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In this paper we study the properties of the Poisson random measure and the Poisson integral associated with a G-Levy process. We prove that a Poisson integral is a G-Levy process and give the conditions which ensure that a Poisson integral…

We provide an analytic theory of Anderson localization on a lattice with a weak short-range correlated disordered potential. Contrary to the general belief we demonstrate that even next-neighbor statistical correlations in the potential can…

This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that (a) Using Khasminskii-Mao theorem, we show that the stochastic differential equation associated with the model has a…

In this paper the asymptotic distribution of estimators is derived in a general regression setting where rank restrictions on a submatrix of the coefficient matrix are imposed and the regressors can include stationary or I(1) processes.…

For certain natural families of topologies, we study continuity and stability of statistical properties of random walks on linear groups over local fields. We extend large deviation results known in the Archimedean case to non-Archimedean…

We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

We numerically analyze the energy level statistics of the Anderson model with Gaussian site disorder and constant hopping. The model is realized on different two-dimensional lattices, namely, the honeycomb, the kagom\'e, the square, and the…

We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

In this paper we study a one-dimensional space-discrete transport equation subject to additive Levy forcing. The explicit form of the solutions allows their analytic study. In particular we discuss the invariance of the covariance structure…

We consider random Schr\"odinger operators of the form $\Delta+\xi$, where $\Delta$ is the lattice Laplacian on $\mathbb Z^d$ and $\xi$ is an i.i.d. random field, and study the extreme order statistics of the eigenvalues for this operator…

A random variable $Y_1$ is said to be smaller than $Y_2$ in the increasing concave stochastic order if $\mathbb{E}[\phi(Y_1)] \leq \mathbb{E}[\phi(Y_2)]$ for all increasing concave functions $\phi$ for which the expected values exist, and…

The stability of random variables can be generalized in any convex cone. In this case the principal results about the LePage representation and the domains of attraction are analogous but different to those well known for general Banach…

Stochastic (Anderson) localization is the spatial localization of the wave-function of quantum particles in random media. We show, that a corresponding phenomenon can stabilize spatial solitons in optical resonators: spatial solitons in…

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

We study the affinities between the shape of the bright soliton of the one-dimensional nonlinear Schroedinger equation and that of the disorder induced localization in the presence of a Gaussian random potential. With emphasis on the…

We prove that the eigenvalues of a continuum random Schr\"odinger operator $-\Delta+ V_{\omega}$ of Anderson type, with complex decaying potential, can be bounded (with high probability) in terms of an $L^q$ norm of the potential for all…

This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…

In many applications, data come with a natural ordering. This ordering can often induce local dependence among nearby variables. However, in complex data, the width of this dependence may vary, making simple assumptions such as a constant…