相关论文: Self-Intersection Local Time of $(\alpha,d,\beta)$…
We study a continuous pathwise local time of order p for continuous functions with finite p-th variation along a sequence of time partitions, for even integers p >= 2. With this notion, we establish a Tanaka-type change of variable formula,…
Let $\xi$ be a Dawson--Watanabe superprocess in $\mathbb{R}^d$ such that $\xi_t$ is a.s. locally finite for every $t\geq 0$. Then for $d\geq2$ and fixed $t>0$, the singular random measure $\xi_t$ can be a.s. approximated by suitably…
Tunneling, transport of particles through classically forbidden regions, is a pure quantum phenomenon. It governs numerous phenomena ranging from single-molecule electronics to donor-acceptor transition reactions. The main problem is the…
This article addresses a modification of local time for stochastic processes, to be referred to as `natural local time'. It is prompted by theoretical developments arising in mathematical treatments of recent experiments and observations of…
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…
We study spontaneous time-reversal symmetry breaking at Josephson tunnel junctions of d-wave superconductors in the absence of subdominant components of the order parameter. For tunnel junctions, when the orientation is close to 0/45 (for…
In this paper we establish a decoupling feature of the random interlacement process I^u in Z^d, at level u, for d \geq 3. Roughly speaking, we show that observations of I^u restricted to two disjoint subsets A_1 and A_2 of Z^d are…
We consider the symmetric exclusion process {\eta_t,t>0} on {0,1}^{Z^d}. We fix a pattern A:={\eta:\sum_{\Lambda}\eta(i)\ge k}, where \Lambda is a finite subset of Z^d and k is an integer, and we consider the problem of establishing sharp…
In this paper, we study a transient spatially inhomogeneous random walk with asymptotically zero drifts on the lattice of the positive half line. We give criteria for the finiteness of the number of points having exactly the same local time…
Finding an optimal solution of signal traffic control durations is a computationally intensive task. It is typically O(T3) in time, and O(T2) in space, where T is the length of the control interval in discrete time steps. In this paper, we…
We investigate the asymptotic disconnection time of a large discrete cylinder $(\mathbb{Z}/N\mathbb{Z})^{d}\times \mathbb{Z}$, $d\geq 2$, by simple and biased random walks. For simple random walk, we derive a sharp asymptotic lower bound…
The Rosenblatt process was obtained by Taqqu (1975) from convergence in distribution of partial sums of strongly dependent random variables. In this paper we give a particle picture approach to the Rosenblatt process with the help of…
Present article deals with trajectorial intersections in linear fractional systems ('systems'). We propose a classification of intersections of trajectories in three classes viz. trajectories intersecting at same time(EIST), trajectories…
Power moments of $$ J_k(t,G) = {1\over\sqrt{\pi}G} \int_{-\infty}^\infty |\zeta(1/2 + it + iu)|^{2k}{\rm e}^{-(u/G)^2} du \qquad(t \asymp T, T^\epsilon \le G \ll T),$$ where $k$ is a natural number, are investigated. The results that are…
We prove existence of intersection exponents xi(k,lambda) for biased random walks on d-dimensional half-infinite discrete cylinders, and show that, as functions of lambda, these exponents are real analytic. As part of the argument, we prove…
We prove a central limit theorem for $\log|\zeta(1/2+it)|$ with respect to the measure $|\zeta^{(m)}(1/2+it)|^{2k}dt$ ($k,m\in\mathbb N$), assuming RH and the asymptotic formula for twisted and shifted integral moments of zeta. Under the…
We find a renormalized "time-dependent diffusion coefficient", D(t), for pulsed excitation of a nominally diffusive sample by solving the Bethe-Salpeter equation with recurrent scattering. We observe a crossover in dynamics in the…
We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by $e^{-\frac{\beta}{2} n^2…
We consider a semilinear wave equation involving a time-dependent structural damping term of the form $\displaystyle\frac{1}{{(1+t)}^{\beta}}(-\Delta)^{\sigma/2} u_t$. Our results show the influence of the parameters $\beta,\sigma$ on the…
We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…