Related papers: A sharp Abelian theorem for the Laplace transform

We study high-dimensional Laplace-type integrals $I(\lambda):=(\lambda/2\pi)^{d/2}\int_{\mathbb R^d} g(x)e^{-\lambda f(x)}dx$ in the regime where both $d$ and $\lambda$ are large. Existing rigorous Laplace-expansion results in growing…

In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…

We are interested in the effect of Dirichlet boundary conditions on the nodal length of Laplace eigenfunctions. We study random Gaussian Laplace eigenfunctions on the two dimensional square and find a two terms asymptotic expansion for the…

The local eigenvalue statistics of large random matrices near a hard edge transitioning into a soft edge are described by the Bessel process associated with a large parameter $\alpha$. For this point process, we obtain 1) exponential moment…

Using a renormalization group motivated smoothing technique, we investigate the large scale structure of lattice configurations at finite temperature, concentrating on Abelian monopoles identified in the maximally Abelian, the Laplacian…

In a recent article the authors obtained a formula which relates explicitly the tail of risk neutral returns with the wing behavior of the Black Scholes implied volatility smile. In situations where precise tail asymptotics are unknown but…

We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Gr\"ubel showed that the tails of $R$ are no heavier than…

Let $1 < p < \infty$, $p\neq 2$. We prove that if $d\geq d_p$ is sufficiently large, and $A\subs\R^d$ is a measurable set of positive upper density then there exists $\la_0=\la_0(A)$ such for all $\la\geq\la_0$ there are $x,y\in\R^d$ such…

Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with…

In this paper, asymptotic behavior of convolution of distributions belonging to two subclasses of distributions with exponential tails are considered, respectively. The precise second-order tail asymptotics of the convolutions are derived…

We characterize the quasiasymptotic behavior of distributions in terms of a Tauberian theorem for ridgelet transforms.

In position space the interaction terms of soft-collinear effective theory must be multipole-expanded to obtain interaction terms with homogeneous scaling behaviour. In this note we provide a manifestly gauge-invariant formulation of the…

In this short note we study how well a Gaussian distribution can be approximated by distributions supported on $[-a,a]$. Perhaps, the natural conjecture is that for large $a$ the almost optimal choice is given by truncating the Gaussian to…

In a previous paper, the authors proved a conjecture of Lalley and Sellke that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a Gumbel distribution. The result is…

We study the asymptotic behaviour of the tail of the distribution of the first passage time of a L\'evy process over a one-sided moving boundary. Our main result states that if the boundary behaves as $t^{\gamma}$ for large $t$ for some…

With motivation from K. D\c{e}bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $\alpha(t)$-locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance…

Yield stress materials flow if a sufficiently large shear stress is ap- plied. Although such materials are ubiquitous and relevant for indus- try, there is no accepted microscopic description of how they yield, even in the simplest…

Due to its inherent intertwinement with irreversibility, entropy production is a prime observable to monitor in systems of active particles. In this numerical study, entropy production in the liquid, hexatic and solid phases of a…

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…