Related papers: Time correlations for the parabolic Anderson model
Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…
By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.
This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…
In the world of multivariate extremes, estimation of the dependence structure still presents a challenge and an interesting problem. A procedure for the bivariate case is presented that opens the road to a similar way of handling the…
We study the total mass of the solution to the parabolic Anderson model on a regular tree with an i.i.d. random potential whose marginal distribution is double-exponential. In earlier work we identified two terms in the asymptotic expansion…
The large-time asymptotics of the solutions to a class of degenerate parabolic cross-diffusion systems is analyzed. The equations model the interaction of an arbitrary number of population species in a bounded domain with no-flux boundary…
In this work, we analyze the asymptotic behavior of the attractors associated with a semilinear parabolic equation subject to homogeneous Neumann boundary conditions and defined on a thin domain $R^\varepsilon \subset \mathbb{R}^{1+n}$. We…
This paper considers a general class of nonparametric time series regression models where the regression function can be time-dependent. We establish an asymptotic theory for estimates of the time-varying regression functions. For this…
A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework contains several classical queueing network models, including generalized…
The success of large-scale models in recent years has increased the importance of statistical models with numerous parameters. Several studies have analyzed over-parameterized linear models with high-dimensional data, which may not be…
This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…
We study a discrete time multitype branching random walk on a finite space with finite set of types. Particles follow a Markov chain on the spatial space whereas offspring distributions are given by a random field that is fixed throughout…
We study the temporal evolution of a coherent state under the action of a parametric oscillator and a nonlinear Kerr-like medium. We make use of the interaction picture representation and use an exact time evolution operator for the time…
We study the large time behavior of solutions to fully nonlinear parabolic equations of Hamilton-Jacobi-Bellman type arising typically in stochastic control theory with control both on drift and diffusion coefficients. We prove that, as…
We study the large time behavior of solutions to the wave equation with space-dependent damping in an exterior domain. We show that if the damping is effective, then the solution is asymptotically expanded in terms of solutions of…
We investigate the effect of small diffusion on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions in one dimensional space. The asymptotic behaviors of the principal eigenvalues, as…
Classical models for multivariate or spatial extremes are mainly based upon the asymptotically justified max-stable or generalized Pareto processes. These models are suitable when asymptotic dependence is present, i.e., the joint tail…
We study conditions under which integer sequences with independent, identically distributed gaps are asymptotically $k$-complete, meaning that every sufficiently large integer can be represented as the sum of exactly $k$ distinct elements…
We study asymptotic synchronization at the level of global attractors in a class of coupled second order in time models which arises in dissipative wave and elastic structure dynamics. Under some conditions we prove that this…
We consider abstract evolution equations with on-off time delay feedback. Without the time delay term, the model is described by an exponentially stable semigroup. We show that, under appropriate conditions involving the delay term, the…