10 citations · 29 across the 6 of their papers we have counts for
6 papers
Sojourn times of Markov symmetric processes in continuous time
E. A. Pechersky, E. L. Presman, A. A. Yambartsev
The symmetric birth and death process in the integers with linear rates is studied. The process moves slowly and spends more time in the neighborhood of the sta…
Order book dynamics with liquidity fluctuations: limit theorems and large deviations
Helder Rojas, Artem Logachov, Anatoly Yambartsev
We propose a class of stochastic models for a dynamics of limit order book with different type of liquidities. Within this class of models we study the one where a spread decreases…
Bounds on the critical line via transfer matrix methods for an Ising model coupled to causal dynamical triangulations
J. C. Hernandez, Y. Suhov, A. Yambartsev +1
We introduce a transfer matrix formalism for the (annealed) Ising model coupled to two-dimensional causal dynamical triangulations. Using the Krein-Rutman theory of positivity pres…
A Mermin--Wagner theorem on Lorentzian triangulations with quantum spins
M. Kelbert, Yu. Suhov, A. Yambartsev
We consider infinite random casual Lorentzian triangulations emerging in quantum gravity for critical values of parameters. With each vertex of the triangulation we associate a Hil…
A Mermin--Wagner theorem for Gibbs states on Lorentzian triangulations
M. Kelbert, Yu. Suhov, A. Yambartsev
We establish a Mermin--Wagner type theorem for Gibbs states on infinite random Lorentzian triangulations (LT) arising in models of quantum gravity. Such a triangulation is naturall…
A note on weak convergence results for uniform infinite causal triangulations
V. Sisko, A. Yambartsev, S. Zohren
We discuss uniform infinite causal triangulations and equivalence to the size biased branching process measure - the critical Galton-Watson branching process distribution condition…