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This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average fields…
We show that for systems that allow a Young tower construction with polynomially decaying correlations the return times to metric balls are in the limit Poisson distributed. We also provide error terms which are powers of logarithm of the…
We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. This random walk is assumed to be skip free in the direction to the boundary of the quadrant, but may have unbounded jumps in the opposite direction,…
This thesis examines edge-reinforced random walks with some modifications to the standard definition. An overview of known results relating to the standard model is given and the proof of recurrence for the standard linearly edge-reinforced…
Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…
We consider the motion of a particle in a random isotropic force field. Assuming that the force field arises from a Poisson field in $\mathbb{R}^d$, $d \geq 4$, and the initial velocity of the particle is sufficiently large, we describe the…
Bosons carrying a conserved charge can form stable bound states if their Lagrangian contains attractive self-interactions. Bound-state configurations with a large charge $Q$ can be described classically and are denoted as Q-balls, their…
The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics. Events are frequently weighted according to their acceptance or…
Suppose that the edges of a complete graph are assigned weights independently at random and we ask for the weight of the minimal-weight spanning tree, or perfect matching, or Hamiltonian cycle. For these and several other common…
In this thesis the properties of two kinds of non-uniform random recursive trees are studied. In the first model weights are assigned to each node, thus altering the attachment probabilities. We will call these trees weighted recursive…
McKay proved that the limiting spectral measures of the ensembles of $d$-regular graphs with $N$ vertices converge to Kesten's measure as $N\to\infty$. In this paper we explore the case of weighted graphs. More precisely, given a large…
Let $\{X_i\}$ be a sequence of independent identically distributed random variables with an intermediate regularly varying (IR) right tail $\bar{F}$. Let $(N, C_1, ..., C_N)$ be a nonnegative random vector independent of the $\{X_i\}$ with…
We study the diffusion of a particle on a random lattice with fluctuating local connectivity of average value q. This model is a basic description of relaxation processes in random media with geometrical defects. We analyze here the…
Motivated by a bidimensional discrete-time risk model in insurance, we study the second-order asymptotics for two kinds of tail probabilities of the stochastic discounted value of aggregate net losses including two business lines. These are…
We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…
We study heavy-tailed Hermitian random matrices that are unitarily invariant. The invariance implies that the eigenvalue and eigenvector statistics are decoupled. The motivating question has been whether a freely stable random matrix has…
Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…
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…
The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…
We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves…