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Paul Jung

Publications and source records attributed to Paul Jung.

34 records · Page 2Linked to original sources
arXiv2016

Levy-Khintchine random matrices and the Poisson weighted infinite skeleton tree

We study a class of Hermitian random matrices which includes and generalizes Wigner matrices, heavy-tailed random matrices, and sparse random matrices such as the adjacency matrices of Erdos-Renyi random graphs with p ~ 1/N. Our NxN random matrices have real entries which are i.i.d. up to symmetry. The distributions may depend on N, however, the sums of rows must converge in distribution; it is then well-known that the limiting distributions are infinitely divisible. We show that a limiting empirical spectral distribution (LSD) exists, and via local weak convergence of associated graphs, the LSD corresponds to the spectral measure at the root of a Poisson weighted infinite skeleton tree. This graph is formed by connecting infinitely many Poisson weighted infinite trees using a backbone structure. One example covered by the results are matrices with i.i.d. entries having infinite second moments, but normalized to be in the Gaussian domain of attraction. In this case, the limiting graph is just the positive integer line rooted at 1, and as expected, the LSD is Wigner's semi-circle law. The results also extend to self-adjoint complex matrices and also to Wishart matrices.

math.PR↗
arXiv2015

Functional central limit theorem for negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be treated. The negative dependence involves cancellations of the Gaussian second order. This leads to new types of limiting processes involving stable random measures, due to heavy tails, Mittag-Leffler processes, due to long memory, and Brownian motions, due to the Gaussian second order cancellations.

math.PR↗
arXiv2014

On the Tanaka formula for the derivative of self-intersection local time of fBm

The derivative of self-intersection local time (DSLT) for Brownian motion was introduced by Rosen and subsequently used by others to study the $L^2$ and $L^3$ moduli of continuity of Brownian local time. A version of the DSLT for fractional Brownian motion (fBm) has also appeared in the literature. In the present work, we further its study by proving a Tanaka-style formula for it. In the course of this endeavor we provide a Fubini theorem for integrals with respect to fBm. The Fubini theorem may be of independent interest, as it generalizes (to Hida distributions) similar results previously seen in the literature. Finally, we also give an explicit Wiener chaos expansion for the DSLT of fBm

math.PR↗
arXiv2014

Wigner crystallization in the quantum 1D jellium at all densities

The jellium is a model, introduced by Wigner (1934), for a gas of electrons moving in a uniform neutralizing background of positive charge. Wigner suggested that the repulsion between electrons might lead to a broken translational symmetry. For classical one-dimensional systems this fact was proven by Kunz (1974), while in the quantum setting, Brascamp and Lieb (1975) proved translation symmetry breaking at low densities. Here, we prove translation symmetry breaking for the quantum one-dimensional jellium at all densities.

math-ph↗
arXiv2013

Random walks at random times: Convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the so-called iterated Brownian motion. Khoshnevisan and Lewis [Ann. Appl. Probab. 9 (1999) 629-667] suggested "the existence of a form of measure-theoretic duality" between iterated Brownian motion and a Brownian motion in random scenery. We show that a random walk at random time can be considered a random walk in "alternating" scenery, thus hinting at a mechanism behind this duality. Following Cohen and Samorodnitsky [Ann. Appl. Probab. 16 (2006) 1432-1461], we also consider alternating random reward schema associated to random walks at random times. Whereas random reward schema scale to local time fractional stable motions, we show that the alternating random reward schema scale to indicator fractional stable motions. Finally, we show that one may recursively "subordinate" random time processes to get new local time and indicator fractional stable motions and new stable processes in random scenery or at random times. When $α=2$, the fractional stable motions given by the recursion are fractional Brownian motions with dyadic $H\in(0,1)$. Also, we see that "un-subordinating" via a time-change allows one to, in some sense, extract Brownian motion from fractional Brownian motions with $H<1/2$.

math.PR↗
arXiv2013

Approximation of stable random measures and applications to linear fractional stable integrals

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the approximations weakly converge as the mesh-size goes to zero. As an application, we improve upon previous approximation schemes for integrals with respect to linear fractional stable motions.

math.PR↗
arXiv2012

Holder continuity and occupation-time formulas for fBm self-intersection local time and its derivative

We prove joint Holder continuity and an occupation-time formula for the self-intersection local time of fractional Brownian motion. Motivated by an occupation-time formula, we also introduce a new version of the derivative of self-intersection local time for fractional Brownian motion and prove Holder conditions for this process. This process is related to a different version of the derivative of self-intersection local time studied by the authors in a previous work.

math.PR↗
arXiv2012

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-conservative FSMs, a class of FSMs introduced in Samorodnitsky (2005).

math.PR↗
arXiv2011

Indicator fractional stable motions

Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric $α$-stable motions called local time fractional stable motions. When $α=2$, these processes are precisely fractional Brownian motions with $1/2<H<1$. Motivated by random walks in alternating scenery, we find a "complementary" family of symmetric $α$-stable motions which we call indicator fractional stable motions. These processes are complementary to local time fractional stable motions in that when $α=2$, one gets fractional Brownian motions with $0<H<1/2$.

math.PR↗
arXiv2010

Symmetry breaking in quasi-1D Coulomb systems

Quasi one-dimensional systems are systems of particles in domains which are of infinite extent in one direction and of uniformly bounded size in all other directions, e.g. on a cylinder of infinite length. The main result proven here is that for such particle systems with Coulomb interactions and neutralizing background, the so-called "jellium", at any temperature and at any finite-strip width there is translation symmetry breaking. This extends the previous result on Laughlin states in thin, two-dimensional strips by Jansen, Lieb and Seiler (2009). The structural argument which is used here bypasses the question of whether the translation symmetry breaking is manifest already at the level of the one particle density function. It is akin to that employed by Aizenman and Martin (1980) for a similar statement concerning symmetry breaking at all temperatures in strictly one-dimensional Coulomb systems. The extension is enabled through bounds which establish tightness of finite-volume charge fluctuations.

math-ph↗
arXiv2006

On the Critical Behavior at the Lower Phase Transition of the Contact Process

We present general results for the contact process by a method which applies to all transitive graphs of bounded degree, including graphs of exponential growth. The model's infection rates are varied through a control parameter, for which two natural transition points are defined as: i. $λ_T$, the value up to which the infection dies out exponentially fast if introduced at a single site, and ii. $λ_H$, the threshold for the existence of an invariant measure with a non-vanishing density of infected sites. It is shown here that for all transitive graphs the two thresholds coincide. The method, which proceeds through partial differential inequalities for the infection density, yields also generally valid bounds on two related critical exponents. The main results discussed here were established by Bezuidenhout and Grimmett \cite{BG2} in an extension to the continuous-time process of the discrete-time analysis of Aizenman and Barsky \cite{AB}, and of the partially similar results of Menshikov \cite{M}. The main novelty here is in the direct derivation of the partial differential inequalities by an argument which is formulated for the continuum.

math.PR↗
arXiv2005

Two Phase Transitions for the Contact Process on Small Worlds

In our version of Watts and Strogatz's small world model, space is a d-dimensional torus in which each individual has in addition exactly one long-range neighbor chosen at random from the grid. This modification is natural if one thinks of a town where an individual's interactions at school, at work, or in social situations introduces long-range connections. However, this change dramatically alters the behavior of the contact process, producing two phase transitions. We establish this by relating the small world to an infinite "big world" graph where the contact process behavior is similar to the contact process on a tree.

math.PR↗
arXiv2004

Perturbations of the Symmetric Exclusion Process

For the exclusion process with symmetric kernel p(x,y)=p(y,x), the set of invariant measures has been completely studied. This paper gives results concerning the invariant measures for exclusion processes where p(x,y)=p(y,x) except for finitely many (x,y).

math.PR↗
arXiv2003

The noisy voter-exclusion process

The symmetric exclusion process and the voter model are two interacting particle systems for which a dual finite particle system allows one to characterize its invariant measures. Adding spontaneous births and deaths to the two processes still allows one to use the dual to obtain information about the original process. We study the noisy voter-exclusion process which generalizes these processes by allowing for all of these interactions to take place. The dual process is used to characterize its invariant measures under various circumstances. Finally, an ergodic theorem for a related process is proved using couplings.

math.PR↗
arXiv2003

Extremal Reversible Measures for the Exclusion Process

We give a characterization of the invariant measures for the exclusion process on the integers with certain reversible transition kernels. Some examples include all nearest-neighbor kernels with asymptotic mean zero. One tool used is a necessary and sufficient condition for reversible measures to be extremal in the set of all invariant measures which is an interesting result in its own right.

math.PR↗