Related papers: Fluctuation theory for spectrally negative L\'evy …
We investigate in this work the effects of interaction on the fluctuation of empirical measures. The systems with positive definite interaction potentials tend to exhibit smaller fluctuation compared to the fluctuation in standard Monte…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…
We compute bounce solutions describing false vacuum decay in a Phi**4 model in four dimensions with quantum back-reaction. The back-reaction of the quantum fluctuations on the bounce profiles is computed in the one-loop and Hartree…
Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…
We expose a functional integration method for the averaging of continuous products $\hat{P}_t$ of $N\times N$ random matrices. As an application, we compute exactly the statistics of the Lyapunov spectrum of $\hat{P}_t$. This problem is…
Phenomena as diverse as breeding bird populations, the size of U.S. firms, money invested in mutual funds, the GDP of individual countries and the scientific output of universities all show unusual but remarkably similar growth…
We develop a theory for fluctuations and correlations in a gas evolving under ballistic annihilation dynamics. Starting from the hierarchy of equations governing the evolution of microscopic densities in phase space, we subsequently…
Classical multivariate principal component analysis has been extended to functional data and termed functional principal component analysis (FPCA). Most existing FPCA approaches do not accommodate covariate information, and it is the goal…
In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $.…
In this paper, we study the compressibility of random processes and fields, called generalized L\'evy processes, that are solutions of stochastic differential equations driven by $d$-dimensional periodic L\'evy white noises. Our results are…
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
We consider a Poisson process $\Phi$ on a general phase space. The expectation of a function of $\Phi$ can be considered as a functional of the intensity measure $\lambda$ of $\Phi$. Extending earlier results of Molchanov and Zuyev [Math.…
This paper investigates functional equations arising from perturbations of Cauchy differences. We study equations of the form \[ f(x+y)-f(x)-f(y)=B(x,y) \quad \text{or} \quad f(xy)-f(x)f(y) = B(x,y) \] where $B$ is a biadditive mapping, and…
The problem of estimating the L\'evy density of a partially observed multidimensional affine process from low-frequency and mixed-frequency data is considered. The estimation methodology is based on the log-affine representation of the…
Functional equations (FE) arise quite naturally in the analysis of stochastic systems of different kinds : queueing and telecommunication networks, random walks, enumeration of planar lattice walks, etc. Frequently, the object is to…
We develop methods to deal with non-dynamical contributions to event-by-event fluctuation measurements of net-particle numbers in relativistic nuclear collisions. These contributions arise from impact parameter fluctuations and from the…
A general self-consistency approach allows a thorough treatment of the corrections to the standard mean-field approximation (MFA). The natural extension of standard MFA with the help of a cumulant expansion leads to a new point of view on…
We place ourselves in a functional regression setting and propose a novel methodology for regressing a real output on vector-valued functional covariates. This methodology is based on the notion of signature, which is a representation of a…
We consider regularity issues for minima of non-autonomous functionals in the Calculus of Variations exhibiting non-uniform ellipticity features. We provide a few sharp regularity results for local minimizers that also cover the case of…