相关论文: Time change approach to generalized excursion meas…

The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…

Using the recently proposed covariant framework of general relativistic stochastic mechanics and stochastic thermodynamics, we proved the detailed and integral fluctuation theorems in curved spacetime. The time-reversal transformation is…

We prove Berry-Esseen theorems, almost sure invariance principle rates and large deviations for products of independent but not identically distributed invertible matrices with some average (logarithmic) projective contraction and uniform…

We give a general method of deriving statistical limit theorems, such as the central limit theorem and its functional version, in the setting of ergodic measure preserving transformations. This method is applicable in situations where the…

We derive general bounds on the probability that the empirical first-passage time $\overline{\tau}_n\equiv \sum_{i=1}^n\tau_i/n$ of a reversible ergodic Markov process inferred from a sample of $n$ independent realizations deviates from the…

In this letter we reinterpret and reanalyze the available data of the B meson factories showing the existence of direct experimental evidence of time reversal invariance violation in B mesons. This reinterpretation consists of using the…

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

We show an invariance result for the L2-torsion of groups under uniform measure equivalence provided a measure-theoretic version of the determinant conjecture holds. The measure-theoretic determinant conjecture is discussed and, for…

Excursion set theory, where density perturbations evolve stochastically with the smoothing scale, provides a method for computing the mass function of cosmological structures like dark matter halos, sheets and filaments. The computation of…

The travel time tomography problem is a coefficient inverse problem for the eikonal equation. This problem has well known applications in seismic. The eikonal equation is considered here in the circular cylinder, where point sources run…

We consider the Benjamin-Ono equation on the torus with an additional damping term on the smallest Fourier modes (cos and sin). We first prove global well-posedness of this equation in $L^2_{r,0}(\mathbb{T})$. Then, we describe the weak…

This work focuses on the temporal average of the backward Euler--Maruyama (BEM) method, which is used to approximate the ergodic limit of stochastic ordinary differential equations with super-linearly growing drift coefficients. We give the…

In this paper, we study the notion of local time and Tanaka formula for the G-Brownian motion. Moreover, the joint continuity of the local time of the G-Brownian motion is obtained and its quadratic variation is proven. As an application,…

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

The clock time t' of an accelerating observer, simultaneous with the measured clock time t of an inertial observer,is easily established in special relativity (as proper time) by the well-known time-dilation formula for t'(t). In this work,…

We study the local (in time) expansion of a continuous-time process and its conditional moments, including the process' characteristic function. The expansions are conducted by using the properties of the (time-extended) Ito signature, a…

In this article, we develop a combinatorial approach for studying moments of the resolvent trace for random tensors proposed by Razvan Gurau. Our work is based on the study of hypergraphs and extends the combinatorial proof of moments…

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

These notes contains an introduction to the theory of Brownian and diffusion local time, as well as its relations to the Tanaka Formula, the extended Ito-Tanaka formula for convex functions, the running maximum process, and the theory of…

The recent study by B. De Bruyne, S. N. Majumdar, H. Orland and G. Schehr [arXiv:2110.07573], concerning the conditioning of the Brownian motion and of random walks on global dynamical constraints over a finite time-window $T$, is…