相关论文: Characterization of continuous stationary fields a…
In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections between stationary fields, stationary increment fields and,…
In this article, we consider three important classes of $n$-variate fields indexed by the set of $N$ dimensional integers, namely stationary, stationary increment and self-similar fields. These classes are connected through bijective…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
We study the complexity of sampling from the stationary distribution of a mean-field SDE, or equivalently, the complexity of minimizing a functional over the space of probability measures which includes an interaction term. Our main insight…
The purpose of this article is a set-indexed extension of the well-known Ornstein-Uhlenbeck process. The first part is devoted to a stationary definition of the random field and ends up with the proof of a complete characterization by its…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
As an example of the nonlinear Fokker-Planck equation, the mean field Langevin dynamics recently attracts attention due to its connection to (noisy) gradient descent on infinitely wide neural networks in the mean field regime, and hence the…
We present a new approach to the dynamics of interacting particles with reaction and diffusion. Starting from the underlying discrete stochastic jump process we derive a general field theory describing the dynamics of the density field,…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
Let $W_t$ be a standard Brownian motion. It is well-known that the Langevin equation $d U_t = -\theta U_td t + d W_t$ defines a stationary process called Ornstein-Uhlenbeck process. Furthermore, Langevin equation can be used to construct…
Previously developed ``stochastic representation of deterministic interactions`` enables exact treatment of an open system without leaving its native phase space (Hilbert space) due to peculiar stochastic extension of the Liouville (von…
We stochastically quantize the Born-Infeld field which can hardly be dealtwith by means of the standard canonical and/or path-integral quantization methods. We set a hypothetical Langevin equation in order to quantize the Born-Infeld field,…
This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent sets of stochastic processes, one of which is composed by Ornstein-Uhlenbeck processes and the other being a general…
This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average fields…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
Stationary distributions of complex Langevin equations are shown to be the complexified path integral solutions of the Schwinger-Dyson equations of the associated quantum field theory. Specific examples in zero dimensions and on a lattice…
We consider the stochastic quantization method for scalar fields defined in a curved manifold and also in a flat space-time with event horizon. The two-point function associated to a massive self-interacting scalar field is evaluated, up to…
A dynamical model of an ecological community is analyzed within a "mean-field approximation" in which one of the species interacts with the combination of all of the other species in the community. Within this approximation the model may be…
Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…