English
Related papers

Related papers: Occupation times for superprocesses in random envi…

200 papers

In present paper we prove an existence and give a moments estimate for the local time of Gaussian integrators. Every Gaussian integrator is associated with a continuous linear operator in the space of square integrable functions via white…

Probability · Mathematics 2016-06-07 Olga Izyumtseva

For an $N \times T$ random matrix $X(\beta)$ with weakly dependent uniformly sub-Gaussian entries $x_{it}(\beta)$ that may depend on a possibly infinite-dimensional parameter $\beta\in \mathbf{B}$, we obtain a uniform bound on its operator…

Econometrics · Economics 2025-12-17 Grigory Franguridi , Hyungsik Roger Moon

We establish a large deviation principle for the occupation measure of the stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises. The proof is based on a hyper-exponential recurrence criterion. Our result indicates a…

Probability · Mathematics 2015-10-14 Ran Wang , Jie Xiong , Lihu Xu

Stochastic processes with renewal properties are powerful tools for modeling systems where memory effects and long-time correlations play a significant role. In this work, we study a broad class of renewal processes where a variable's value…

Statistical Mechanics · Physics 2025-10-15 Marco Bianucci , Mauro Bologna , Daniele Lagomarsino-Oneto , Riccardo Mannella

Suppose $(X_t)_{t \in T}$ is a Gaussian process indexed by some arbitrary set $T:$ the random variable $\sup_{t \in T}{X_t}$ can be very intricate and bounding its expectation is a natural step towards understanding it. Sudakov-Fernique…

Probability · Mathematics 2025-05-21 Simona Diaconu

We develop the self similarity argument known as sparse domination in an abstract martingale setting, using a continuous time parameter. With this method, we prove a sharp weighted L^p estimate for the maximal operator Y^* of Y with respect…

Probability · Mathematics 2019-04-23 Komla Domelevo , Stefanie Petermichl

The observed abundance of high-redshift galaxies and clusters contains precious information about the properties of the initial perturbations. We present a method to compute analytically the number density of objects as a function of mass…

Astrophysics · Physics 2011-05-05 Sabino Matarrese , Licia Verde , Raul Jimenez

We consider a process $\{X_t\}_{0\leq t\leq 1}$ in a fixed Wiener chaos $\mathcal{H}_n$. We establish some non-degenerate properties and related results for $\{X_t\}_{0\leq t\leq 1}$. As an application, we show that solution to SDE driven…

Probability · Mathematics 2022-08-03 Guang Yang

Supersonic turbulence occurs in many environments, particularly in astrophysics. In the crucial case of isothermal turbulence, the probability density function (PDF) of the logarithmic density, $s$, is well measured, but a theoretical…

Astrophysics of Galaxies · Physics 2024-10-31 Evan Scannapieco , Liubin Pan , Edward Buie , Marcus Brüggen

Occupancy prediction, aiming at predicting the occupancy status within voxelized 3D environment, is quickly gaining momentum within the autonomous driving community. Mainstream occupancy prediction works first discretize the 3D environment…

Computer Vision and Pattern Recognition · Computer Science 2024-11-01 Jiabao Wang , Zhaojiang Liu , Qiang Meng , Liujiang Yan , Ke Wang , Jie Yang , Wei Liu , Qibin Hou , Ming-Ming Cheng

We study out-of-time order correlators (OTOCs) of the form $\langle\hat A(t)\hat B(0)\hat C(t)\hat D(0)\rangle$ for a quantum system weakly coupled to a dissipative environment. Such an open system may serve as a model of, e.g., a small…

Mesoscale and Nanoscale Physics · Physics 2018-05-02 S. V. Syzranov , A. V. Gorshkov , V. Galitski

Work in the measure algebra of the Lebesgue measure on the Cantor space: for comeager many $[A]$ the set of points $x$ such that the density of $x $ at $A$ is not defined is $\Sigma^{0}_{3}$-complete; for some compact $K$ the set of points…

Logic · Mathematics 2018-08-15 Alessandro Andretta , Riccardo Camerlo , Camillo Costantini

We study three instances of log-correlated processes on the interval: the logarithm of the Gaussian unitary ensemble (GUE) characteristic polynomial, the Gaussian log-correlated potential in presence of edge charges, and the Fractional…

Mathematical Physics · Physics 2016-06-14 Yan V. Fyodorov , Pierre Le Doussal

We consider three global characteristic times for a one-dimensional Brownian motion $x(\tau)$ in the interval $\tau\in [0,t]$: the occupation time $t_{\rm o}$ denoting the cumulative time where $x(\tau)>0$, the time $t_{\rm m}$ at which the…

Statistical Mechanics · Physics 2025-05-01 Alexander K. Hartmann , Satya N. Majumdar

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…

Statistics Theory · Mathematics 2023-02-07 Rafail Kartsioukas , Stilian Stoev , Tailen Hsing

We study time uncertainty-aware modeling of continuous-time dynamics of interacting objects. We introduce a new model that decomposes independent dynamics of single objects accurately from their interactions. By employing latent Gaussian…

Machine Learning · Computer Science 2022-10-13 Çağatay Yıldız , Melih Kandemir , Barbara Rakitsch

Realistic modeling of ecological population dynamics requires spatially explicit descriptions that can take into account spatial heterogeneity as well as long-distance dispersal. Here, we present Monte Carlo simulations and numerical…

Statistical Mechanics · Physics 2024-10-07 R. Juhász , I. A. Kovács

A local measurement extracts work as a backaction, e.g., in a system of two entangled cavities: first cavity, $a$, comprises a piston and the measurement is carried out on the second cavity, $b$. When no one makes a measurement on the…

Quantum Physics · Physics 2023-10-30 Rasim Volga Ovali , Shakir Ullah , Mehmet Gunay , Mehmet Emre Tasgin

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Machine Learning · Statistics 2018-10-31 Vincent Dutordoir , Hugh Salimbeni , Marc Deisenroth , James Hensman