相关论文: Interacting Stochastic Process and Renormalization…
Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…
The paper studies the quantum action for the four-dimensional real $\phi^4$-theory in the case of a general formulation using the background field method. The three-loop renormalization is performed with the usage of a cutoff regularization…
We discuss the dynamical situation which arises in a local quantum field theory after renormalization. By using the example of the three-dimensional theory of a neutral scalar field interacting through the quartic coupling, we show that…
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…
We review the method of stochastic quantization for a scalar field theory. We first give a brief survey for the case of self-interacting scalar fields, implementing the stochastic perturbation theory up to the one-loop level. The…
Resonant P-wave interactions can be described by a minimal zero-range model defined by a truncated effective range expansion, so that the only 2-body interaction parameters are the inverse scattering volume 1/a_P and the P-wave effective…
We consider a class of toy models describing a fermion field coupled with a boson field. The model can be viewed as a Yukawa model but with scalar fermions. As in our first paper, the interaction kernels are assumed bounded in the fermionic…
We consider the problem of option pricing under stochastic volatility models, focusing on the linear approximation of the two processes known as exponential Ornstein-Uhlenbeck and Stein-Stein. Indeed, we show they admit the same limit…
We consider an Ornstein-Uhleneck (OU) process associated to self-normalised sums in i.i.d. symmetric random variables from the domain of attraction of $N(0, 1)$ distribution. We proved the self-normalised sums converge to the OU process (in…
As a first application of our renormalisation group approach to non-local matrix models [hep-th/0305066], we prove (super-)renormalisability of Euclidean two-dimensional noncommutative \phi^4-theory. It is widely believed that this model is…
We study the two-dimensional version of a quartic self-interacting quantum scalar field on a curved and noncommutative space (Snyder-de Sitter). We show that the model is renormalizable at the one-loop level and compute the beta functions…
Hierarchical autocorrelation in the error term of linear models arises when sampling units are related to each other according to a tree. The residual covariance is parametrized using the tree-distance between sampling units. When…
We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…
In this paper, we discuss questions related to the renormalizability of the classical statistical approximation, an approximation scheme that has been used recently in several studies of out-of-equilibrium problems in Quantum Field Theory.…
In this article we define and quantize a truncated form of the nonassociative and noncommutative Snyder phi^4 field theory using the functional method in momentum space. More precisely, the action is approximated by expanding up to the…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
We study the noncommutative $\phi^4$ theory with spontaneously broken global O(2) symmetry in 4 dimensions. We demonstrate the renormalizability at one loop. This does not require any choice of ordering of the fields in the interaction…
The thermodynamic properties of vector (O(2) and Complex Spherical) models with four-body interactions are analyzed. When defined in dense topologies, these are effective models for the nonlinear interaction of scalar fields in the presence…
An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a…
We establish an important connection between coherent quantum feedback and the Ornstein-Uhlenbeck process in quantum optics. We show that an emitter with fluctuating energy levels in front of a mirror results in an Ornstein-Uhlenbeck…