Related papers: Airy processes and variational problems
In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…
At a typical cusp point of the disordered region in a random tiling model we expect to see a determinantal process called the Pearcey process in the appropriate scaling limit. However, in certain situations another limiting point process…
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…
The random flights are (continuous time) random walkswith finite velocity. Often, these models describe the stochastic motions arising in biology. In this paper we study the large time asymptotic behavior of random flights. We prove the…
In this paper we consider a probability distribution on plane partitions, which arises as a one-parameter generalization of the q^{volume} measure. This generalization is closely related to the classical multivariate Hall-Littlewood…
This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain…
A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are computed. Different implementations have been made available…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…
There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…
Atmospheric flows exhibit selfsimilar fractal spacetime fluctuations manifested as the fractal geometry to global cloud cover pattern and inverse power law form for power spectra of meteorological parameters such as windspeed, temperature,…
We establish a thermodynamic limit and Gaussian fluctuations for the height and surface width of the random interface formed by the deposition of particles on surfaces. The results hold for the standard ballistic deposition model as well as…
We consider the dynamics of a 1D system evolving according to a deterministic drift and randomly forced by two types of jumps processes, one representing an external, uncontrolled forcing and the other one a control that instantaneously…
We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(\mu,\mu)$ distributed random variables, with a specific…
If a point particle moves chaotically through a periodic array of scatterers the associated transport coefficients are typically irregular functions under variation of control parameters. For a piecewise linear two-parameter map we analyze…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
We consider the topology of simplicial complexes with vertices the points of a random point process and faces determined by distance relationships between the vertices. In particular, we study the Betti numbers of these complexes as the…
We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…
Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…