Related papers: Self-intersection local time: Critical exponent, l…

We prove the convergence of $ \nN $-particle systems of Brownian particles with logarithmic interaction potentials onto a system described by the infinite-dimensional stochastic differential equation (ISDE). % For this proof we present two…

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

We consider the inverse boundary value problem for operators of the form $-\triangle+q$ in an infinite domain $\Omega=\mathbb{R}\times\omega\subset\mathbb{R}^{1+n}$, $n\geq3$, with a periodic potential $q$. For Dirichlet-to-Neumann data…

We consider local singular perturbations of a one-dimensional Laplace operator from the point of view of semigroup theory. Under certain assumptions, we prove the convergence of the corresponding semigroups to the heat semigroup with…

A scenario is presented, based on renormalization group (linear perturbation) ideas, which can explain the self-similarity and scaling observed in a numerical study of gravitational collapse of radiation fluid. In particular, it is shown…

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

In this paper we study a simple non-local semilinear parabolic equation with Neumann boundary condition. We give local existence result and prove global existence for small initial data. A natural non increasing in time energy is associated…

For a random walk $S_n, n\geq 0$ in $\mathbb{Z}^d$, let $l(n,x)$ be its local time at the site $x\in \mathbb{Z}^d$. Define the $\alpha$-fold self intersection local time $L_n(\alpha) := \sum_{x} l(n,x)^{\alpha}$, and let…

We prove a general result on a relationship between a limit of normalized numbers of interval crossings by a c\`adl\`ag path and an occupation measure associated with this path. Using this result we define local times of fractional Brownian…

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb{R})$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$ are i.i.d. with law $\mu$. Under the assumptions that $\mu$ has a finite exponential…

We construct an iterated stochastic integral with fractional Brownian motion with H > 1/2. The first integrand is a deterministic function, and each successive integral is with respect to an independent fBm. We show that this symmetric…

For $x\in R^d- \{0\}$, in dimension $d=3$, we study the asymptotic behavior of the local time $L_t^x$ of super-Brownian motion $X$ starting from $\delta_0$ as $x \to 0$. Let $\psi(x)=((1/2\pi^2) \log (1/|x|))^{1/2}$ be a normalization,…

We consider a one-dimensional diffusion process $X$ in a $(-\kappa/2)$-drifted Brownian potential for $\kappa\neq 0$. We are interested in the maximum of its local time, and study its almost sure asymptotic behaviour, which is proved to be…

We consider Boltzmann random triangulations coupled to the Ising model on their faces, under Dobrushin boundary conditions and at the critical point of the model. The first part of this paper computes explicitly the partition function of…

We establish some linear and nonlinear integral inequalities of Gronwall-Bellman-Bihari type for functions with two independent variables on general time scales. The results are illustrated with examples, obtained by fixing the time scales…

We introduce a new Lorentz-violating modification to a scalar quantum field theory. This interaction, while super-renormalizable by power counting, is fundamentally different from the interactions previously considered within the…

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over…

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the control of an appropriated maximal function. The case of…

This paper studies for a class of Z-extensions of dynamical systems including Z-periodic Lorentz gas the asymptotic behavior of the number of self-intersections of the trajectory of the flow. It concludes on a functional limit theorem for…