Related papers: Martingale measure associated with the critical $2…
Parker's model is one of the most discussed mechanisms for coronal heating and has generated much debate. We have recently obtained new scaling results in a two-dimensional (2D) version of this problem suggesting that the heating rate…
In this paper we study the following stochastic Hamiltonian system in ${\mathbb R}^{2d}$ (a second order stochastic differential equation), $$ d \dot X_t=b(X_t,\dot X_t)d t+\sigma(X_t,\dot X_t)d W_t,\ \ (X_0,\dot X_0)=(x,v)\in{\mathbb…
We reconstruct the velocity field of incompressible flows given a finite set of measurements. For the spatial approximation, we introduce the Sparse Fourier divergence-free (SFdf) approximation based on a discrete $L^2$ projection. Within…
In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…
The large-scale behavior of two-dimensional critical percolation is expected to be described by a conformal field theory (CFT). Moreover, this putative CFT is believed to be of the logarithmic type, exhibiting logarithmic corrections to the…
We investigated the Ising model on a square lattice with ferro and antiferromagnetic interactions modulated by the quasiperiodic Octonacci sequence in both directions of the lattice. We have applied the Replica Exchange Monte Carlo…
The critical behavior of the chiral quark-meson model is studied within the Functional Renormalization Group (FRG). We derive the flow equation for the scale dependent thermodynamic potential at finite temperature and density in the…
We present a combined experimental and numerical investigation of the transition from the classical to the ultimate regime of thermal turbulence in a supergravitational centrifugal convection system. The transition is found to be robust,…
We consider a discrete-time branching random walk in the boundary case, where the associated random walk is in the domain of attraction of an $\alpha$-stable law with $1<\alpha<2$. We prove that the derivative martingale $D_n$ converges to…
Finite-size scaling is a key tool in statistical physics, used to infer critical behavior in finite systems. Here we use the analogous concept of finite-time scaling to describe the bifurcation diagram at finite times in discrete dynamical…
The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling…
The search for remnants of the QCD chiral critical point is a central objective of current and future high-energy ion collision experiments. Previous studies suggest that a scaling law relating higher-order factorial moments of hadron…
The fractional material derivative appears as the fractional operator that governs the dynamics of the scaling limits of L\'evy walks - a stochastic process that originates from the famous continuous-time random walks. It is usually defined…
In this work, we theoretically study the heat flow between two $1+1$d chiral gapless systems connected by a point contact. With a small temperature gradient between the two, we find that the ratio between fluctuations of the heat current…
Surface quasi geostrophy (SQG) describes the two-dimensional active transport of a temperature field in a strongly stratified and rotating environment. Besides its relevance to geophysics, SQG bears formal resemblance with various flows of…
We investigate the evolution of barycenters of masses transported by stochastic flows. The state spaces under consideration are smooth affine manifolds with certain convexity structure. Under suitable conditions on the flow and on the…
The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…
We construct an aggregated version of the value processes associated with stochastic control problems, where the criterion to optimise is given by solutions to semi-martingale backward stochastic differential equations (BSDEs). The results…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…