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The variation of the dimensionless fundamental physical constant mu = m_p/m_e (the proton to electron mass ratio) can be constrained via observation of Lyman and Werner lines of molecular hydrogen in the spectra of damped Lyman alpha…
In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…
We consider the Widom--Rowlinson model in which hard balls of two possible colors are constrained to a hard-core repulsion between particles of different colors, in quenched random environments. These random environments model spatially…
We prove the invariance principle for a \emph{random Lorentz-gas} particle in 3 dimensions under the Boltzmann-Grad limit and simultaneous diffusive scaling. That is, for the trajectory of a point-like particle moving among infinite-mass,…
In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…
Concentration inequalities are obtained on Poisson space, for random functionals with finite or infinite variance. In particular, dimension free tail estimates and exponential integrability results are given for the Euclidean norm of…
We identify the upper large deviation probability for the number of edges in scale-free geometric random graph models as the space volume goes to infinity. Our result covers the models of scale-free percolation, the Boolean model with…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
Effective sample size is a standard summary of Markov chain Monte Carlo output, but it is usually attached to scalar or Euclidean summaries chosen by the analyst. For manifold-valued samples this choice is not canonical: coordinate-wise…
The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…
We consider the distribution of free path lengths, or the distance between consecutive bounces of random particles, in an n-dimensional rectangular box. If each particle travels a distance R, then, as R tends to infinity the free path…
"Arithmetic random waves" are the Gaussian Laplace eigenfunctions on the two-dimensional torus (Rudnick and Wigman (2008), Krishnapur, Kurlberg and Wigman (2013)). In this paper we find that their nodal length converges to a non-universal…
A random variable is sampled from a discrete distribution. The missing mass is the probability of the set of points not observed in the sample. We sharpen and simplify McAllester and Ortiz's results (JMLR, 2003) bounding the probability of…
The variance of the number of levels in an energy interval around a level with large quantum numbers (semiclassical quantization) is studied for a particle in a rectangular box. Sampling involves changing the ratio of the rectangle's sides…
The problem of variable-rate lossless data compression is considered, for codes with and without prefix constraints. Sharp bounds are derived for the best achievable compression rate of memoryless sources, when the excess-rate probability…
For the analysis of molecular processes, the estimation of time-scales, i.e., transition rates, is very important. Estimating the transition rates between molecular conformations is -- from a mathematical point of view -- an invariant…
In this paper, we are concerned with obtaining distribution-free concentration inequalities for mixture of independent Bernoulli variables that incorporate a notion of variance. Missing mass is the total probability mass associated to the…
Statistics of molecular random walks in a fluid is considered with the help of Bogolyubov equation for generating functional of distribution functions. An invariance group of this equation is found. It results in many exact relations…
There are two predominant metrics to assess the performance of automated market makers and their profitability for liquidity providers: 'impermanent loss' (IL) and 'loss-versus-rebalance' (LVR). In this short paper we shed light on the…
Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often…