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As a supplement of our previous work, we consider the localized region of the random Schroedinger operators on $l^2({\bf Z}^d)$ and study the point process composed of their eigenvalues and corresponding localization centers. For the…
This contribution derives the exact asymptotic behaviour of the supremum of alpha(t)-locally stationary Gaussian random fields over a finite hypercube. We present two applications of our result; the first one deals with extremes of ggregate…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no…
In this paper, we establish limit theorems for the supremum of the support, denoted by $M_t$, of a supercritical super-Brownian motion $\{X_t, t\ge0\}$ on $\mathbb{R}$. We prove that there exists an $m(t)$ such that $(X_t-m(t), M_t-m(t))$…
Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In…
We study distributed inner product estimation for $n$-qubit states using local randomized measurements, for which rigorous worst-case guarantees are less understood. We first reduce the minimax kernel optimization to Hamming-distance…
We provide a complete picture of the local convergence of critical or subcritical Galton-Watson tree conditioned on having a large number of individuals with out-degree in a given set. The generic case, where the limit is a random tree with…
We consider a diffusion process $X_{t}$ and a skeleton curve $x_{t}(\phi)$ and we give a lower bound for $P(\sup_{t\leq T}d(X_{t},x_{t}(\phi))\leq R)$. This result is obtained under the hypothesis that the strong H\"{o}rmander condition of…
We introduce a family of local inhomogeneous mark-weighted summary statistics, of order two and higher, for general marked point processes. Depending on how the involved weight function is specified, these summary statistics capture…
We extend classic characterisations of posterior distributions under Dirichlet process and gamma random measures priors to a dynamic framework. We consider the problem of learning, from indirect observations, two families of time-dependent…
In this paper we consider non-local (in time) heat equations on time-increasing parabolic sets whose boundary is determined by a suitable curve. We provide a notion of solution for these equations and we study well-posedness under Dirichlet…
Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…
The pervasive presence spatial and size structure in biological populations challenges fundamental assumptions at the heart of continuum models of population dynamics based on mean densities (local or global) only. Individual-based models…
A system of $N$ particles in a chemical medium in $\mathbb{R}^{d}$ is studied in a discrete time setting. Underlying interacting particle system in continuous time can be expressed as \begin{eqnarray} dX_{i}(t) &=&[-(I-A)X_{i}(t) +…
These are lecture notes from a course given at the CRM in Montreal in 1992. They survey the author's attempts to find and understand canonical probabilistic entities in a local field (e.g. p-adic) setting. We propose answers to the related…
We consider a random connection model (RCM) $\xi$ driven by a Poisson process $\eta$. We derive exponential moment bounds for an arbitrary cluster, provided that the intensity $t$ of $\eta$ is below a certain critical intensity $t_T$. The…
In this paper, we investigate temporal clusters of extremes defined as subsequent exceedances of high thresholds in a stationary time series. Two meaningful features of these clusters are the probability distribution of the cluster size and…