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We consider the distribution of cycles in two models of random permutations, that are related to one another. In the first model, cycles receive a weight that depends on their length. The second model deals with permutations of points in…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
We study the small time path behavior of double stochastic integrals of the form $\int_0^t(\int_0^rb(u) dW(u))^T dW(r)$, where $W$ is a $d$-dimensional Brownian motion and $b$ is an integrable progressively measurable stochastic process…
The problem of optimal linear estimation of functionals depending on the unknown values of a random field $\zeta(t,x)$, which is mean-square continuous periodically correlated with respect to time argument $t\in\mathbb R$ and isotropic on…
We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…
Let x(s), s in R^d be a Gaussian self-similar random process of index H. We consider the problem of log-asymptotics for the probability p(T) that x(s), x(0)=0 does not exceed a fixed level in a star-shaped expanding domain TxG as T>>1. We…
The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a Gaussian stationary times series (respectively time series,…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…
This paper is concerned with the inverse elastic scattering problem for a random potential in three dimensions. Interpreted as a distribution, the potential is assumed to be a microlocally isotropic Gaussian random field whose covariance…
This work deals with both instantaneous uniform mixing property and temporal standard deviation for continuous-time quantum random walks on circles in order to study their fluctuations comparing with discrete-time quantum random walks, and…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
We show that the probability of a site being occupied at any instance of time in the one-dimensional randomly fluctuating hyperrectangles processes decreases monotonically with respect to its distance from the origin.
We treat the effects of quantum field fluctuations on the decay of a meta-stable state of a self-coupled scalar field. We consider two varieties of field fluctuations and their potential effects in a semiclassical description. The first are…
This paper is concerned with an inverse scattering problem for the time-harmonic elastic wave equation with a random potential. Interpreted as a distribution, the potential is assumed to be a microlocally isotropic generalized Gaussian…
We study numerically quantum diffusion of a particle on small-world networks by integrating the time-dependent Schr\"odinger equation with a localized initial state. The participation ratio, which corresponds to the number of visited sites…
This paper deals with the homogenization problem of one-dimensional pseudo-elliptic equations with a rapidly varying random potential. The main purpose is to characterize the homogenization error (random fluctuations), i.e., the difference…
We consider a class of dissipative stochastic differential equations (SDE's) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability measures induced by such SDE's to sufficiently regular, small…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
A supersymmetric relativistic quantum theory in the temporal domain is developed for bi-spinor fields satisfying the Dirac equation. The simplest time-domain supersymmetric theory can be postulated for fields with time-dependent mass,…
Linear rate equations are used to describe the cascading decay of an initial heavy cluster into fragments. We consider moments of arbitrary orders of the mass multiplicity spectrum and derive scaling properties pertaining to their time…