相关论文: Local-time effect on small space-time scale

The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over $2\%$, and it is the result of the non-Pearson type auto-correlations in the index. These non-Pearson type…

We present new theoretical and empirical results on the probability distributions of species persistence times in natural ecosystems. Persistence times, defined as the timespans occurring between species' colonization and local extinction…

The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with $N$ locations are considered. Several results on asymptotic distributions are obtained.

A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…

At Planck-scale, spacetime is "foamy" due to quantum fluctuations predicted by quantum gravity. Here we consider the possibility of using spacetime foam-induced phase incoherence of light from distant galaxies and gamma-ray bursters to…

We report the observation of weak localization of seismic waves in a natural environment. It emerges as a doubling of the seismic energy around the source within a spot of width a wavelength, that is several tens of meters in our case. The…

Intuitively, one would expect a more skillful forecast if predicting weather averaged over one week instead of the weather averaged over one day, and similarly for different spatial averaging areas. However, there are few systematic studies…

Spacetimes have conventionally been described by a global Lorentzian metric on a differentiable four-manifold. Herein we explore the possibility of spacetimes defined by a connection, which is locally but not globally Levi-Civita. The…

We propose a phenomenological model for the scattering of particles on space-time defects in a treatment that maintains Lorentz-invariance on the average. The local defects considered here cause a stochastic violation of momentum…

We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…

Mesoscopic effects associated with wave propagation in spacetime with metric stochasticity are studied. We show that the scalar and spinor waves in a stochastic spacetime behave similarly to the electrons in a disordered system. Viewing…

Consider an arbitrary transient random walk on $\Z^d$ with $d\in\N$. Pick $\alpha\in[0,\infty)$ and let $L_n(\alpha)$ be the spatial sum of the $\alpha$-th power of the $n$-step local times of the walk. Hence, $L_n(0)$ is the range,…

The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a Gaussian stationary times series (respectively time series,…

We present an index for the local sensitivity of spatiotemporal structures in coupled oscillatory systems based on the asymptotic scaling of local-in-space, finite-time Lyapunov Exponents. For a system of nonlocally-coupled R\"{o}ssler…

We describe space--time fluctuations by means of small fluctuations of the metric on a given background metric. From a minimally coupled Klein--Gordon equation we obtain within a weak-field approximation up to second order and an averaging…

A theoretical description of local absorption is proposed in order to investigate spectral variations on a length scale comparable with the extension of the relevant quantum states. A general formulation is derived within the density-matrix…

Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, 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…

We present a space-time diagram that displays in true values the space- time coordinates of events associated with the apparent and actual positions of a point like source moving with constant velocity. We use it in order to construct the…

We consider high frequency observations from a fractional Brownian motion. Inspired by the work of Jean Jacod in a diffusion setting, we investigate the asymptotic behavior of various classical statistics related to the local times of the…