Non-Universal Fluctuations of the Empirical Measure for Isotropic Stationary Fields on $\mathbb{S}^2 \times \mathbb{R}$

Random-time isotropic fractional stable fields

Generalizing both Substable FSMs and Indicator FSMs, we introduce alpha-stabilized subordination, a procedure which produces new FSMs (H-sssi symmetric stable processes) from old ones. We extend these processes to isotropic stable fields which have stationary increments in the strong sense, i.e., processes which are invariant under Euclidean rigid motions of the multi-dimensional time parameter. We also prove a Stable Central Limit Theorem which provides an intuitive picture of alpha-stabilized subordination. Finally we show that alpha-stabilized subordination of Linear FSMs produces null-cons…

SPHARMA approximations for stationary functional time series on the sphere

In this paper, we focus on isotropic and stationary sphere-cross-time random fields. We first introduce the class of spherical functional autoregressive-moving average processes (SPHARMA), which extend in a natural way the spherical functional autoregressions (SPHAR) recently studied in [8, 7]; more importantly, we then show that SPHAR and SPHARMA processes of sufficiently large order can be exploited to approximate every isotropic and stationary sphere-cross-time random field, thus generalizing to this infinite-dimensional framework some classical results on real-valued stationary processes. …

Universality for persistence exponents of local times of self-similar processes with stationary increments

We show that $\mathbb{P} ( \ell_X(0,T] \leq 1)=(c_X+o(1))T^{-(1-H)}$, where $\ell_X$ is the local time measure at $0$ of any recurrent $H$-self-similar real-valued process $X$ with stationary increments that admits a sufficiently regular local time and $c_X$ is some constant depending only on $X$. A special case is the Gaussian setting, i.e. when the underlying process is fractional Brownian motion, in which our result settles a conjecture by Molchan [Commun. Math. Phys. 205, 97-111 (1999)] who obtained the upper bound $1-H$ on the decay exponent of $\mathbb{P} ( \ell_X(0,T] \leq 1)$. Our appr…

Non-Stationary KPZ equation from ASEP with slow bonds

We prove the height functions for a class of non-integrable and non-stationary particle systems converge to the KPZ equation, thereby making progress on the universality of the KPZ equation. The models herein are ASEP [4] with a mesoscopic family of slow bonds, thus we partially extend [16] to non-stationary models and add to the almost empty set of non-integrable, non-stationary interacting particle systems for which universality is established. To do this, we develop further the strategy of [41, 42] introduce a method to establish a novel principle that builds upon the classical hydrodynamic…

Direct Evidence for Universal Statistics of Stationary Kardar-Parisi-Zhang Interfaces

The nonequilibrium steady state of the one-dimensional (1D) Kardar-Parisi-Zhang (KPZ) universality class is studied in-depth by exact solutions, yet no direct experimental evidence of its characteristic statistical properties has been reported so far. This is arguably because, for an infinitely large system, infinitely long time is needed to reach such a stationary state and also to converge to the predicted universal behavior. Here we circumvent this problem in the experimental system of growing liquid-crystal turbulence, by generating an initial condition that possesses a long-range property…

Limit theorems for excursion sets of stationary random fields

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively or negatively) associated random fields with stochastically continuous realizations for a fixed excursion level. This class includes in particular Gaussian, Poisson shot noise, certain infinitely divisible, $α$--stable and max--stable random fields satisfying some extra dependence conditions. Functional limit theorems (with the excursion level being an argum…

二维自举渗流在对称各向同性阈值规则下的尖锐亚稳态相变

Sharp metastability transition for two-dimensional bootstrap percolation with symmetric isotropic threshold rules

本文证明二维临界自举渗流中所有具有凸对称邻域的各向同性阈值规则均发生尖锐亚稳态相变，推广了此前仅对特定规则成立的结果。

Universal aspects of curved, flat & stationary-state Kardar-Parisi-Zhang statistics

Motivated by the recent exact solution of the {\it stationary-state} Kardar-Parisi-Zhang (KPZ) statistics by Imamura & Sasamoto (Phys. Rev. Lett. {\bf 108}, 190603 (2012)), as well as a precursor experimental signature unearthed by Takeuchi (Phys. Rev. Lett. {\bf 110}, 210604 (2013)), we establish here the universality of these phenomena, examining scaling behaviors of directed polymers in a random medium, the stochastic heat equation with multiplicative noise, and kinetically roughened KPZ growth models. We emphasize the value of cross KPZ-Class universalities, revealing crossover effects of …

On the Exit Time and Stochastic Homogenization of Isotropic Diffusions in Large Domains

Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations of Brownian motion in dimension at least three. Furthermore, the homogenization is shown to occur with an algebraic rate. Such processes were first considered in the continuous setting by Sznitman and Zeitouni [21], upon whose results the present work relies strongly, and more recently their smoothed exit distributions from large domains were shown to conver…

Minkowski tensor density formulas for Boolean models

A stationary Boolean model is the union set of random compact particles which are attached to the points of a stationary Poisson point process. For a stationary Boolean model with convex grains we consider a recently developed collection of shape descriptors, the so called Minkowski tensors. By combining spatial and probabilistic averaging we define Minkowski tensor densities of a Boolean model. These densities are global characteristics of the union set which can be estimated from observations. In contrast local characteristics like the mean Minkowski tensor of a single random particle cannot…

Fluctuations for some non-stationary interacting particle systems via Boltzmann-Gibbs Principle

Conjecture II.3.6 of Spohn in [Spohn '91] and Lecture 7 of Jensen-Yau in [Jensen-Yau '99] ask for a general derivation of universal fluctuations of hydrodynamic limits in large-scale stochastic interacting particle systems. However, the past few decades have witnessed only minimal progress according to [Goncalves-Landim-Milanes '17]. In this paper, we develop a general method for deriving the so-called Boltzmann-Gibbs principle for a general family of non-integrable and non-stationary interacting particle systems, thereby responding to Spohn and Jensen-Yau. Most importantly, our method depends…

有限关联时间各向同性随机系统的长期性质

Long-term properties of finite-correlation time isotropic stochastic systems

本文研究了取值为实矩阵的平稳各向同性随机过程驱动的线性随机微分方程系统，在满足大偏差原理的条件下，求得了 Lyapunov 指数和广义 Lyapunov 指数的精确表达式，并证明其完全由矩阵对角元素的速率函数决定。