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We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…
The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…
We address the important question of the extent to which random variables and vectors with truncated power tails retain the characteristic features of random variables and vectors with power tails. We define two truncation regimes, soft…
We investigate spatial random graphs defined on the points of a Poisson process in $d$-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the…
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…
We consider disordered pinning models, when the return time distribution of the underlying renewal process has a polynomial tail with exponent $\alpha \in (1/2,1)$. This corresponds to a regime where disorder is known to be relevant, i.e.…
We study the tail asymptotics of the sum of two heavy-tailed random variables. The dependence structure is modeled by copulas with the so-called tail order property. Examples are presented to illustrate the approach. Further for each…
We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…
Motivated by the study of the directed polymer model with mobile Poissonian traps or catalysts and the stochastic parabolic Anderson model with time dependent potential, we investigate the asymptotic behavior of…
We consider stationary configurations of points in Euclidean space which are marked by positive random variables called scores. The scores are allowed to depend on the relative positions of other points and outside sources of randomness.…
A model of Poissonian observation having a jump (change-point) in the intensity function is considered. Two cases are studied. The first one corresponds to the situation when the jump size converges to a non-zero limit, while in the second…
The dynamics of a one-dimensional self-gravitating medium, with initial density almost uniform is studied. Numerical experiments are performed with ordered and with Gaussian random initial conditions. The phase space portraits are shown to…
A system of stochastic differential equations for the velocity and density of a classical self-gravitating matter is investigated by means of the field theoretic renormalization group. The existence of two types of large-scale scaling…
The isoscalar toroidal dipole strength distributions in spherical nuclei are calculated in the framework of a fully consistent relativistic random phase approximation. It is suggested that the recently observed "low-lying component of the…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
We consider the random deposition of objects of variable width and height over a line. The successive additions of these structures create a random interface. We focus on the regime of heavy tailed distributions of the structure width. When…
We consider random rooted maps without regard to their genus, with fixed large number of edges, and address the problem of limiting distributions for six different parameters: vertices, leaves, loops, root edges, root isthmus, and root…
We show how sign problems in simulations of many-body systems can manifest themselves in the form of heavy-tailed correlator distributions, similar to what is seen in electron propagation through disordered media. We propose an alternative…
We recall the directed graph of _juggling states_, closed walks within which give juggling patterns, as studied by Ron Graham in [w/Chung, w/Butler]. Various random walks in this graph have been studied before by several authors, and their…
Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on $\Bbb{Z}^d$ where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized…