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Some of the most exciting recent advancements in heat conduction physics have been motivated, enabled, or achieved by the thermal management community that ITherm serves so effectively. In this paper we highlight the resulting renaissance…
Large deviation principles and related results are given for a class of Markov chains associated to the "leaves" in random recursive trees and preferential attachment random graphs, as well as the "cherries" in Yule trees. In particular,…
We study a simple random walk on an n-dimensional hypercube. For any starting position we find the probability of hitting vertex a before hitting vertex b, whenever a and b share the same edge. This generalizes the model in Doyle, P., and…
Correction to The Annals of Statistics (2006) 34, 1013--1044 [URL: http://projecteuclid.org/euclid.aos/1151418250]
Given a branching random walk $(Z_n)_{n\geq0}$ on $\mathbb{R}$, let $Z_n(A)$ be the number of particles located in interval $A$ at generation $n$. It is well known (e.g., \cite{biggins}) that under some mild conditions, $Z_n(\sqrt…
We present an analytical technique to compute the probability of rare events in which the largest eigenvalue of a random matrix is atypically large (i.e.\ the right tail of its large deviations). The results also transfer to the left tail…
The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast enough. If they do not, the large deviations change…
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…
In this review paper we aim at illustrating recent achievements in anomalous heat diffusion, while highlighting open problems and research perspectives. We briefly recall the main features of the phenomenon for low-dimensional classical…
A Comment on the Letter by D. Hemanth Kumar et al., Phys. Rev. Lett. 93, 144301 (2004)
In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…
We characterize the complex, heavy-tailed probability distribution functions (pdf) describing the response and its local extrema for structural systems subjected to random forcing that includes extreme events. Our approach is based on the…
We study the lower tail large deviation problem for subgraph counts in a random graph. Let $X_H$ denote the number of copies of $H$ in an Erd\H{o}s-R\'enyi random graph $\mathcal{G}(n,p)$. We are interested in estimating the lower tail…
We study the resonant scattering for discrete time quantum walks on graphs with some tails. In our arguments, we reduce the study of resonances to the perturbation of eigenvalues of a finite rank matrix associated with the internal graph.…
We study the extreme events taking place on complex networks. The transport on networks is modelled using random walks and we compute the probability for the occurance and recurrence of extreme events on the network. We show that the nodes…
Programs with randomization constructs is an active research topic, especially after the recent introduction of martingale-based analysis methods for their termination and runtimes. Unlike most of the existing works that focus on proving…
Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have been investigated in detail. To describe rare events the rate…
We study the heat conductivity in Anderson insulators in the presence of power-law interaction. Particle-hole excitations built on localized electron states are viewed as two-level systems randomly distributed in space and energy and…
I report a new statistical distribution formulated to confront the infamous, long-standing, computational/modeling challenge presented by highly skewed and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is straightforward,…
We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…