相关论文: Tempered Hermite process

Situations where a spontaneous process of energy or matter transfer is enhanced by an external device are widespread in nature (human sweating system, enzyme catalysis, facilitated diffusion across bio-membranes, industrial heat…

We consider a system of $N$ Hawkes processes and observe the actions of a subpopulation of size $K \le N$ up to time $t$, where $K$ is large. The influence relationships between each pair of individuals are modeled by i.i.d.Bernoulli($p$)…

A hybrid percolation transition (HPT) exhibits both discontinuity of the order parameter and critical behavior at the transition point. Such dynamic transitions can occur in two ways: by cluster pruning with suppression of loop formation of…

We report a phase transition in the projected ensemble - the collection of post-measurement wavefunctions of a local subsystem obtained by measuring its complement. The transition emerges in systems undergoing random permutation dynamics, a…

We propose an actionable calibration procedure for general Quadratic Hawkes models of order book events (market orders, limit orders, cancellations). One of the main features of such models is to encode not only the influence of past events…

This work proposes an extension of phase change and latent heat models for the simulation of metal powder bed fusion additive manufacturing processes on the macroscale and compares different models with respect to accuracy and numerical…

In the continuous time random walk model, the time-fractional operator usually expresses an infinite waiting time probability density. Different from that usual setting, this work considers the tempered time-fractional operator, which…

We extend to finite temperature the fidelity approach to quantum phase transitions (QPTs). This is done by resorting to the notion of mixed-state fidelity that allows one to compare two density matrices corresponding to two different…

A small time asymptotics of the density is established for a simplified (non-Gaussian, strictly hypoelliptic) second chaos process tangent to the Dudley relativistic diffusion.

Probabilistic behavior is omnipresent in computer controlled systems, in particular, so-called safety-critical hybrid systems, because of various reasons, like uncertain environments, or fundamental properties of nature. In this paper, we…

We consider an optimization problem with strongly convex objective and linear inequalities constraints. To be able to deal with a large number of constraints we provide a penalty reformulation of the problem. As penalty functions we use a…

We study the weak convergence of iterates of so-called centred kernel quadratic stochastic operators. These iterations, in a population evolution setting, describe the additive perturbation of the arithmetic mean of the traits of an…

Several kinds of coherence have recently been shown to affect the performance of light-harvesting systems, in some cases significantly improving their efficiency. Here, we classify the possible mechanisms of coherent efficiency…

Information is physical but information is also processed in finite time. Where computing protocols are concerned, finite-time processing in the quantum regime can dynamically generate coherence. Here we show that this can have significant…

We propose a time-delayed model for the study of active mode-locking that is valid for large values of the round-trip gain and losses. It allows us to access the typical regimes encountered in semiconductor lasers and to perform an extended…

We derive new results comparing the asymptotic variance of diffusions by writing them as appropriate limits of discrete-time birth-death chains which themselves satisfy Peskun orderings. We then apply our results to simulated tempering…

In a discrete-time setting, we consider an arrival process $\left\{\xi_n \, \middle| \, n = 1, 2, \ldots \right\}$, which models the occurrence of events, and a corresponding point process $\left\{H_n \, \middle| \, n = 1, 2, \ldots…

We present a solution to a problem suggested by Philippe Biane: We prove that a certain Plancherel-type probability distribution on partitions converges, as partitions get large, to a new determinantal random point process on the set…

We prove central and non-central limit theorems for the Hermite variations of the anisotropic fractional Brownian sheet $W^{\alpha, \beta}$ with Hurst parameter $(\alpha, \beta) \in (0,1)^2$. When $0<\alpha \leq 1-\frac{1}{2q}$ or $0<\beta…

The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amplitude of the Gaussian weight function employed to describe…