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Extreme-value theory for random vectors and stochastic processes with continuous trajectories is usually formulated for random objects all of whose univariate marginal distributions are identical. In the spirit of Sklar's theorem from…
Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and is unique. This fact is used to show…
Studies of modular linear differential equations (MLDE) for the classification of rational CFT characters have been limited to the case where the coefficient functions (in monic form) have no poles, or poles at special points of moduli…
Consider an ergodic Markov chain on a countable state space for which the return times have exponential tails. We show that the stationary version of any such chain is a finitary factor of an i.i.d. process. A key step is to show that any…
We study a non-relativistic charged particle on the Euclidean plane R^2 subject to a perpendicular constant magnetic field and an R^2-homogeneous random potential in the approximation that the corresponding random Landau Hamiltonian on the…
Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
The paper is dealing with semi-classical asymptotics of a characteristic function for a stochastic process. The main technical tool is provided by the stationary phase method. The extremal range for a stochastic process is defined by limit…
We consider a $d$-dimensional random field $u = \{u(t,x)\}$ that solves a non-linear system of stochastic wave equations in spatial dimensions $k \in \{1,2,3\}$, driven by a spatially homogeneous Gaussian noise that is white in time. We…
In a recent paper by the authors, a new approach--called the "embedding method"--was introduced, which allows to make use of exchangeable pairs for normal and multivariate normal approximation with Stein's method in cases where the…
Let $\Omega\subset\mathbb{R}^n$ be an open, connected subset of $\mathbb{R}^n$, and let $F\colon\Omega-\Omega\to\mathbb{C}$, where $\Omega-\Omega=\{x-y\colon x,y\in\Omega\}$, be a continuous positive definite function. We give necessary and…
In the context of stationary $\mathbb{Z}^d$ nearest-neighbour Gibbs measures $\mu$ satisfying strong spatial mixing, we present a new combinatorial condition (the topological strong spatial mixing property (TSSM)) on the support of $\mu$…
An algorithm of searching a zero of an unknown undimensional function is considered, measured at a point x with some error. The step sizes are random positive values and are calculated according to the rule: if two consecutive iterations…
As the possibility to decouple temporal and spatial variations of the electromagnetic field, leading to a wavelength stretching, has been recognized to be of paramount importance for practical applications, we generalize the idea of…
Let $A$ be an amenable separable \CA and $B$ be a non-unital but $\sigma$-unital simple \CA with continuous scale. We show that two essential extensions $\tau_1$ and $\tau_2$ of $A$ by $B$ are approximately unitarily equivalent if and only…
A d-dimensional configuration c : Z^d -> A is a coloring of the d-dimensional infinite grid by elements of a finite alphabet A \subseteq Z. The configuration c has an annihilator if a non-trivial linear combination of finitely many…
We consider the symmetric simple exclusion process on Z^d, for d>= 5, and study the regularity of the quasi-stationary measures of the dynamics conditionned on not occupying the origin. For each \rho\in ]0,1[, we establish uniqueness of the…
We study the sample complexity of nondeterministically testable graph parameters and improve existing bounds on it by several orders of magnitude. The technique used would be also of independent interest. We also discuss the special case of…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
This paper deals with measurable stationary symmetric stable random fields indexed by R^d and their relationship with the ergodic theory of nonsingular R^d-actions. Based on the phenomenal work of Rosinski(2000), we establish extensions of…