Related papers: Functional Integration Approach to Hysteresis
In this paper we construct a theory of stochastic integration of processes with values in $\mathcal{L}(H,E)$, where $H$ is a separable Hilbert space and $E$ is a UMD Banach space (i.e., a space in which martingale differences are…
The S\'ersic model is the de facto standard to describe the surface brightness distribution of hot stellar systems. An important inconvenience of this analytical model is that the corresponding luminosity density and associated properties…
Complex processes in perforated domains occur in many real-world applications. These problems are typically characterized by physical processes in domains with multiple scales (see Figure 1 for the illustration of a perforated domain).…
Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…
We continue the study of the correlation functions for the point stochastic processes introduced in Part I (G.Olshanski, math.RT/9804086). We find an integral representation of all the correlation functions and their explicit expression in…
This paper focuses on a wide class of Collatz-type arithmetic dynamics, and presents a systematic derivation of recursive formulas and functional equations satisfied by the associated generating functions. The main tools belong to complex…
Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…
We propose a generalization of stochastic thermodynamics to systems of active particles, which move under the combined influence of stochastic internal self-propulsions (activity) and a heat bath. The main idea is to consider joint…
It is shown that the inert properties of a stationary random process can be expressed in terms of the ratio of its correlation interval to the doubled variance. When using a fixed value of the Planck constant h as a proportionality factor,…
We describe a procedure for determining the generalised scaling functions $f_n(g)$ at all the values of the coupling constant. These functions describe the high spin contribution to the anomalous dimension of large twist operators (in the…
Matter exhibits phases and their transitions. These transitions are classified as first-order phase transitions (FOPTs) and continuous ones. While the latter has a well-established theory of the renormalization group, the former is only…
Matter exhibits phases and their transitions. These transitions are classified as first-order phase transitions (FOPTs) and continuous ones. While the latter has a well-established theory of the renormalization group, the former is only…
In this paper, we study integral functionals defined on spaces of functions with values on general (non-separable) Banach spaces. We introduce a new class of integrands and multifunctions for which we obtain measurable selection results.…
This paper introduces a theory of Thermodynamic Formalism for Iterated Function Systems with Measures (IFSm). We study the spectral properties of the Transfer and Markov operators associated to a IFSm. We introduce variational formulations…
This is a review article of our work on hysteresis, avalanches, and criticality. We provide an extensive introduction to scaling and renormalization--group ideas, and discuss analytical and numerical results for size distributions,…
Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…
We introduce and study the Steiner entire function, an analytic generating function for the intrinsic volumes of a convex compact set in a Hilbert space. This function extends the classical Steiner polynomial to infinite dimensions and…
We consider a generalisation of a definite integral involving the Bessel function of the first kind. It is shown that this integral can be expressed in terms of the Fox-Wright function ${}_p\Psi_q(z)$ of one variable. Some consequences of…
Dynamic hysteresis, the rate-dependent lagged response of materials to external fields, underpins applications from energy-efficient transformers to gas storage systems. A fundamental yet unresolved question is how the hysteresis loop area…
We present a tractable non-independent increment process which provides a high modeling flexibility. The process lies on an extension of the so-called Harris chains to continuous time being stationary and Feller. We exhibit constructions,…