Related papers: Functional macroscopic behavior of weighted random…
We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which is an adaptive importance technique useful to sample multimodal target distributions. The importance function is based on the weights (namely the…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
We give a geometrically motivated measure of skewness, define a mean value triangle number, and dispersion (in that order) of a fuzzy number without reference or seeking analogy to the namesake but parallel concepts in probability theory.…
We study a random field obtained by counting the number of balls containing each point, when overlapping balls are thrown at random according to a Poisson random measure. We are particularly interested in the local asymptotical…
We follow the evolution with sample thickness, of intensity statistics for localized light transmitted through layered media in a crossover from one to three dimensions occasioned by transverse disorder. The probability distribution of…
Existing variational mesh functionals often suffer from strong nonlinearity or dependence on empirical parameters.We propose a new variational functional for adaptive moving mesh generation that enforces equidistribution and alignment…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
During last two decades it has been discovered that the statistical properties of a number of microscopically rather different random systems at the macroscopic level are described by {\it the same} universal probability distribution…
We consider random walkers that deform the medium as they move, enabling a faster motion in regions which have been recently visited. This induces an effective attraction between walkers mediated by the medium, which can be regarded as a…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
For certain types of statistical models, the characteristic function (Fourier transform) is available in closed form, whereas the probability density function has an intractable form, typically as an infinite sum of probability weighted…
In this article, we propose some two-sample tests based on ball divergence and investigate their high dimensional behavior. First, we study their behavior for High Dimension, Low Sample Size (HDLSS) data, and under appropriate regularity…
We show that a simple mechanistic model of spatial dispersal for settling organisms, subject to parameter variability, can generate heavy-tailed radial probability density functions. The movement of organisms in the model consists of a…
The learning properties of finite size polynomial Support Vector Machines are analyzed in the case of realizable classification tasks. The normalization of the high order features acts as a squeezing factor, introducing a strong anisotropy…
We consider some aspects of a standard model employed in studies of many-body localization: interacting spinless fermions with quenched disorder, for non-zero filling fraction, here on $d$-dimensional lattices. The model may be recast as an…
The series of papers is devoted to the study of convergence for pairs of surfaces and smooth functions thereon. We model such pairs with varifolds and multiple-valued functions to capture their limits. In the present paper, we study Young…
Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…
This paper assumes a robust stochastic model where a set $\mathcal{P}$ of probability measures replaces the single probability measure of dominated models. We introduce and study $\mathcal{P}$-sensitive functions defined on robust function…
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…
We study scaling properties of stochastic aggregation processes in one dimension. Numerical simulations for both diffusive and ballistic transport show that the mass distribution is characterized by two independent nontrivial exponents…