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We analyze, both analytically and numerically, the time-dependence of the return probability in closed systems of interacting particles. Main attention is paid to the interplay between two regimes, one of which is characterized by the…

Disordered Systems and Neural Networks · Physics 2009-11-11 F. M. Izrailev , A. Castaneda-Mendoza

Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…

Probability · Mathematics 2016-02-02 Krishna M. , Manjunath Krishnapur

We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Igor Wigman

Convex regularization techniques are now widespread tools for solving inverse problems in a variety of different frameworks. In some cases, the functions to be reconstructed are naturally viewed as realizations from random processes; an…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Domenico Marinucci

In large dimension, we study the asymptotic behavior of the mean number of critical points with index k below a level u for an isotropic centered Gaussian random field defined on a family of subsets of $R^d$ depending on d. We prove the…

Probability · Mathematics 2026-02-10 Jean-Marc Azaïs , Céline Delmas

We consider an iterated Kolmogorov diffusion $X_{t}$ of step $n$. The small ball problem for $X_{t}$ is solved by means of the Gaussian correlation inequality. We also prove Chung's laws of iterated logarithm for $X_{t}$ both at time zero…

Probability · Mathematics 2021-12-13 Marco Carfagnini

In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit…

Probability · Mathematics 2021-05-26 Radomyra Shevchenko

In this paper we provide some simple characterizations for the spherical harmonics coefficients of an isotropic random field on the sphere. The main result is a characterization of isotropic gaussian fields through independence of the…

Probability · Mathematics 2007-06-13 P. Baldi , D. Marinucci

We study the energy landscape near the ground state of a model of a single particle in a random potential with trivial topology. More precisely, we find the large dimensional limit of the Hessian spectrum at the global minimum of the…

Probability · Mathematics 2025-12-16 Hao Xu , Qiang Zeng

We analyze the canonical quantum dynamics of the isotropic Universe in a metric approach by adopting a self-interacting scalar field as relational time. When the potential term is absent we are able to associate the the expanding and…

General Relativity and Quantum Cosmology · Physics 2023-09-15 Eleonora Giovannetti , Fabio Maione , Giovanni Montani

In this article, the small ball probability is obtained for the collision local time of two independent symmetric $\alpha-$stable processes with parameters $\alpha_1,\alpha_2\in(0,2]$ satisfying $\max\{\alpha_1,\alpha_2\}>1$. The proof is…

Probability · Mathematics 2026-03-05 Minhao Hong , Qian Yu

With a view to understand the galaxy/star formation scenario, we investigate the dissipative collapse of a spherical cluster of gas clouds with an isotropic velocity distribution. The time scale for collapse to one tenth radius is studied…

Astrophysics · Physics 2007-05-23 K. Indulekha , G. V. Vijayagovindan , S. Ramadurai

We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate…

Statistics Theory · Mathematics 2014-02-05 Claudio Durastanti , Xiaohong Lan , Domenico Marinucci

This paper gives sufficent and necessary conditions on a kind of limit results to hold on the precise convergent rate of an infinite series of probabilities on the Chung type law of the iterated logarithm.

Probability · Mathematics 2008-12-26 Li-Xin Zhang

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…

Probability · Mathematics 2017-12-07 Oren Louidor , Eliad Tsairi

We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…

Probability · Mathematics 2013-01-01 Tetsuya Hattori , Seiichiro Kusuoka

In simple -- but selected -- quantum systems, the probability distribution determined by the ground state wave function is infinitely divisible. Like all simple quantum systems, the Euclidean temporal extension leads to a system that…

Quantum Physics · Physics 2007-05-23 John R. Klauder

We develop criteria for hitting probabilities of anisotropic Gaussian random fields with associated canonical pseudo-metric given by a class of gauge functions. This yields lower and upper bounds in terms of general notions of capacity and…

Probability · Mathematics 2021-03-02 Adrián Hinojosa-Calleja , Marta Sanz-Solé

Observations of pulsars across the radio spectrum are revealing a dependence of the characteristic scattering time ($\tau$) on frequency, which is more complex than the simple power law with a theoretically predicted power law index. In…

High Energy Astrophysical Phenomena · Physics 2021-02-04 Marisa Geyer , Aris Karastergiou

Power law generalized covariance functions provide a simple model for describing the local behavior of an isotropic random field. This work seeks to extend this class of covariance functions to spatial-temporal processes for which the…

Statistics Theory · Mathematics 2013-03-20 Michael L. Stein