Related papers: Intermittency in Branching Processes
We find the asymptotic distribution of the multi-dimensional multi-scale and kernel estimators for high-frequency financial data with microstructure. Sampling times are allowed to be asynchronous and endogenous. In the process, we show that…
We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…
We consider a non-relativistic quantum particle interacting with a singular potential supported by two parallel straight lines in the plane. We locate the essential spectrum under the hypothesis that the interaction asymptotically…
The aim of the paper is to address the behavior in large population of diffusions interacting on a random, possibly diluted and inhomogeneous graph. This is the natural continuation of a previous work, where the homogeneous Erd\H os-R\'enyi…
High-resolution numerical simulations are utilized to examine isotropic turbulence in a compressible fluid when long wavelength velocity fluctuations approach light speed. Spectral analysis reveals an inertial sub-range of relativistic…
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…
This work is devoted to study of a class of elliptic singular perturbed systems and their singular limit to a phase segregating system. We prove existence and uniqueness and study the asymptotic behaviour with convergence to a limiting…
We show that density functions of a $(\alpha,1,\beta)$-superprocesses are almost sure multifractal for $\alpha>\beta+1$, $\beta\in(0,1)$ and calculate the corresponding spectrum of singularities.
This paper is devoted to the spectral properties of a class of unitary operators with a matrix representation displaying a band structure. Such band matrices appear as monodromy operators in the study of certain quantum dynamical systems.…
We study the asymptotic behaviour of the survival probability of a multitype branching process in random environment. The class of processes we consider here corresponds, in the one-dimensional situation, to the strongly subcritical case.…
The asymptotic behavior, as $n\rightarrow \infty $ of the conditional distribution of the number of particles in a decomposable critical branching process $\mathbf{Z}% (m)=(Z_{1}(m),...,Z_{N}(m)),$ with $N$ types of particles at moment…
We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…
We investigate stochastic processes possessing scale invariance properties which we refer to as multifractal processes. The examples of such processes known so far do not go much beyond the original cascade construction of Mandelbrot. We…
Many signal processing and machine learning applications are built from evaluating a kernel on pairs of signals, e.g. to assess the similarity of an incoming query to a database of known signals. This nonlinear evaluation can be simplified…
We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…
The activity of a sparse network of leaky integrate-and-fire neurons is carefully revisited with reference to a regime of a bona-fide asynchronous dynamics. The study is preceded by a finite-size scaling analysis, carried out to identify a…
For an integer $q\ge2$, a $q$-recursive sequence is defined by recurrence relations on subsequences of indices modulo some powers of~$q$. In this article, $q$-recursive sequences are studied and the asymptotic behavior of their summatory…
We study the generic non-equilibrium steady states in asymmetric exclusion processes on a closed network with bottlenecks. To this end we proposes and study closed simple networks with multiply-connected non-identical junctions. Depending…
The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…
Consider the mutually catalytic branching process with finite branching rate $\gamma$. We show that as $\gamma\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give…