相关论文: Smoothness of scale functions for spectrally negat…
We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…
We present a conformal theory for intermittent scalar fields. As an example, we consider the energy flux from large to small scales in the developed turbulent flow. The conformal correlation functions are found in the inertial range of…
In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative L\'evy processes. Our results are extensions of known results for standard Brownian motion and jump-diffusion processes.…
Different scaling behavior has been reported in various shell models proposed for turbulent thermal convection. In this paper, we show that buoyancy is not always relevant to the statistical properties of these shell models even though…
For refracted spectrally negative L\'evy processes, we identify expressions of several quantities related to Laplace transforms on their weighted occupation times until first exit times. Such quantities are expressed in terms of unique…
We study natural invariance properties of functionals defined on L\'evy processes and show that they can be described by a simplified structure of the deterministic chaos kernels in It\^o's chaos expansion. These structural properties of…
We consider a passive scalar field under the action of pumping, diffusion and advection by a smooth flow with a Lagrangian chaos. We present theoretical arguments showing that scalar statistics is not conformal invariant and formulate new…
Several versions of It\^{o}'s formula have been obtained in the context of the functional stochastic calculus. Here, we revisit this topic in two ways. First, by defining a notion of derivative along a functional, we extend the setting of…
We evaluate the correlation function of the spectral staircase and use it to evaluate the mesoscopic particle number fluctuations in integrable systems.
The evolution of scalar fields transported by turbulent flow is characterized by the presence of fronts, which rule the small-scale statistics of scalar fluctuations. With the aid of numerical simulations, it is shown that: isotropy is not…
In this paper we consider the question of smoothness of slowly varying functions satisfying the modern definition that, in the last two decades, gained prevalence in the applications concerning function spaces and interpolation. We show,…
The anomalous scaling of correlation functions in the turbulent statistics of active scalars (like temperature in turbulent convection) is understood in terms of an auxiliary passive scalar which is advected by the same turbulent velocity…
We present the calculation of the spectral function of an unstable scalar boson coupled to fermions as resulting from the resummation of the one loop diagrams in the scalar particle self energy. We work with a large but finite high-energy…
In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive L\'evy processes. Via Lamperti type transforms, these results can be applied to obtain new integral tests on extinction…
We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…
Random advection of Lagrangian tracer scalar field $\theta (t,x)$ by a one-dimensional, spatially smooth and short-correlated in time velocity field is considered. Scalar fluctuations are maintained by a source concentrated at the integral…
A refracted L\'evy process is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More precisely, whenever it exists, a refracted…
The link between the scaling function extracted from the analysis of (e,e') cross sections and the spectral function/momentum distribution in nuclei is revisited. Several descriptions of the spectral function based on the independent…