Related papers: Self-intersection local time: Critical exponent, l…
When a collection of distant observers share an entangled quantum state, the statistical correlations among their measurements may violate a many-body Bell inequality, demonstrating a non-local behavior. Focusing on the Ising model in a…
Processes which arise as solutions to stochastic differential equations involving the local time (SDELTs), such as skew Brownian motion, are frequent sources of inspiration in theory and applications. Existence and uniqueness results for…
We study the large time behavior of solutions $v:\Omega\times(0,\infty)\rightarrow \mathbb{R}$ of the PDE $\partial_t(|v|^{p-2}v)=\Delta_pv.$ We show that $e^{\left(\lambda_p/(p-1)\right)t}v(x,t)$ converges to an extremal of a Poincar\'e…
Publicly available clock correction data from the Global Positioning System was analyzed and used in combination with the results of terrestrial clock comparison experiments to confirm the local position invariance (LPI) of Planck's…
These notes contains an introduction to the theory of Brownian and diffusion local time, as well as its relations to the Tanaka Formula, the extended Ito-Tanaka formula for convex functions, the running maximum process, and the theory of…
We prove a central limit theorem for the logarithm of the characteristic polynomial of random Jacobi matrices. Our results cover the G$\beta$E models for $\beta>0$.
The logarithmic correction for the order of the maximum for two-speed branching Brownian motion changes discontinuously when approaching slopes $\sigma_1^2=\sigma_2^2=1$ which corresponds to standard branching Brownian motion. In this…
We determine an asymptotic expression of the blow-up time t_coll for self-gravitating Brownian particles or bacterial populations (chemotaxis) close to the critical point. We show that t_coll=t_{*}(eta-eta_c)^{-1/2} with…
The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…
Non-idempotent intersection types are used in order to give a bound of the length of the normalization beta-reduction sequence of a lambda term: namely, the bound is expressed as a function of the size of the term.
Let $W^H=\{W^H(t), t \in \rr\}$ be a fractional Brownian motion of Hurst index $H \in (0, 1)$ with values in $\rr$, and let $L = \{L_t, t \ge 0\}$ be the local time process at zero of a strictly stable L\'evy process $X=\{X_t, t \ge 0\}$ of…
We show that Sine$_\beta$, the bulk limit of the Gaussian $\beta$-ensembles is the spectrum of a self-adjoint random differential operator \[ f\to 2 {R_t^{-1}} \left[ \begin{array}{cc} 0 &-\tfrac{d}{dt} \tfrac{d}{dt} &0 \end{array} \right]…
We study systems of nonlinear ordinary differential equations where the dominant term, with respect to large spatial variables, causes blow-ups and is positively homogeneous of a degree $1+\alpha$ for some $\alpha>0$. We prove that the…
We prove the existence of the local weak limit of the measure obtained by sampling random triangulations of size $n$ decorated by an Ising configuration with a weight proportional to the energy of this configuration. To do so, we establish…
On the 1+2 dimensional lattice, we consider a directed polymer in a random Gaussian environment that is independent in time and correlated in space. The spatial correlation is supposed to decay as $(\log |x|)^a /|x|^{2}$, $a>-1$, where the…
In this article, we obtain sharp conditions for the existence of the high order derivatives ($k$-th order) of intersection local time $ \widehat{\alpha}^{(k)}(0)$ of two independent d-dimensional fractional Brownian motions $B^{H_1}_t$ and…
We consider Brox's model: a one-dimensional diffusion in a Brownian potential W. We show that the normalized local time process (L(t;m_(log t) + x)=t; x \in R), where m_(log t) is the bottom of the deepest valley reached by the process…
We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…
It is proved that if $T$ is sufficiently large, then uniformly for all positive integers $\ell \leqslant (\log T) / (\log_2 T)$, we have \begin{equation*} \max_{T\leqslant t\leqslant 2T}\left|\zeta^{(\ell)}\Big(1+it\Big)\right| \geqslant…
Using Monte Carlo techniques and a star-triangle transformation, Ising models with random, 'strong' and 'weak', nearest-neighbour ferromagnetic couplings on a square lattice with a (1,1) surface are studied near the phase transition. Both…