Related papers: Stochastic analysis for the Dirichlet--Ferguson pr…
In analytic number theory, the Selberg--Delange Method provides an asymptotic formula for the partial sums of a complex function $f$ whose Dirichlet series has the form of a product of a well-behaved analytic function and a complex power of…
We revisit the problem of finding the probability distribution of a fermionic number of one-dimensional spinless free fermions on a segment of a given length. The generating function for this probability distribution can be expressed as a…
We consider the imaginary Gaussian multiplicative chaos, i.e. the complex Wick exponential $\mu_\beta := :e^{i\beta \Gamma(x)}:$ for a log-correlated Gaussian field $\Gamma$ in $d \geq 1$ dimensions. We prove a basic density result, showing…
We apply the Dirichlet forms version of Malliavin calculus to stochastic differential equations with jumps. As in the continuous case this weakens significantly the assumptions on the coefficients of the SDE. In spite of the use of the…
The binomial, the negative binomial, the Poisson, the compound Poisson and the Erlang distribution do all admit integral representations with respect to its (continuous) parameter. We use the Margulis-Russo type formulas for Bernoulli and…
We propose a novel fermionic model on the graphs. The Dirac operator of the model consists of deformed incidence matrices on the graph and the partition function is given by the inverse of the graph zeta function. We find that the…
In a generic dynamical system chaos and regular motion coexist side by side, in different parts of the phase space. The border between these, where trajectories are neither unstable nor stable but of marginal stability, manifests itself…
This work explores the structure of Poincare-Lindstedt perturbation series in Deprit operator formalism and establishes its connection to Kato resolvent expansion. A discussion of invariant definitions for averaging and integrating…
We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a general Gaussian process. We also prove results concerning…
The paper has two objectives: proving that the rate of convergence in distribution for mean-field models in CLT regime is $N^{-1/2}$, and obtaining explicit expressions for the infinitesimal generators of two types of measure-valued Markov…
We study random spatial permutations on Z^3 where each jump x -> \pi(x) is penalized by a factor exp(-T ||x-\pi(x)||^2). The system is known to exhibit a phase transition for low enough T where macroscopic cycles appear. We observe that the…
For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…
We prove a new generalization of Davenport's Fourier expansion of the infinite series involving the fractional part function over arithmetic functions. A new Mellin transform related to the Riemann zeta function is also established.
A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…
Wavelet-type random series representations of the well-known Fractional Brownian Motion (FBM) and many other related stochastic processes and fields have started to be introduced since more than two decades. Such representations provide…
This paper introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…
The emergence of quantum chaos for interacting Fermi systems is investigated by numerical calculation of the level spacing distribution $P(s)$ as function of interaction strength $U$ and the excitation energy $\epsilon$ above the Fermi…
We analyze from the viewpoint of an abstract Markov operator recent results by Nualart and Peccati, and Nourdin and Peccati, on the fourth moment as a condition on a Wiener chaos to have a distribution close to Gaussian. In particular, we…
Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…
We study the convergence to equilibrium in high dimensions, focusing on explicit bounds on mixing times and the emergence of the cutoff phenomenon for Dyson-Laguerre processes. These are interacting particle systems with non-constant…