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Given a low-frequency sample of the infinitely divisible moving average random field $\{\int_{\mathbb{R}^d}f(t-x)\Lambda (dx), t\in \mathbb{R}^d\}$, in [13] we proposed an estimator $\hat{uv_0}$ for the function $\mathbb{R}\ni x\mapsto…
Consider an intersection measure $\ell_t ^{\mathrm{IS}}$ of $p$ independent (possibly different) $m$-symmetric Hunt processes up to time $t$ in a metric measure space $E$ with a Radon measure $m$. We derive a Donsker-Varadhan type large…
We study the thermodynamic limit of random partition models for the instanton sum of 4D and 5D supersymmetric U(1) gauge theories deformed by some physical observables. The physical observables correspond to external potentials in the…
We consider the following perturbed critical Dirichlet problem involving the Hardy-Schr\"odinger operator on a smooth bounded domain $\Omega \subset \mathbb{R}^N$, $N\geq 3$, with $0 \in \Omega$: $$ \left\{ \begin{array}{ll}-\Delta u-\gamma…
We consider Green's functions $G(z):=(H-z)^{-1}$ of Hermitian random band matrices $H$ on the $d$-dimensional lattice $(\mathbb Z/L\mathbb Z)^d$. The entries $h_{xy}=\bar h_{yx}$ of $H$ are independent centered complex Gaussian random…
We consider the spectral problem \begin{equation*} \left\{\begin{array}{ll} -\Delta u_{\varepsilon}=\lambda(\varepsilon)\rho_{\varepsilon}u_{\varepsilon} & {\rm in}\ \Omega\\ \frac{\partial u_{\varepsilon}}{\partial\nu}=0 & {\rm on}\…
Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…
In the paper, the transition probability density of isotropic $\alpha$-stable stochastic process in a finite dimensional Euclidean space is considered. The results of applying pseudo differential operators with respect spatial variables to…
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…
Recently, a number of physical models has emerged described by a random process with increments given by a quadratic form of a fast Gaussian process. We find that the rate function which describes sample-path large deviations for such a…
We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process studied in dynamical random matrix theory. We define the…
We will extend a recent result of B.~Choi and P.~Daskalopoulos (\cite{CD}). For any $n\ge 3$, $0<m<\frac{n-2}{n}$, $m\ne\frac{n-2}{n+2}$, $\beta>0$ and $\lambda>0$, we prove the higher order expansion of the radially symmetric solution…
In this paper, we provide two-sided estimates and uniform asymptotics for the solution of $d$-dimensional critical fractal Burgers equation $u_t-\Delta^{\alpha/2}u+b\cdot \nabla\left(u|u|^q\right)=0$, $\alpha\in(1,2)$, $b\in\mathbb R^d$ for…
Diffusive shock acceleration (DSA) by relativistic shocks is thought to generate the $dN/dE\propto E^{-p}$ spectra of charged particles in various astronomical relativistic flows. We show that for test particles in one dimension (1D),…
We derive fractional Brownian motion and stochastic processes with multifractal properties using a framework of network of Gaussian conditional probabilities. This leads to the derivation of new representations of fractional Brownian…
The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
We study the thick points of branching Brownian motion and branching random walk with a critical branching mechanism, focusing on the critical dimension $d = 4$. We determine the exponent governing the probability to hit a small ball with…
This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the…
A formal uniform asymptotic solution of the system of differential equations $ h^{2}\frac{d^{2}U_{1}}{dz^{2}}+\Phi_{1} U_{1}=\alpha U_{2} $ , $ h^{2}\frac{d^{2}U_{2}}{dz^{2}}+\Phi_{2} U_{2}=\alpha U_{1}$ , for $ z\in D$ and for h real,…
We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…