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We show that the supremum of the average of the Airy process and its time reversal minus a parabola is distributed as the maximum of two independent GUE Tracy-Widom random variables. The proof is obtained by considering a directed last…
We generalise the Erdos-Renyi limit theorem on the maximum of the partial sums of random variables to the case when the number of terms in these sums is randomly distributed. Certain relations between the limiting theorems of this type and…
We establish a comprehensive probability theory for coherent transport of random waves through arbitrary linear media. The transmissivity distribution for random coherent waves is a fundamental B-spline with knots at the transmission…
We consider random dynamical systems on manifolds modeled by a skew product which have certain geometric properties and whose measures satisfy quenched decay of correlations at a sufficient rate. We prove that the limiting distribution for…
The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this…
The analysis of diffusive energy spreading in quantized chaotic driven systems, leads to a universal paradigm for the emergence of a quantum anomaly. In the classical approximation a driven chaotic system exhibits stochastic-like diffusion…
Darwinian evolution can be modeled in general terms as a flow in the space of fitness (i.e. reproductive rate) distributions. In the diffusion approximation, Tsimring et al. have showed that this flow admits "fitness wave" solutions:…
We introduce a new class of sparse sequences that are ergodic and pointwise universally $L^2$-good for ergodic averages. That is, sequences along which the ergodic averages converge almost surely to the projection to invariant functions.…
We demonstrate that distributions of human response times have power-law tails and, among closed-form distributions, are best fit by the generalized inverse gamma distribution. We speculate that the task difficulty tracks the half-width of…
The dynamics of one dimensional iterative maps in the regime of fully developed chaos is studied in detail. Motivated by the observation of dynamical structures around the unstable fixed point we introduce the geometrical concept of a…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…
We consider Gibbs distributions on finite random plane trees with bounded branching. We show that as the order of the tree grows to infinity, the distribution of any finite neighborhood of the root of the tree converges to a limit. We…
In route selection problems, the driver's personal preferences will determine whether she prefers a route with a travel time that has a relatively low mean and high variance over one that has relatively high mean and low variance. In…
We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…
In this paper we analyze the transport of passive tracers by deterministic stationary incompressible flows which can be decomposed over an infinite number of spatial scales without separation between them. It appears that a low order…
In this paper, we develop a novel high-dimensional time-varying coefficient estimation method, based on high-dimensional It\^o diffusion processes. To account for high-dimensional time-varying coefficients, we first estimate local (or…
A number of discrete time, finite population size models in genetics describing the dynamics of allele frequencies are known to converge (subject to suitable scaling) to a diffusion process in the infinite population limit, termed the…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…