相关论文: Infinite variance $H$-sssi processes as limits of …
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
We investigate quantum systems perturbed by noise in the form of repeated interactions between the system and the environment. As the number of interactions (aka time steps) tends to infinity, we show, following the works by Pellegrini,…
We present local distributed, stochastic algorithms for \emph{alignment} in self-organizing particle systems (SOPS) on two-dimensional lattices, where particles occupy unique sites on the lattice, and particles can make spatial moves to…
The one-dimensional Vlasov-Poisson system is considered and a particle method is developed to approximate solutions without compact support which tend to a fixed background of charge as $| x | \to \infty$. Such a system of equations can be…
We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…
Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…
We study a system of self-propelled disks that perform run-and-tumble motion, where particles can adopt more than one internal state. One of those internal states can be transmitted to another particle if the particle carrying this state…
A system consisting of a point particle coupled to gravity is investigated. The set of constraints is derived. It was found that a suitable superposition of those constraints is the generator of the infinitesimal transformations of the time…
Current theories of massless free particle assume {\sl unitary} space inversion and {\sl anti-unitary} time reversal operators. In so doing robust classes of possible theories are discarded. In the present work theories of massless systems…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type…
We use computer simulations to study highly dense systems of granular particles that are driven by oscillating forces. We implement different dissipation mechanisms that are used to extract the injected energy. In particular, the action of…
We consider from a microscopic perspective large deviation properties of several stochastic interacting particle systems, using their mapping to integrable quantum spin systems. A brief review of recent work is given and several new results…
The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…
Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…
We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…
We establish that if a sequence of spaces equipped with resistance metrics and measures converge with respect to the Gromov-Hausdorff-vague topology, and a certain non-explosion condition is satisfied, then the associated stochastic…
We consider an exploration algorithm where at each step, a random number of items become active while related items get explored. Given an initial number of items $N$ growing to infinity and building on a strong homogeneity assumption, we…
The notion of Wigner particles is attached to irreducible unitary representations of the Poincare group, characterized by parameters m and s of mass and spin, respectively. However, the Lorentz symmetry is broken in theories with long-range…
We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…