Related papers: Long-time asymptotics for multivariate Hawkes proc…
We study long-range interacting systems perturbed by external stochastic forces. Unlike the case of short-range systems, where stochastic forces usually act locally on each particle, here we consider perturbations by external stochastic…
In this paper we investigate a family of models for a qubit interacting with a bosonic field. More precisely, we find asymptotic limits of the Hamiltonian as the strength of the interaction tends to infinity. The main result has two…
Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…
Within the mode-coupling theory for structural relaxation in simple systems the asymptotic laws and their leading-asymptotic correction formulas are derived for the motion of a tagged particle near a glass-transition singularity. These…
The influence of long-range interactions decaying in d dimensions as 1/R^{d+\sigma} on the critical behavior of systems with Fisher's correlation-function exponent for short-range interactions \eta_{SR}<0, is re-examined. Such systems,…
We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in closed form a joint transform, bijective to the probability…
The main focus of these notes is recent work on linear systems in which line arrangements play a role, including problems such as semi-effectivity, containment problems of symbolic powers of homogeneous ideals in their powers, bounded…
We study how the interplay of dissipation and interactions affects the dynamics of a bosonic many-body quantum system. In the presence of both dissipation and strongly repulsive interactions, observables such as the coherence and the…
We provide general conditions ensuring that the value functions of some nonlinear stopping problems with finite horizon converge to the value functions of the corresponding problems with infinite horizon. Our result can be formulated as…
Deviations of the decay law from exponents are discussing for a long time, however, experimental proofs of such deviations are absent. Here in the general form is shown that the conclusions about non-exponential contributions are due to the…
While exponential decay is ubiquitous in Nature, deviations at both short and long times are dictated by quantum mechanics. Non-exponential decay is known to arise due to the possibility of reconstructing the initial state from the decaying…
A new approach to non-extensive thermodynamical systems with non-additive energy and entropy is proposed. The main idea of the paper is based on the statistical matching of the thermodynamical systems with the additive multi-step Markov…
We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $\theta$-weak dependence to establish laws of large numbers and central limit type…
Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…
We consider the problem of learning the network of mutual excitations (i.e., the dependency graph) in a non-stationary, multivariate Hawkes process. We consider a general setting where baseline rates at each node are time-varying and delay…
We study the long time asymptotics of the relaxation dynamics of the totally asymmetric simple exclusion process on a ring. Evaluating the asymptotic amplitudes of the local currents by the algebraic Bethe ansatz method, we find the…
We study the long-time asymptotic behavior of small-data solutions to the three-dimensional Vlasov--Riesz system with the inverse power-law potential $\lambda |x|^{-\alpha}$ in the strictly long-range regime ($0 < \alpha < 1$). By…
Motivated by recent experiments with ultra-cold matter, we derive a new bound on the propagation of information in $D$-dimensional lattice models exhibiting $1/r^{\alpha}$ interactions with $\alpha>D$. The bound contains two terms: One…
In quantum many-body systems with local interactions, quantum information and entanglement cannot spread outside of a linear light cone, which expands at an emergent velocity analogous to the speed of light. Local operations at sufficiently…
We consider oscillatory systems of interacting Hawkes processes introduced in Ditlevsen and Loecherbach (2017) to model multi-class systems of interacting neurons together with the diffusion approximations of their intensity processes. This…