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The paper deals with the expected maxima of continuous Gaussian processes $X = (X_t)_{t\ge 0}$ that are H\"older continuous in $L_2$-norm and/or satisfy the opposite inequality for the $L_2$-norms of their increments. Examples of such…

Probability · Mathematics 2015-08-04 Konstantin Borovkov , Yuliya Mishura , Alexander Novikov , Mikhail Zhitlukhin

The covariance function of a Gauss-Markov process evaluated at points $(s,t)$ admits a representation as a product of a function of $\min(s,t)$ and a function of $\max(s,t)$. We call these functions the covariance factors of a Gauss-Markov…

Probability · Mathematics 2025-08-01 Georges Kassis

In this paper we study arbitrary $W$ algebras related to embeddings of $sl_2$ in a Lie algebra $g$. We give a simple formula for all $W$ transformations, which will enable us to construct the covariant action for general $W$ gravity. It…

High Energy Physics - Theory · Physics 2009-10-22 Jan de Boer , Jacob Goeree

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to…

Probability · Mathematics 2019-08-20 Benjamin Arras

We introduce a class of self-similar Gaussian processes and provide sufficient and necessary conditions for a member of the class to admit a unique small scale limit in the Skorokhod space. The class includes several well known processes.…

Probability · Mathematics 2018-09-25 Viktor Skorniakov

We prove existence of a wetting transition for two types of gradient fields: 1) Continuous SOS models in any dimension and 2) Massless Gaussian model in two dimensions. Combined with a recent result showing the absence of such a transition…

Probability · Mathematics 2011-08-25 Pietro Caputo , Yvan Velenik

We prove that the ergodic deviation of a degenerate $\mathbb{Z}^2$-action on the torus $\mathbb{T}^2$ relative to a symmetric, strictly convex body can be decomposed into two parts, and that each part admits a limit distribution after…

Dynamical Systems · Mathematics 2022-01-04 Hao Wu

The structure of classical electrodynamics based on the variational principle together with causality and space-time homogeneity is analyzed. It is proved that in this case the 4-potentials are defined uniquely. On the other hand, the…

General Physics · Physics 2007-05-23 E. Comay

The famous Hadwiger theorem classifies all rigid motion invariant continuous valuations on convex sets as linear conbinations of quermassintegrals. We prove much more general result. We classify continuous valuations which are invariant…

Metric Geometry · Mathematics 2016-09-07 Semyon Alesker

We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…

Probability · Mathematics 2024-12-31 Zhenfu Wang , Xianliang Zhao , Rongchan Zhu

We consider a transformation of a normalized measure space such that the image of any point is a finite set. We call such transformation $m$-transformation. In this case the orbit of any point looks like a tree. In the study of…

Dynamical Systems · Mathematics 2007-05-23 Konstantin Igudesman

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Probability · Mathematics 2009-10-20 Frédéric Lavancier , Anne Philippe , Donatas Surgailis

We present a new class of multifractal process on R, constructed using an embedded branching process. The construction makes use of known results on multitype branching random walks, and along the way constructs cascade measures on the…

Probability · Mathematics 2012-11-29 Geoffrey Decrouez , Owen Dafydd Jones

A tensor description of perturbative Einsteinian gravity about an arbitrary background spacetime is developed. By analogy with the covariant laws of electromagnetism in spacetime, gravito-electromagnetic potentials and fields are defined to…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Simon J. Clark , Robin W. Tucker

It is known that determinantal point processes have an intimate relation to operator algebras. In the paper, we extend this relationship to encompass dynamical aspects. Especially, we delve into two types of determinantal point processes.…

Operator Algebras · Mathematics 2023-09-06 Ryosuke Sato

For a given centered Gaussian process with stationary increments $\{X(t), t\geq 0\}$ and $c>0$, let $$ W_\gamma(t)=X(t)-ct-\gamma\inf_{0\leq s\leq t}\left(X(s)-cs\right), \quad t\geq 0$$ denote the $\gamma$-reflected process, where…

Probability · Mathematics 2017-11-08 Krzysztof Debicki , Enkelejd Hashorva , Peng Liu

In this paper, we consider the statistical inference of the drift parameter $\theta$ of non-ergodic Ornstein-Uhlenbeck~(O-U) process driven by a general Gaussian process $(G_t)_{t\ge 0}$. When $H \in (0, \frac 12) \cup (\frac 12,1) $ the…

Statistics Theory · Mathematics 2022-07-28 Yanping Lu

We present recent results about the asymptotic behavior of ergodic products of isometries of a metric space X. If we assume that the displacement is integrable, then either there is a sublinear diffusion or there is, for almost every…

Dynamical Systems · Mathematics 2011-11-01 Anders Karlsson , François Ledrappier

Type N spacetimes of the Kundt class are presented as solutions to Einstein's equations sourced by a real scalar field whose equation of motion is conformally invariant and that generalizes the standard conformal scalar field. The specific…

General Relativity and Quantum Cosmology · Physics 2025-04-07 Pedro A. Sánchez

We classify Morita equivalence classes of indecomposable self-injective cellular algebras which have polynomial growth representation type, assuming that the base field has an odd characteristic. This assumption on the characteristic is for…

Representation Theory · Mathematics 2017-07-03 Susumu Ariki , Ryoichi Kase , Kengo Miyamoto , Kentaro Wada