Related papers: Statistical mixing and aggregation in Feller diffu…
We begin by reviewing some probabilistic results about the Dirichlet Process and its close relatives, focussing on their implications for statistical modelling and analysis. We then introduce a class of simple mixture models in which…
The mean-field analysis of a multi-population agent-based model is performed. The model couples a particle dynamics driven by a nonlocal velocity with a Markow-type jump process on the probability that each agent has of belonging to a given…
We propose a new model and estimation framework for spatiotemporal streamflow exceedances above a threshold that flexibly captures asymptotic dependence and independence in the tail of the distribution. We model streamflow using a mixture…
In recent decades, it has been emphasized that the evolving structure of networks may be shaped by interaction principles that yield sparse graphs with a vertex degree distribution exhibiting an algebraic tail, and other structural traits…
We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…
Since the turn of the century, there has been increased interest in the application of heavy-tailed distributions, particularly stable distributions, to problems in physics and finance. Although, the tails of stable distributions provide a…
This paper continues our survey about the mean-field derivation of the two-dimensional signal-dependent Keller-Segel system studied in [1]. Therefore, we consider the same system of moderately interacting particles as before. The difference…
Extrapolation from a source to a target, e.g., from adults to children, is a promising approach to utilizing external information when data are sparse. In the context of meta-analysis, one is commonly faced with a small number of studies,…
We study the two-species diffusion-annihilation process, $A+B\rightarrow$ \O, on the fully-connected lattice. Probability distributions for the number of particles and the reaction time are obtained for a finite-size system using a master…
Recent studies have shown that in the presence of noise both fronts propagating into a metastable state and so-called pushed fronts propagating into an unstable state, exhibit diffusive wandering about the average position. In this paper we…
An expanded family of mixtures of multivariate power exponential distributions is introduced. While fitting heavy-tails and skewness has received much attention in the model-based clustering literature recently, we investigate the use of a…
As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions spreading. In this model, agents congregate to form some clusters, which…
We present a spectral-theoretic approach to time-average statistical mechanics for general, non-equilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic…
We study the empirical version of halfspace depths with the objective of establishing a connection between the rates of convergence and the tail behaviour of the corresponding underlying distributions. The intricate interplay between the…
This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…
Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…
Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We introduce a…
In the environmental modeling field, the exploratory analysis of responses often exhibits spatial correlation as well as some non-Gaussian attributes such as skewness and/or heavy-tailedness. Consequently, we propose a general spatial model…
The random variable $1+z_1+z_1z_2+\dots$ appears in many contexts and was shown by Kesten to exhibit a heavy tail distribution. We consider natural extensions of this variable and its associated recursion to $N \times N$ matrices either…
The volume fluctuations in statistical mechanics are discussed. First, the volume fluctuations in ensembles with a fixed external pressure, the so called pressure ensembles, are considered. Second, a generalization of the pressure ensembles…