相关论文: Stationary Symmetric alpha-Stable Discrete Paramet…
We give an algorithm to construct a translation-invariant transport kernel between ergodic stationary random measures $\Phi$ and $\Psi$ on $\mathbb R^d$, given that they have equal intensities. As a result, this yields a construction of a…
We classify the ergodic invariant random subgroups of block-diagonal limits of symmetric groups in the cases when the groups are simple and the associated dimension groups have finite dimensional state spaces. These block-diagonal limits…
Extreme values geostatistics make it possible to model the asymptotic behaviors of random phenomena which depends on space or time parameters. In this paper, we propose new models of the extremal coefficient within a spatial stationary…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
We consider a nonstationary random walk on a compact metrizable abelian group. Under a classical strict aperiodicity assumption we establish a weak-* convergence to the Haar measure, Ergodic Theorem and Large Deviation Type Estimate.
In this article we establish the asymptotic behavior of generating functions related to the exponential sum over finite fields of elementary symmetric functions and their perturbations. This asymptotic behavior allows us to calculate the…
We study the asymptotic behavior of solutions to linear-quadratic mean field stochastic optimal control problems. By formulating an ergodic control framework, we characterize the convergence between the finite time horizon control problem…
We present a new approach to the proof of ergodic theorems for actions of free groups based on geometric covering and asymptotic invariance arguments. Our approach can be viewed as a direct generalization of the classical geometric covering…
Given two distinct subsets $A,B$ in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions from $A$ to $B$ in the ergodic limit of the stationary…
We examine anti-de Sitter gravity minimally coupled to a self-interacting scalar field in $D\geq 4$ dimensions when the mass of the scalar field is in the range $m_{\ast}^{2}\leq m^{2}<m_{\ast} ^{2}+l^{-2}$. Here, $l$ is the AdS radius, and…
We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…
This paper studies homogenization of symmetric non-local Dirichlet forms with $\alpha$-stable-like jumping kernels in one-parameter stationary ergodic environment. Under suitable conditions, we establish homogenization results and identify…
The asymptotic high momentum behaviour of quantum field theories with cubic interactions is investigated using renormalization group techniques in the asymmetric limit x << 1. Particular emphasis is paid to theories with interactions…
Long-range dependent random fields with spectral densities which are unbounded at some frequencies are investigated. We demonstrate new examples of covariance functions which do not exhibit regular varying asymptotic behaviour at infinity.…
This contribution derives the exact asymptotic behaviour of the supremum of alpha(t)-locally stationary Gaussian random fields over a finite hypercube. We present two applications of our result; the first one deals with extremes of ggregate…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
Let $F$ be a non-discrete non-Archimedean locally compact field such that the characteristic $\mathrm{ch}(F)\ne 2$ and let $\mathcal{O}_F$ be the ring of integers in $F$. The main results of this paper are Theorem 1.2 that classifies…
The aim of this article is to prove asymptotic shape theorems for the contact process in stationary random environment. These theorems generalize known results for the classical contact process. In particular, if H_t denotes the set of…
The double Heston model is one of the most popular option pricing models in financial theory. It is applied to several issues such that risk management and volatility surface calibration. This paper deals with the problem of global…
The concept of homology, originally developed as a useful tool in algebraic topology, has by now become pervasive in quite different branches of mathematics. The notion particularly appears quite naturally in ergodic theory in the study of…