Related papers: Over-populated Tails for conservative-in-the-mean …
We reconsider a classical, well-studied problem from applied probability. This is the max-sum equivalence of randomly weighted sums, and the originality is because we manage to include interdependence among the primary random variables, as…
Detailed study of spectral properties and of linear stability is presented for a class of lattice Boltzmann models with a non-ideal equation of state. Examples include the van der Waals and the shallow water models. Both analytical and…
The regularity of solutions to the Boltzmann equation is a fundamental problem in the kinetic theory. In this paper, the case with angular cut-off is investigated. It is shown that the macroscopic parts of solutions to the Boltzmann…
Port-Hamiltonian systems are pertinent representations of many nonlinear physical systems. In this study, we formulate and analyse a general class of stochastic car-following models with a systematic port-Hamiltonian structure. The model…
In this paper, we study the spatially homogeneous inelastic Boltzmann equation for the angular cutoff pseudo-Maxwell molecules with an additional term of linear deformation. We establish the existence of non-Maxwellian self-similar profiles…
In this paper, we study the Boltzmann equation in a close to the hydrodynamic limit regime, set in bounded spatial domains with non-isothermal Maxwell boundary conditions. We establish the existence, uniqueness, and asymptotic stability of…
Impact assessment of natural hazards requires the consideration of both extreme and non-extreme events. Extensive research has been conducted on the joint modeling of bulk and tail in univariate settings; however, the corresponding body of…
We study the behavior of the tail of a measure $\mu^{\boxtimes t}$, where $\boxtimes t$ is the $t$-fold free multiplicative convolution power for $t\geq 1$. We focus on the case where $\mu$ is a probability measure on the positive half-line…
The model of inelastic Maxwell particles (IMP) allows one to derive some exact results which show the strong influence of inelasticity on the nonequilibrium properties of a granular gas. The aim of this work is to propose a simple model…
A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…
The relationship between a response variable and its covariates can vary significantly, especially in scenarios where covariates take on extremely high or low values. This paper introduces a max-linear tail regression model specifically…
Recently, the authors proved [2] that the Maxwell-Stefan system with an incompressibility-like condition on the total flux can be rigorously derived from the multi-species Boltzmann equation. Similar cross-diffusion models have been widely…
For the spatially homogeneous Boltzmann equation with cutoff hard potentials it is shown that solutions remain bounded from above, uniformly in time, by a Maxwellian distribution, provided the initial data have a Maxwellian upper bound. The…
We extend the model of rational bubbles of Blanchard and of Blanchard and Watson to arbitrary dimensions d: a number d of market time series are made linearly interdependent via d times d stochastic coupling coefficients. We first show that…
In this article we study the influence of regularly varying probability measures on additive and multiplicative Boolean convolutions. We introduce the notion of Boolean subexponentiality (for additive Boolean convolution), which extends the…
We prove the propagation of regularity, uniformly in time, for the scaled solutions of one-dimensional dissipative Maxwell models. This result together with the weak convergence towards the stationary state proven by Pareschi and Toscani in…
In this paper we present a formal analysis of the long-time asymptotics of a particular class of solutions of the Boltzmann equation, known as homoenergetic solutions, which have the form $f\left( x,v,t\right)=g\left( v-L\left( t\right)…
This paper addresses the statistical properties of time series driven by rational bubbles a la Blanchard and Watson (1982), corresponding to multiplicative maps, whose study has recently be revived recently in physics as a mechanism of…
The goal of this work is to present an approach to the homogeneous Boltzmann equation for Maxwellian molecules with a physical collision kernel which allows us to construct unique solutions to the initial value problem in a space of…
There are many ways of measuring and modeling tail-dependence in random vectors: from the general framework of multivariate regular variation and the flexible class of max-stable vectors down to simple and concise summary measures like the…