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We consider random processes that are history-dependent, in the sense that the distribution of the next step of the process at any time depends upon the entire past history of the process. In general, therefore, the Markov property cannot…
A one-parameter family of point processes describing the distribution of the critical points of the characteristic polynomial of large random Hermitian matrices on the scale of mean spacing is investigated. Conditionally on the Riemann…
We define a (chaotic) deterministic variant of random multiplicative cascade models of turbulence. It preserves the hierarchical tree structure, thanks to the addition of infinitesimal noise. The zero-noise limit can be handled by…
The paper demonstrates that the canonical probability distribution of the occupancy numbers of a bosonic system is multinomial, and shows how the thermodynamics of the canonical system descends from this distribution. The categorical…
This paper investigates the estimation of the self-similarity parameter in fractional processes. We re-examine the Kolmogorov-Smirnov (KS) test as a distribution-based method for assessing self-similarity, emphasizing its robustness and…
We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…
We study various classes of random processes defined on the regular tree $T_d$ that are invariant under the automorphism group of $T_d$. Most important ones are factor of i.i.d. processes (randomized local algorithms), branching Markov…
A general result on the method of randomized stopping is proved. It is applied to optimal stopping of controlled diffusion processes with unbounded coefficients to reduce it to an optimal control problem without stopping. This is motivated…
We propose an application of the Kolmogorov-Smirnov test for rapidity distributions of individual events in ultrarelativistic heavy ion collisions. The test is particularly suitable to recognise non-statistical differences between the…
We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial…
Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…
We consider multitype Markovian branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence…
Famously, a $d$-dimensional, spatially homogeneous random walk whose increments are non-degenerate, have finite second moments, and have zero mean is recurrent if $d \in \{1,2\}$ but transient if $d \geq 3$. Once spatial homogeneity is…
This paper studies: (i) the long time behaviour of the empirical distribution of age and normalised position of an age dependent critical branching Markov process conditioned on non-extinction; and (ii) the super-process limit of a sequence…
The emergence upon cooling of an ordered solid phase from a liquid is a remarkable example of self-assembly, which has also major practical relevance. Here, we use a recently developed committor-based enhanced sampling method [Kang et al.,…
We introduce a class of infinitely renormalizable, unicritical diffeomorphisms of the disk (with a non-degenerate "critical point"). In this class of dynamical systems, we show that under renormalization, maps eventually become…
We consider a supercritical general branching population where the lifetimes of individuals are i.i.d. with arbitrary distribution and each individual gives birth to new individuals at Poisson times independently from each others. The…
In this paper the Turing pattern formation mechanism of a two component reaction-diffusion system modeling the Schnakenberg chemical reaction coupled to linear cross-diffusion terms is studied. The linear cross-diffusion terms favors the…
We study two families of QBD processes with linear rates: (A) the multiserver retrial queue and its easier relative; and (B) the multiserver M/M/infinity Markov modulated queue. The linear rates imply that the stationary probabilities…
Multiplicity fluctuations of intermediate-mass fragments are studied with the percolation model. It is shown that super-Poissonian fluctuations occur near the percolation transition and that this behavior is associated with the…