相关论文: Large deviations for renormalized self-intersectio…

We present large deviations principles for the moments of the empirical spectral measure of Wigner matrices and empirical measure of $\beta$-ensembles in three cases : the case of Wigner matrices without Gaussian tails, that is Wigner…

We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…

We study the model of Directed Polymers in Random Environment in 1+1 dimensions, where the distribution at a site has a tail which decays regularly polynomially with power \alpha, where \alpha \in (0,2). After proper scaling of temperature…

We perform a thorough investigation of the first FPUT recurrence in the $\beta$-FPUT chain for both positive and negative $\beta$. We show numerically that the rescaled FPUT recurrence time $T_{r}=t_{r}/(N+1)^{3}$ depends, for large $N$,…

We prove a functional limit theorem for the rescaled occupation time fluctuations of a $(d,\alpha,\beta)$-branching particle system [particles moving in $\mathbb {R}^d$ according to a symmetric $\alpha$-stable L\'{e}vy process, branching…

We prove that the Beta random walk has second order cubic fluctuations from the large deviation principle of the GUE Tracy-Widom type for arbitrary values $\upalpha>0$ and $\upbeta>0$ of the parameters of the Beta distribution, removing…

We investigate delay effects on dominant transition pathways (DTP) between metastable states of stochastic systems. A modified version of the Maier-Stein model with linear delayed feedback is considered as an example. By a stability…

We settle the open question concerning the Harnack inequality for globally positive solutions to non-local in time diffusion equations by constructing a counter-example for dimensions $d\ge\beta$, where $\beta\in(0,2]$ is the order of the…

Let $\{B_t,t\geq0\}$ be a d-dimensional Brownian motion. We prove that the approximation of the higher derivative of renormalized self-intersection local time $$…

For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…

Non-perturbative results for improvement and renormalization constants needed for on-shell and off-shell O(a) improvement of bilinear operators composed of Wilson fermions are presented. The calculations have been done in the quenched…

This talk summarizes results for all the scale independent renormalization constants for bilinear currents ($Z_A$, $Z_V$, and $Z_S/Z_P$), the improvement constants ($c_A$, $c_V$, and $c_T$), the quark mass dependence of $Z_O$, and the…

In this paper, we consider the linearly reinforced and the once-reinforced random walk models in the transient phase on trees. We show the large deviations for the upper tails for both models. We also show the exponential decay for the…

The deviations $\delta\zeta_m$ ("intermittency corrections") from classical ("K41") scaling $\zeta_m=m/3$ of the $m^{th}$ moments of the velocity differences in high Reynolds number turbulence are calculated, extending a method to…

We define renormalized intersection local times for random interlacements of L\'evy processes in R^{d} and prove an isomorphism theorem relating renormalized intersection local times with associated Wick polynomials.

A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…

The higher dimensional autoregressive models would describe some of the econometric processes relatively generically if they incorporate the heterogeneity in dependence on times. This paper analyzes the stationarity of an autoregressive…

We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…

We investigate a family of multiple-stable processes that may exhibit either long-range or short-range dependence, depending on the parameters. There are two parameters for the processes, the memory parameter $\beta\in(0,1)$ and the…

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…