Related papers: Russo's formula for random interlacements
For a fast particle moving within a two-dimensional array of soft scatterers - centers of weak and short-range potential - the dependence of the Lyapunov exponent on the system parameters is studied. The use of the linearized equations for…
We present conjectured exact expressions for two types of correlations in the dense O$(n=1)$ loop model on $L\times \infty$ square lattices with periodic boundary conditions. These are the probability that a point is surrounded by $m$ loops…
The mutual derivation between arbitrary distribution forms of momenta and momentum components of particles produced in an isotropic emission source are systematically studied in terms of probability theory and mathematical statistics. The…
The relationship between three probability distributions and their maximizable entropy forms is discussed without postulating entropy property. For this purpose, the entropy I is defined as a measure of uncertainty of the probability…
We investigate random interlacements on $\mathbb{Z}^d$ with $d \geq 3$, and derive the large deviation rate for the probability that the capacity of the interlacement set in a macroscopic box is much smaller than that of the box. As an…
In this note we show a simple formula for the joint density of local times, last exit tree and cycling numbers of continuous-time Markov Chains on finite graphs, which involves the modified Bessel function of the first type.
Many statistical models have likelihoods which are intractable: it is impossible or too expensive to compute the likelihood exactly. In such settings, a common approach is to replace the likelihood with an approximation, and proceed with…
Suppose an interval is put on a horizontal line with random roughness. With probability one it is supported at two points, one from the left, and another from the right from its center. We compute probability distribution of support points…
This letter gives approximations to an integral appearing in the formula for downlink coverage probability of a typical user in Poisson point process (PPP) based stochastic geometry frameworks of the form $\int_0^\infty \exp\{ - (Ax + B…
Following the recent proposal made by Bouttier et al [Phys. Rev. E 76, 041140 (2007)], we study analytically the mobility properties of a single vacancy in the close-packed dimer model on the square lattice. Using the spanning web…
We investigate statistical properties of vorticity fluctuations in fully developed turbulence, which are known to exhibit a strong intermittent behavior. Taking as the starting point the Navier-Stokes equations with a random force term…
We formulate a probabilistic Markov property in discrete time under a dynamic risk framework with minimal assumptions. This is useful for recursive solutions to risk-sensitive versions of dynamic optimisation problems such as optimal…
A model for computing the probability density of event-by-event participant center-of-mass rapidity y^{c.m.} is presented. The evaluations of the y^{c.m.} distribution are performed for different collision energies and different…
Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the bulk information flow between two complex…
Probability distributions and densities are derived for the excess and deficiency of the intensity or instantaneous energy (quasi-static power) associated with a $p$-dimensional random vector field. Explicit expressions for the exact…
We derive exact and closed-form expressions for a large class of two-point and three-point inflation correlators with the tree-level exchange of a single massive particle. The intermediate massive particle is allowed to have arbitrary mass,…
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of…
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates…
Relational Continuous Models (RCMs) represent joint probability densities over attributes of objects, when the attributes have continuous domains. With relational representations, they can model joint probability distributions over large…
We develop a relativistic lattice Boltzmann model capable of describing relativistic fluid dynamics at ultra-high velocities, with Lorentz factors up to $\gamma \sim 10$. To this purpose, we first build a new lattice kinetic scheme by…