Related papers: Interacting Stochastic Process and Renormalization…
We reassess the problem of renormalization in finite temperature field theory (FTFT). A new point of view elucidates the relation between the ultraviolet divergences for T=0 and $T \not= 0$ theories and makes clear the reason why the…
We study an attractive $\phi^4$ interaction using Tamm-Dancoff truncation with light-front coordinates in $3+1$ dimensions. The truncated theory requires a coupling constant renormalization, we compute its $\beta$ function…
The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…
Critical behaviour of the O(n)-symmetric $\phi^{4}$-model with an antisymmetric tensor order parameter is studied by means of the field-theoretic renormalization group (RG) in the leading order of the $\varepsilon=4-d$-expansion (one-loop…
We give an explicit representation for the transition law of a tempered stable Ornstein-Uhlenbeck process and use it to develop a rejection sampling algorithm for exact simulation of increments from this process. Our results apply to…
Constructing \Levy-driven Ornstein-Uhlenbeck processes is a task closely related to the notion of self-decomposability. In particular, their transition laws are linked to the properties of what will be hereafter called the \emph{a-reminder}…
Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. We show that they can also…
We study renormalization group flows in far-from-equilibrium states. The study is made tractable by focusing on states that are spatially homogeneous, time-independent, and scale-invariant. Such states, in which mode $k$ has occupation…
We study the pricing problem for a European call option when the volatility of the underlying asset is random and follows the exponential Ornstein-Uhlenbeck model. The random diffusion model proposed is a two-dimensional market process that…
Several integrate-to-threshold models with differing temporal integration mechanisms have been proposed to describe the accumulation of sensory evidence to a prescribed level prior to motor response in perceptual decision-making tasks. An…
By means of quantum stochastic calculus we construct a model for an atom with two degenerate levels and stimulated by a laser and we compute its fluorescence spectrum; let us stress that, once the model for the unitary atom-field dynamics…
Perturbation theory of a large class of scalar field theories in $d<4$ can be shown to be Borel resummable using arguments based on Lefschetz thimbles. As an example we study in detail the $\lambda \phi^4$ theory in two dimensions in the…
The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…
We analyze critically the renormalization of quantum fields in cosmological spacetimes, using non covariant ultraviolet cutoffs. We compute explicitly the counterterms necessary to renormalize the semiclassical Einstein equations, using…
We consider the rates of relaxation of a particle in a harmonic well, subject to L\'evy noise characterized by its L\'evy index $\mu$. Using the propagator for this L\'evy Ornstein-Uhlenbeck process (LOUP), we show that the eigenvalue…
The quantum structure of Spacetime at the Planck scale suggests the use, in defining interactions between fields, of the Quantum Wick product. The resulting theory is ultraviolet finite, but subject to an adiabatic cutoff in time which…
We investigate Non-Hermitian quantum field theoretic model with $\iota g\phi^3$ interaction in 6 dimension. Such a model is PT-symmetric for the pseudo scalar field $\phi$. We analytically calculate the 2-loop $\beta$ function and analyse…
We use asymptotic methods from the theory of differential equations to obtain an analytical expression for the survival probability of an Ornstein-Uhlenbeck process with a potential defined over a broad domain. We form a uniformly…
We study the thermodynamics of an XYZ Heisenberg chain with Dzyaloshinskii-Moriya interaction, which describes the low-energy behaviors of a one-dimensional spin-orbit-coupled bosonic model in the deep insulating region. The entropy and the…
Through Quantum Monte Carlo simulation, we study the biquadratic-interaction model with the SU(2) symmetry in two and three dimensions. The zero-temperature phase diagrams for the two cases are identical and exhibit an intermediate phase…