Related papers: Small fluctuations for time-dependent spherical ra…
In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…
We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…
Equations to investigate fluctuations in cosmic X-ray background radiation due to point-like sources at high-redshift are formulated in a systematic way. The angular power spectrum of X-ray background fluctuations is investigated from…
We derive general results on the small deviation behavior for some classes of iterated processes. This allows us, in particular, to calculate the rate of the small deviations for $n$-iterated Brownian motions and, more generally, for the…
This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…
Long-time asymptotic of field-field correlator for radiation propagated through a medium composed of random point-like scatterers is studied using Bete-Salpeter equation. It is shown that for plane source the fluctuation intensity (zero…
We examine the fluctuation theorems which traditionally have been studied for classical systems and enquire if they can be extended to the quantum domain, especially at low temperatures. The example chosen is that of a problem which has…
We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…
Let $X=\{X(t), t\geq 0\}$ be a Brownian motion or a spectrally negative stable process of index $1<\a<2$. Let $E=\{E(t),t\geq 0\}$ be the hitting time of a stable subordinator of index $0<\beta<1$ independent of $X$. We use a connection…
This article is a survey of the results on asymptotic behavior of small ball probabilities in $L_2$-norm. Recent progress in this field is mainly based on the methods of spectral theory of differential and integral operators.
The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…
We consider Gaussian signals, i.e. random functions $u(t)$ ($t/L \in [0,1]$) with independent Gaussian Fourier modes of variance $\sim 1/q^{\alpha}$, and compute their statistical properties in small windows $[x, x+\delta]$. We determine…
Scattering from a non-smooth random field on the time domain is studied for plane waves that propagate simultaneously through the potential in variable angles. We first derive sufficient conditions for stochastic moments of the field to be…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
We consider time-dependent relaxation of observables in quantum systems of chaotic and regular type. We show that the spread of the wave function in the Hilbert space is determined by the survival probability which is known to have…
The power-law dependence of the angle in the angular projection of galaxy distribution is explained by assuming that in the spherical shells within a small angle the distributions are also fractal. If this local angular fractal is…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
We present a simple and intuitive approximation for solving perturbation theory (PT) of small cosmic fluctuations. We consider only the spherically symmetric or monopole contribution to the PT integrals, which yields the exact result for…
A lot of efforts have been devoted in the last decade to the investigation of the high-frequency behaviour of geometric functionals for the excursion sets of random spherical harmonics, i.e., Gaussian eigenfunctions for the spherical…
We use a new eigenvalue concentration bound for the fluctuation of the sample mean of the random extternal potential in the multi-particle Anderson model and prove the spectral exponential and the strong dynamical localization. The results…