit ball of $\mathbb C^n$. First we deal with the asymptotics of fluctuations of linear statistics as $L\to\infty$. Then we estimate the probability…

We investigate what happens when an entire sample path of a smooth Gaussian process on a compact interval lies above a high level. Specifically, we determine the precise asymptotic probability of such an event, the extent to which the high…

We consider some classes of Levy processes for which the estimate of Krylov and Safonov (as in [BL02]) fails and thus it is not possible to use the standard iteration technique to obtain a-priori Holder continuity estimates of harmonic…

We discuss recent (semi) analytic results for $2\to 2$ processes with massive internal and external particles in various regions of phase space. In the physical applications we restrict ourselves to $gg\to HH$.

Within the framework of many-particle perturbation theory, we develop an analytical approach that allows us to determine the small distance behavior of Green's functions and related quantities in electronic structure theory. As a case…

In this paper we investigate the representation of a class of non Gaussian processes, namely generalized grey Brownian motion, in terms of a weighted integral of a stochastic process which is a solution of a certain stochastic differential…

We investigate the asymptotic properties of the minimum $L_1$-norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by a general Gaussian process.

We are concerned with minimax signal detection. In this setting, we discuss non-asymptotic and asymptotic approaches through a unified treatment. In particular, we consider a Gaussian sequence model that contains classical models as special…

In this paper we investigate the energy functions for a class of non Gaussian processes. These processes are characterized in terms of the Mittag-Leffler function. We obtain closed analytic form for the energy function, in particular we…

We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and particular cases like the fractional Brownian motion are discussed.

We derive the posterior contraction rate for non-parametric Bayesian estimation of the intensity function of a Poisson point process.

This note is concerned with concentration inequalities for extrema of stationary Gaussian processes. It provides non-asymptotic tail inequalities which fully reflect the fluctuation rate, and as such improve upon standard Gaussian…

For $\{X(t), t \in G_\delta\}$ a centered Gaussian process with stationary increments and a.s. sample paths on a discrete grid $G_\delta=\{0,\delta,2\delta, ...\}$, where $\delta>0$, we investigate the stationary reflected process…

In this paper we obtain the non - asymptotic estimations for oscillating integral operators in the so - called Bilateral Grand Lebesgue Spaces. We also give examples to show the sharpness of these inequalities.

In the paper asymptotic properties of functionals of stationary Gibbs particle processes are derived. Two known techniques from the point process theory in the Euclidean space R^d are extended to the space of compact sets on R^d equipped by…

Uniform asymptotic expansions are derived for reverse generalised Bessel polynomials of large degree $n$, real parameter $a$, and complex argument $z$, which are simpler than previously known results. The defining differential equation is…

We derive asymptotic formulae for the coefficients of bivariate generating functions with algebraic and logarithmic factors. Logarithms appear when encoding cycles of combinatorial objects, and also implicitly when objects can be broken…

This article is concerned with the asymptotic behavior of the two-dimensional inviscid Boussinesq equations with a damping term in the velocity equation. Precisely, we provide the time-decay rates of the smooth solutions to that system. The…