Related papers: Probabilistic View of Explosion in an Inelastic Ka…
We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…
In this paper we continue the analytical study of the sabra shell model of energy turbulent cascade initiated in \cite{CLT05}. We prove the global existence of weak solutions of the inviscid sabra shell model, and show that these solutions…
Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…
This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
An extension of the Born rule, the {\it quantum typicality rule}, has recently been proposed [B. Galvan: Found. Phys. 37, 1540-1562 (2007)]. Roughly speaking, this rule states that if the wave function of a particle is split into…
In practical optimization problems, we typically model uncertainty as a random variable though its true probability distribution is unobservable to the decision maker. Historical data provides some information of this distribution that we…
A location- and scale-invariant predictor is constructed which exhibits good probability matching for extreme predictions outside the span of data drawn from a variety of (stationary) general distributions. It is constructed via the…
Under the continuous assumption on the generator $g$, Briand et al. [Electron. Comm. Probab. 5 (2000) 101--117] showed some connections between $g$ and the conditional $g$-expectation $({\mathcal{E}}_g[\cdot|{\mathcal{F}}_t])_{t\in[0,T]}$…
In this paper we show that the family P_d of probability distributions on R^d with log-concave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence…
From the perspective of non-equilibrium statistical mechanics, modeling the velocity distribution of particles in non-equilibrium, steady-state plasmas presents a significant challenge. Under this context, a family of kappa distributions…
Advances in computing power enable more widespread use of the mode, which is a natural measure of central tendency since, as the most probable value, it is not influenced by the tails in the distribution. The properties of the half-sample…
We study analytically the dynamics of a ball bouncing inelastically on a randomly vibrating platform, as a simple toy model of inelastic collapse. Of principal interest are the distributions of the number of flights n_f till the collapse…
We investigate the problem of ballistically controlled reactions where particles either annihilate upon collision with probability $p$, or undergo an elastic shock with probability $1-p$. Restricting to homogeneous systems, we provide in…
We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…
For a system consisting of several Dirac fields and a particle, we study the Cauchy problem with random initial data. We assume that the initial measure has zero mean value, a finite mean charge density, a translation-invariant covariance…
Preconception-free analyses of the inclusive invariant transverse-momentum distribution data taken from the measurements of Au+Au collisions at $\sqrt{s_{NN}}=130$ GeV and $\sqrt{s_{NN}}=200$ GeV have been performed. It is observed that the…
We develop a probabilistic framework based on the conjunction of states of information between data and model, to jointly retrieve earthquake source parameters and anelastic attenuation factor from inversion of displacement amplitude…
We study the nonequilibrium steady state realized in a general stochastic system attached to multiple heat baths and/or driven by an external force. Starting from the detailed fluctuation theorem we derive concise and suggestive expressions…
The spatial distribution of galaxies is a highly complex phenomenon currently impossible to predict deterministically. However, by using a statistical $\textit{bias}$ relation, it becomes possible to robustly model the average abundance of…