Related papers: Moderate deviations for Poisson--Dirichlet distrib…
Several approaches are discussed how to understand the solution of the Dirichlet problem for the Poisson equation when the Dirichlet data are non-smooth such as if they are in $L^2$ only. For the method of transposition (sometimes called…
An interesting problem in statistical physics is the condensation of classical particles in droplets or clusters when the pair-interaction is given by a stable Lennard-Jones-type potential. We study two aspects of this problem. We start by…
Dirichlet distributions are probability measures on the unit simplex. They are often used as prior distributions in modeling categorical data, such as in topic analysis of text data. Motivated by this application, we consider Monte Carlo…
The statistical distribution of levels of an integrable system is claimed to be a Poisson distribution. In this paper, we numerically generate an ensemble of N dimensional random diagonal matrices as a model for regular systems. We evaluate…
In this article, we give some reviews concerning negative probabilities model and quasi-infinitely divisible at the beginning. We next extend Feller's characterization of discrete infinitely divisible distributions to signed discrete…
This is basically a polished presentation for Sections 1,2 of arXiv:0801.1050. The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and…
In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…
We study the asymptotic edge statistics of the Gaussian $\beta$-ensemble, a collection of $n$ particles, as the inverse temperature $\beta$ tends to zero as $n$ tends to infinity. In a certain decay regime of $\beta$, the associated extreme…
We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…
We study a family of parametric statistical models based on gamma distributions, which do give realistic descriptions for other stochastic porous media. Gamma distributions contain as a special case the exponential distributions, which…
The paper is concerned with the finite element solution of the Poisson equation with homogeneous Dirichlet boundary condition in a three-dimensional domain. Anisotropic, graded meshes from a former paper are reused for dealing with the…
Consider a haploid population of fixed finite size with a finite number of allele types and having Cannings exchangeable genealogy with neutral mutation. The stationary distribution of the Markov chain of allele counts in each generation is…
The process of speciation, where an ancestral species divides in two or more new species, involves several geographic, environmental and genetic components that interact in a complex way. Understanding all these elements at once is…
Multiplicity distributions of intermediate mass fragments (IMF) seen in intermediate energy heavy ion collisions have been of great interest in the last ten years. The distributions of single intermediate sized element are close to…
We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…
Absence of level repulsion between extended states in random non-Hermitian systems is demonstrated. As a result, the general Wigner-Dyson distributions of level spacing of diffusive metals in the usual Hermitian systems is replaced by the…
Multitudinous probabilistic and combinatorial objects are associated with generating functions satisfying a composition scheme $F(z)=G(H(z))$. The analysis becomes challenging when this scheme is critical (i.e., $G$ and $H$ are…
We study a class of coalescents derived from a sampling procedure out of N i.i.d. Pareto(alpha) random variables, normalized by their sum, including beta-size-biasing on total length effects (beta < alpha). Depending on the range of alpha,…
How much dependence is there in the prime factorization of a random integer distributed uniformly from 1 to n? How much dependence is there in the decomposition into cycles of a random permutation of n points? What is the relation between…
We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…