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A Bernoulli scheme with unequal harmonic success probabilities is investigated, together with some of its natural extensions. The study includes the number of successes over some time window, the times to (between) successive successes and…
We systematically characterize the dynamical evolution of time-parity (PT )-symmetric two-level systems with spin-dependent dissipations. If the control parameters of the gap are linearly tuned with time, the dynamical evolution can be…
Through a straightforward Bayesian approach we show that under some general conditions a maximum running time, namely the number of discrete steps performed by a computer program during its execution, can be defined such that the…
We demonstrate the dual accelerating Airy-Talbot recurrence effect, i.e., the self-imaging of accelerating optical beams, by propagating a superposition of Airy beams with successively changing transverse displacements. The dual Airy-Talbot…
We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…
It is shown explicitly how self-similar graphs can be obtained as `blow-up' constructions of finite cell graphs $\hat C$. This yields a larger family of graphs than the graphs obtained by discretising continuous self-similar fractals. For a…
We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…
Transition probabilities for a class of two level systems described by explicitly time dependent Hamiltonians are considered. Provided only that the approach to the infinite time limit is non-trivial falling at least as fast as 1/t for…
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…
In a discrete-time setting, we consider an arrival process $\left\{\xi_n \, \middle| \, n = 1, 2, \ldots \right\}$, which models the occurrence of events, and a corresponding point process $\left\{H_n \, \middle| \, n = 1, 2, \ldots…
Discrete random probability measures are a key ingredient of Bayesian nonparametric inferential procedures. A sample generates ties with positive probability and a fundamental object of both theoretical and applied interest is the…
We outline an approach recently used to prove formulae for the multiplicative constants in the asymptotics for the sine-kernel and Airy-kernel determinants appearing in random matrix theory and related areas.
Propagation of uncertainty in dynamical systems is a significant challenge. Here we focus on random multiscale ordinary differential equation models. In particular, we study Hopf bifurcation in the fast subsystem for random initial…
We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the…
We consider a symmetric exclusion process on a discrete interval of $S$ points with various boundary conditions at the endpoints. We study the asymptotic decay of correlations as $S\to\infty$. The main result is asymptotic independence of a…
Transitions between steady dynamical regimes in diverse applications are often modelled using discontinuities, but doing so introduces problems of uniqueness. No matter how quickly a transition occurs, its inner workings can affect the…
We show that the supremum of the average of the Airy process and its time reversal minus a parabola is distributed as the maximum of two independent GUE Tracy-Widom random variables. The proof is obtained by considering a directed last…
We consider the asymptotic behavior of posterior distributions and Bayes estimators based on observations which are required to be neither independent nor identically distributed. We give general results on the rate of convergence of the…
This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…
We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome but purely technical computations and requires the…