Related papers: On Exceptional Times for generalized Fleming-Viot …
Functionals of a stochastic process Y(t) model many physical time-extensive observables, e.g. particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are…
For a certain class of isolated quantum systems, we report the existence of irreversible processes in which the energy is not dissipated. After a closed cycle in which the initial energy distribution is fully recovered, the expectation…
The second author had previously obtained explicit generating functions for moments of characteristic polynomials of permutation matrices (n points). In this paper, we generalize many aspects of this situation. We introduce random shifts of…
We consider a one-dimensional stationary time series of fixed duration $T$. We investigate the time $t_{\rm m}$ at which the process reaches the global maximum within the time interval $[0,T]$. By using a path-decomposition technique, we…
We study the global in time existence and long time asymptotics of solutions to the parabolic-elliptic Patlak-Keller-Segel system for the multi-species populations in the whole Euclidean space $\mathbb{R}^2.$ We prove that at the borderline…
We prove a conjecture of Diaconis and Freedman (Ann. Probab. 1980) characterising the extreme points of the set of partially-exchangeable processes on a countable set. More concretely, we prove that the partially exchangeable sigma-algebra…
We investigate the extremal process of four-dimensional membrane models as the size of the lattice $N$ tends to infinity. We prove the cluster-like geometry of the extreme points and the existence as well as the uniqueness of the extremal…
We consider several Hamiltonian systems perturbed by external agents, that preserve their Hamiltonian structure. We investigate the corrections to the canonical statistics resulting from coupling such systems with possibly large but finite…
In this paper, we consider a class of generalized continuous-state branching processes obtained by Lamperti type time changes of spectrally positive L\'evy processes using different rate functions. When explosion occurs to such a process,…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
A general formlulation for discrete-time quantum mechanics, based on Feynman's method in ordinary quantum mechanics, is presented. It is shown that the ambiguities present in ordinary quantum mechanics (due to noncommutativity of the…
We establish the general equivalence between rare event process for arbitrary continuous functions whose maximal values are achieved on non-trivial sets, and the entry times distribution for arbitrary measure zero sets. We then use it to…
We are concerned with large-time behaviors of solutions for Vlasov--Navier--Stokes equations in two dimensions and Vlasov-Stokes system in three dimensions including the effect of velocity alignment/misalignment. We first revisit the…
There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…
The measure-valued Fleming-Viot process is a diffusion which models the evolution of allele frequencies in a multi-type population. In the neutral setting the Kingman coalescent is known to generate the genealogies of the "individuals" in…
We consider the extreme value theory of a hyperbolic toral automorphism $T: \mathbb{T}^2 \to \mathbb{T}^2$ showing that if a H\"older observation $\phi$ which is a function of a Euclidean-type distance to a non-periodic point $\zeta$ is…
We construct a constant size population model allowing for general selective interactions and extreme reproductive events. It generalizes the idea of (Krone and Neuhauser 1997) who represented the selection by allowing individuals to sample…
Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…
We consider the exchangeable fragmentation-coagulation (EFC) processes, where the coagulations are multiple and not simultaneous, as in a $\Lambda$-coalescent, and the fragmentations dislocate at finite rate an individual block into…
We derive precise upper bounds for the maximum of the Riemann zeta function on a typical short interval of the critical line. We show that for fixed $\theta\in(-1,0]$, large $T$, and $y\geq 2$ satisfying $y=O(\log\log T/\log\log\log T)$,…