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In the presence of model risk, it is well-established to replace classical expected values by worst-case expectations over all models within a fixed radius from a given reference model. This is the "robustness" approach. We show that…

Risk Management · Quantitative Finance 2015-10-07 Thomas Kruse , Judith C. Schneider , Nikolaus Schweizer

We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…

Econometrics · Economics 2026-01-27 Xuan Leng , Jiaming Mao , Yutao Sun

We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…

Probability · Mathematics 2018-06-14 Nicolas Robles , Dirk Zeindler

Let K be a convex set in R d and let K $\lambda$ be the convex hull of a homogeneous Poisson point process P $\lambda$ of intensity $\lambda$ on K. When K is a simple polytope, we establish scaling limits as $\lambda$ $\rightarrow$ $\infty$…

Probability · Mathematics 2016-02-22 Pierre Calka , J. E. Yukich

Although coarse-grained models have been widely used to explain exotic phenomena in complex fluids, such as droplet formation in living cells, these conventional approaches often fail to capture the intricate microscopic degrees of freedom…

Soft Condensed Matter · Physics 2025-06-13 Masanari Shimada , Tetsuya J. Kobayashi

Consider a spherical Poisson Boolean model $Z$ in Euclidean $d$-space with $d \geq 2$, with Poisson intensity $t$ and radii distributed like $rY$ with $r \geq 0$ a scaling parameter and $Y$ a fixed nonnegative random variable with finite…

Probability · Mathematics 2025-06-12 Mathew D. Penrose , Xiaochuan Yang

In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…

Probability · Mathematics 2014-11-25 R. Garra , E. Orsingher

Understanding the phase behavior of mixtures with many components is important in many contexts, including as a key step toward a physics-based description of intracellular compartmentalization. Here, we study the instabilities of a mixture…

Statistical Mechanics · Physics 2023-08-16 Filipe C Thewes , Matthias Krüger , Peter Sollich

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

Probability · Mathematics 2020-01-09 Luca Angelani , Roberto Garra

We study the growth of structures in modified gravity models where the Poisson equation and the relationship between the two Newtonian potentials are modified by explicit functions of space and time. This parameterisation applies to the…

Cosmology and Nongalactic Astrophysics · Physics 2012-10-24 Philippe Brax , Patrick Valageas

We study the asymptotic behavior of the maximum interpoint distance of random points in a $d$-dimensional set with a unique diameter and a smooth boundary at the poles. Instead of investigating only a fixed number of $n$ points as $n$ tends…

Probability · Mathematics 2017-09-13 Michael Schrempp

Dense, disordered packings of particles are useful models of low-temperature amorphous phases of matter, biological systems, granular media, and colloidal systems. The study of dense packings of nonspherical particles enables one to…

Soft Condensed Matter · Physics 2022-05-09 Charles Emmett Maher , Frank H. Stillinger , Salvatore Torquato

We present a model to compute baryon and meson transverse momentum distributions, and their ratios, in relativistic heavy-ion collisions. The model allows to compute the probability to form colorless bound states of either two or three…

High Energy Physics - Phenomenology · Physics 2015-06-17 Eleazar Cuautle , Alejandro Ayala

This paper deals with the union set of a stationary Poisson process of cylinders in $\mathbb{R}^n$ having an $(n-m)$-dimensional base and an $m$-dimensional direction space, where $m\in\{0,1,\ldots,n-1\}$ and $n\geq 2$. The concept…

Probability · Mathematics 2021-11-09 Carina Betken , Matthias Schulte , Christoph Thäle

This study extends a prior investigation of limit shapes for partitions of integers, which was based on analysis of sums of geometric random variables. Here we compute limit shapes for grand canonical Gibbs ensembles of partitions of sets,…

Mathematical Physics · Physics 2021-05-12 Ibrahim Fatkullin , Jianfei Xue

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

Methodology · Statistics 2020-07-14 Fernand A. Quintana , Peter Mueller , Alejandro Jara , Steven N. MacEachern

Mixture transition distribution time series models build high-order dependence through a weighted combination of first-order transition densities for each one of a specified number of lags. We present a framework to construct stationary…

Methodology · Statistics 2025-02-25 Xiaotian Zheng , Athanasios Kottas , Bruno Sansó

We establish the sharpness of the percolation phase transition for a class of infinite-range weighted random connection models. The vertex set is given by a marked Poisson point process on $\mathbb{R}^d$ with intensity $\lambda>0$, where…

Probability · Mathematics 2025-12-29 Alejandro Caicedo , Leonid Kolesnikov

Exploiting the azimuthal angle dependence of the density matrices we construct observables that directly measure the spin of a heavy unstable particle. A novelty of the approach is that the analysis of the azimuthal angle dependence in a…

High Energy Physics - Phenomenology · Physics 2009-07-22 Fawzi Boudjema , Ritesh K. Singh

We consider the macroscopic model derived by Degond and Motsch from a time-continuous version of the Vicsek model, describing the interaction orientation in a large number of self-propelled particles. In this article, we study the influence…

Mathematical Physics · Physics 2013-01-18 Amic Frouvelle