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Consider a linear elliptic partial differential equation in divergence form with a random coefficient field. The solution operator displays fluctuations around its expectation. The recently developed pathwise theory of fluctuations in…

Analysis of PDEs · Mathematics 2021-12-01 Mitia Duerinckx , Julian Fischer , Antoine Gloria

In this work we are considering the behavior of the limit shape of Young diagrams associated to random permutations on the set $\{1,\dots,n\}$ under a particular class of multiplicative measures. Our method is based on generating functions…

Probability · Mathematics 2014-07-10 Alessandra Cipriani , Dirk Zeindler

Surface growth in random media is usually governed by both the surface tension and the random local forces. Simulations on lattices mimic the former by imposing a maximum gradient $m$ on the surface heights, and the latter by site-dependent…

Statistical Mechanics · Physics 2009-11-07 Amnon Aharony , Dietrich Stauffer

Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…

Probability · Mathematics 2023-08-08 S. G. Bobkov , G. P. Chistyakov , F. Götze

We investigate the statistics of the number $N(R,S)$ of lattice points, $n\in \Z^2$, in a ``random'' annular domain $\Pi(R,w)=\,(R+w)A\,\setminus RA$, where $R,w >0$. Here $A$ is a fixed convex set with smooth boundary and $w$ is chosen so…

High Energy Physics - Theory · Physics 2009-10-22 Pavel M. Bleher

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

We discuss asymptotics for the boundary of critical Boltzmann planar maps under the assumption that the distribution of the degree of a typical face is in the domain of attraction of a stable distribution with parameter $\alpha \in (1,2)$.…

Probability · Mathematics 2017-11-30 Loïc Richier

We consider a class of non-homogeneous, continuous, centered Gaussian random fields $\{X_h(t), t \in {\cal M}_h;\,0 < h \le 1\}$ where ${\cal M}_h$ denotes a rescaled smooth manifold, i.e. ${\cal M}_h = \frac{1}{h} {\cal M},$ and study the…

Probability · Mathematics 2015-10-26 Wanli Qiao , Wolfgang Polonik

We study the scaling limit and prove the law of large numbers for weakly pinned Gaussian random fields under the critical situation that two possible candidates of the limits exist at the level of large deviation principle. This paper…

Probability · Mathematics 2014-07-01 Erwin Bolthausen , Taizo Chiyonobu , Tadahisa Funaki

We consider uniform random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$, in the limit of large $n$. Since in unconstrained uniform random permutations most of the indices are in cycles of…

Probability · Mathematics 2018-12-21 Volker Betz , Helge Schäfer , Dirk Zeindler

Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…

We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…

adap-org · Physics 2009-10-28 S. Solomon , M. Levy

We review and study some of the properties of smooth Gaussian random fields defined on a homogeneous space, under the assumption that the probability distribution is invariant under the isometry group of the space. We first give an…

Probability · Mathematics 2022-04-22 Alexandre Afgoustidis

We analyze long range wave propagation in three-dimensional random waveguides. The waves are trapped by top and bottom boundaries, but the medium is unbounded in the two remaining directions. We consider scalar waves, and motivated by…

Analysis of PDEs · Mathematics 2012-11-05 Liliana Borcea , Josselin Garnier

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

Statistics Theory · Mathematics 2021-04-23 Graeme Auld , Ioannis Papastathopoulos

We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…

Probability · Mathematics 2025-03-05 Gabriel Mastrilli

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

We are concerned with the acoustic scattering problem, at a frequency $\kappa$, by many small obstacles of arbitrary shapes with impedance boundary condition. These scatterers are assumed to be included in a bounded domain $\Omega$ in…

Analysis of PDEs · Mathematics 2016-10-20 Durga Prasad Challa , Mourad Sini

For the discrete random field Curie-Weiss models, the infinite volume Gibbs states and metastates have been investigated and determined for specific instances of random external fields. In general, there are not many examples in the…

Mathematical Physics · Physics 2023-05-18 Kalle Koskinen

This paper studies the asymptotic behaviors of the pairwise angles among n randomly and uniformly distributed unit vectors in R^p as the number of points n -> infinity, while the dimension p is either fixed or growing with n. For both…

Statistics Theory · Mathematics 2013-06-04 Tony Cai , Jianqing Fan , Tiefeng Jiang
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