Related papers: Heavy-tailed targets and (ab)normal asymptotics in…
Diffusion processes with boundaries are models of transport phenomena with wide applicability across many fields. These processes are described by their probability density functions (PDFs), which often obey Fokker-Planck equations (FPEs).…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
In this paper, we solve the joint probability density for the passive and active particles with harmonic, viscous, and perturbative forces. After deriving the Fokker-Planck equation for a passive and a run-and-tumble particles, we…
We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…
We are interested in the large-time behavior of solutions to finite volume discretizations of convection-diffusion equations or systems endowed with non-homogeneous Dirichlet and Neumann type boundary conditions. Our results concern various…
In complex systems such as turbulent flows and financial markets, the dynamics in long and short time-lags, signaled by Gaussian and fat-tailed statistics, respectively, calls for a unified description. To address this issue we analyze a…
For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…
Diffusion models have attracted a lot of attention in recent years. These models view speech generation as a continuous-time process. For efficient training, this process is typically restricted to additive Gaussian noising, which is…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
We solve a non-equilibrium statistical mechanics problem exactly, namely, the single-file dynamics of N hard-core interacting particles (the particles cannot pass each other) of size \Delta diffusing in a one dimensional system of finite…
We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…
Supersonic turbulence occurs in many environments, particularly in astrophysics. In the crucial case of isothermal turbulence, the probability density function (PDF) of the logarithmic density, $s$, is well measured, but a theoretical…
The probability density function (PDF) of flux $R$ is computed in systems with logarithmic non-linearity using a model non-linear dynamical equation. The PDF tails of the first moment flux are analytically predicted to be power law. These…
We derive subexponential tail asymptotics for the distribution of the maximum of a compound renewal process with linear component and of a L\'evy process, both with negative drift, over random time horizon $\tau$ that does not depend on the…
We consider a population dynamics model coupling cell growth to a diffusion in the space of metabolic phenotypes as it can be obtained from realistic constraints-based modelling. In the asymptotic regime of slow diffusion, that coincides…
This paper introduces the Trimmed Functional Empirical Process (TFEP) as a robust framework for statistical inference when dealing with heavy-tailed or skewed distributions, where classical moments such as the mean or variance may be…
We consider the statistics of light amplitude fluctuations for the propagation of a laser beam subjected to multiple filamentation in an amplified Kerr media, with both linear and nonlinear dissipation. Dissipation arrests the catastrophic…
We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…
A class of parabolic cross-diffusion systems modeling the interaction of an arbitrary number of population species is analyzed in a bounded domain with no-flux boundary conditions. The equations are formally derived from a random-walk…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…