Related papers: Long-time asymptotics for multivariate Hawkes proc…
It is well known that the notions of spatial locality are often lost in quantum systems with long-range interactions, as exhibited by the emergence of phases with exotic long-range order and faster propagation of quantum correlations. We…
In this paper, we establish a large deviations principle for a multivariate compound process induced by a multivariate Hawkes process with random marks. Our proof hinges on showing essential smoothness of the limiting cumulant of the…
The presence of non-local and long-range interactions in quantum systems induces several peculiar features in their equilibrium and out-of-equilibrium behavior. In current experimental platforms control parameters such as interaction range,…
We study the low-energy properties of the long-range random transverse-field Ising chain with ferromagnetic interactions decaying as a power alpha of the distance. Using variants of the strong-disorder renormalization group method, the…
Let $W=(W_t)_{t\ge0}$ be a supercritical $\alpha$-stable Dawson-Watanabe process (with $\alpha\in(0,2]$) and $f$ be a test function in the domain of $-(-\Delta)^{\frac \alpha2}$ satisfying some integrability condition. Assuming the initial…
Multivariate Hawkes process provides a powerful framework for modeling temporal dependencies and event-driven interactions in complex systems. While existing methods primarily focus on uncovering causal structures among observed…
Let $(X_j)_{j\geq1}$ be a multivariate long-range dependent Gaussian process. We study the asymptotic behavior of the corresponding sequential empirical process indexed by a class of functions. If some entropy condition is satisfied we have…
We investigate the asymptotic behavior, as t goes to infinity, for a semilinear hyperbolic equation with asymptotically smal dissipation and convex potential. We prove that if the damping term behaves like K/t^\alpha for t large enough, k>0…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…
In this paper we study the asymptotic behaviour of empirical processes when parameters are estimated, assuming that the underlying sequence of random variables is long-range dependent. We show completely different phenomena compared to…
A long memory process has self-similarity or scale-invariant properties in low frequencies. We prove that the log of the scale-dependent wavelet variance for a long memory process is asymptotically proportional to scales by using the Taylor…
Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional…
Dynamical evolution of systems with sparse Hamiltonians can always be recognized as continuous time quantum walks (CTQWs) on graphs. In this paper, we analyze the short time asymptotics of CTQWs. In recent studies, it was shown that for the…
We consider the one-dimensional delta-interacting electron gas in the case of infinite repulsion. We use determinant representations to study the long time, large distance asymptotics of correlation functions of local fields in the gas…
Topology in condensed matter physics is typically associated with a bulk energy gap. However, recent research has shifted focus to topological phases without a bulk energy gap, exhibiting nontrivial gapless topological behaviors. In this…
We generalise the celebrated Peierls' argument to study the stability of a long-range interacting classical solid. Long-range interaction implies that all the atomic oscillators are coupled to each other via a harmonic potential, though the…
Hawkes process provides an effective statistical framework for analyzing the time-dependent interaction of neuronal spiking activities. Although utilized in many real applications, the classic Hawkes process is incapable of modelling…
Using the self-consistent Hartree-Fock method, we calculate the persistent current of weakly-interacting spinless electrons in a one-dimensional ring containing a single delta-barrier. We find that the persistent current decays with the…
We consider anisotropic long-range interacting spin systems in $d$ dimensions. The interaction between the spins decays with the distance as a power law with different exponents in different directions: we consider an exponent…