Related papers: On the asymptotics of moments of linear random rec…
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…
We analyse the motion of a system of particles subjected a random force fluctuating in both space and time, and experiencing viscous damping. When the damping exceeds a certain threshold, the system undergoes a phase transition: the…
We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…
We explore the asymptotic distributions of sequences of integer-valued additive functions defined on the symmetric group endowed with the Ewens probability measure as the order of the group increases. Applying the method of factorial…
The study of the number of collisions in a Poisson-Dirichlet coalescent leads to the analysis of the following version of a stochastic leader-elec\-tion algorithm. Consider an infinite family of persons, labeled by $1,2,3,\ldots$, who…
Consider the following interacting particle system on the $d$-ary tree, known as the frog model: Initially, one particle is awake at the root and i.i.d. Poisson many particles are sleeping at every other vertex. Particles that are awake…
In observational studies with time-to-event outcomes, the g-formula can be used to estimate a treatment effect in the presence of confounding factors. However, the asymptotic distribution of the corresponding stochastic process is…
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…
Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and…
We consider several stochastic service systems, and study the asymptotic behavior of the moments of various quantities that have application to models for random interval graphs and algorithms for searching for an idle server or empty…
We trace with analytical methods and in a model parameter independent manner the independent bits of Fisher information of each of the moments of the lognormal distribution, as a now standard prescription for the distribution of the…
We consider the long time asymptotic behavior of a large system of $N$ linear differential equations with random coefficients. We allow for general elliptic correlation structures among the coefficients, thus we substantially generalize our…
Discrete random probability measures are a key ingredient of Bayesian nonparametric inferential procedures. A sample generates ties with positive probability and a fundamental object of both theoretical and applied interest is the…
The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
We study the asymptotic number of certain monotonically labeled increasing trees arising from a generalized evolution process. The main difference between the presented model and the classical model of binary increasing trees is that the…
We give a new global presentation of our results on the asymptotic behavior of an iteration. This paper brings many improvements and corrections to our previous preprints on the subject. Among the applications, we use new methods to compute…
We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…
Interplay between quantum interference and classical randomness can enhance performance of various quantum information tasks. In the present paper we analyze recurrence phenomena in the discrete-time quantum stochastic walk on a line, which…
We present an experimental demonstration of boson sampling enhanced by optical feedback lines, a novel approach that introduces temporal correlations among photons to amplify computational complexity. We utilize a 25-mode femtosecond…