Related papers: Hammersley's harness process: invariant distributi…
We experimentally demonstrate that highly structured distributions of work emerge during even the simple task of erasing a single bit. These are signatures of a refined suite of time-reversal symmetries in distinct functional classes of…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
The paper deals with fluctuations of Kendall random walks, which are extremal Markov chains and iterated integral transforms with the Williamson kernel $\Psi(t) = \left(1-|t|^{\alpha}\right)_+$, $\alpha>0$. We obtain the joint distribution…
We study the distribution and scaling of the extreme height fluctuations for Edwards-Wilkinson-type relaxation on small-world substrates. When random links are added to a one-dimensional lattice, the average size of the fluctuations becomes…
A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
We study the height distribution of a one-dimensional Edwards-Wilkinson interface in the presence of a stochastic diffusivity $D(t)=B^2(t)$, where $B(t)$ represents a one-dimensional Brownian motion at time $t$. The height distribution at a…
In this paper we consider the stochastic six-vertex model in the quadrant started with step initial data. After a long time $T$, it is known that the one-point height function fluctuations are of order $T^{1/3}$ and governed by the…
In this paper we consider inhomogeneous Galton-Watson trees, and derive various moments for such processes: the number of vertices, the number of leaves, and the height of the tree. Also we make a simple condition of finiteness. We use…
In this paper, we propose and analyze a new semi-implicit stochastic multiscale method for the radiative heat transfer problem with additive noise fluctuation in composite materials. In the proposed method, the strong nonlinearity term…
We study current fluctuations in a one-dimensional interacting particle system known as the dual smoothing process that is dual to random motions in a Howitt-Warren flow. The Howitt-Warren flow can be regarded as the transition kernels of a…
We generalize the well-known mixtures of Gaussians approach to density estimation and the accompanying Expectation--Maximization technique for finding the maximum likelihood parameters of the mixture to the case where each data point…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
We study notions of hyperuniformity for invariant locally square-integrable point processes in regular trees. We show that such point processes are never geometrically hyperuniform, and if the diffraction measure has support in the…
Our interest is in a class of directed solid-on-solid models, which may be regarded as continuum versions of boxed plane partitions. In the case that the heights are chosen from a uniform distribution, the joint PDF of the heights is the…
We study the typical behavior of the harmonic measure in large critical Galton-Watson trees whose offspring distribution is in the domain of attraction of a stable distribution with index $\alpha\in (1,2]$. Let $\mu_n$ denote the hitting…
Earlier we showed that the fine structure of the spectrum of amplitude variations in the results of measurements of the processes of different nature (in other words, the fine structure of the dispersion of results or the pattern of the…
In the Hammersley-Aldous-Diaconis process infinitely many particles sit in R and at most one particle is allowed at each position. A particle at x$ whose nearest neighbor to the right is at y, jumps at rate y-x to a position uniformly…
We introduce a deductive statistical mechanics approach for granular materials which is formally built from few realistic physical assumptions. The main finding is an universal behavior for the distribution of the density fluctuations. Such…
Fracture processes in heterogeneous materials comprise a large number of disordered spatial degrees of freedom, representing the dynamical state of a sample over the entire domain of interest. This complexity is usually modeled directly,…