相关论文: When Scattering Transform Meets Non-Gaussian Rando…

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…

Branching processes pervade many models in statistical physics. We investigate the survival probability of a Galton-Watson branching process after a finite number of generations. We reveal the finite-size scaling law of the survival…

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

We compute an $s$-channel $2\to2$ scalar scattering $\phi\phi\to\Phi\to\phi\phi$ in the Gaussian wave-packet formalism at the tree-level. We find that wave-packet effects, including shifts of the pole and width of the propagator of $\Phi$,…

We explore the localization of a quasi-one-, quasi-two-, and three-dimensional ultra-cold gas by a finite-range defect along the corresponding 'free'-direction/s. The time-independent non-linear Schroedinger equation that describes a…

We study the asymptotic distribution of the output of a stable Linear Time-Invariant (LTI) system driven by a non-Gaussian stochastic input. Motivated by longstanding heuristics in the stochastic describing function method, we rigorously…

Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

We study non-relativistic propagation of Gaussian wave packets in one-dimensional Eckart potential, a barrier, or a well. In the picture used, the transmitted wave packet results from interference between the copies of the freely…

Droplet formation is relevant in many applications spanning natural and artificial settings. A physical understanding of aerobreakup or air-assisted secondary atomization and predicting size distributions in these applications is…

We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

We show how two-point correlation functions derived within non-isotropic random wave models are in fact quantum results that are obtained in the appropriate limit in terms of the exact Green function of the quantum system. Since no…

We propose an extensive discussion on the homogenization and scattering analysis of second-order nonlinear metasurfaces. Our developments are based on the generalized sheet transition conditions (GSTCs) which are used to model the…

We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…

We propose a transfer principle to study the adapted 2-Wasserstein distance between stochastic processes. First, we obtain an explicit formula for the distance between real-valued mean-square continuous Gaussian processes by introducing the…

In this paper we consider the one-dimensional, biased, randomly trapped random walk when the trapping times have infinite variance. We prove sufficient conditions for the suitably scaled walk to converge to a transformation of a stable…

We consider a sequence of Hawkes processes whose excitation measures may depend on the generation, and study its scaling limits in the near-unstable limiting regime. The limiting random measures, characterized via a nonlinear convolutional…

In this paper, we describe a Bayesian nonparametric approach to make inference for a bivariate spherically symmetric distribution. We consider a Dirichlet invariant process prior on the set of all bivariate spherically symmetric…

We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…