Related papers: Hammersley's harness process: invariant distributi…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
This work explores the role of thermodynamic fluctuations in the two parameter Hawking radiating black hole configurations. The system is characterized by an ensemble of arbitrary mass and radiation frequency of the black holes. In the due…
We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…
We consider infinite Galton-Watson trees without leaves together with i.i.d.~random variables called marks on each of their vertices. We define a class of flow rules on marked Galton-Watson trees for which we are able, under some algebraic…
We report on the investigation of height distributions (HDs) and spatial covariances of two-dimensional surfaces obtained from extensive numerical simulations of the celebrated Clarke-Vvedensky (CV) model for homoepitaxial thin film growth.…
The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…
We consider unsteady heat transfer in a one-dimensional harmonic crystal surrounded by a viscous environment and subjected to an external heat supply. The basic equations for the crystal particles are stated in the form of a system of…
We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…
We study the single particle velocity distribution for a granular fluid of inelastic hard spheres or disks, using the Enskog-Boltzmann equation, both for the homogeneous cooling of a freely evolving system and for the stationary state of a…
We consider the asymptotics of the invariant measure for the process of the empirical spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle.…
We present numerical data of the height-height correlation function and of the avalanche size distribution for the three dimensional Toom interface. The height-height correlation function behaves samely as the interfacial fluctuation width,…
We consider the invariant measure of a homogeneous continuous- time Markov process in the quarter-plane. The basic solutions of the global balance equation are the geometric distributions. We first show that the invariant measure can not be…
We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…
We present a unified view of likelihood based Gaussian progress regression for simulation experiments exhibiting input-dependent noise. Replication plays an important role in that context, however previous methods leveraging replicates have…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
Using the optimal fluctuation method, we evaluate the short-time probability distribution $P (\bar{H}, L, t=T)$ of the spatially averaged height $\bar{H} = (1/L) \int_0^L h(x, t=T) \, dx$ of a one-dimensional interface $h(x, t)$ governed by…
In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…
We investigate how the properties of inhomogeneous patterns of activity, appearing in many natural and social phenomena, depend on the temporal resolution used to define individual bursts of activity. To this end, we consider time series of…
We study the probability density function $P(h_m,L)$ of the maximum relative height $h_m$ in a wide class of one-dimensional solid-on-solid models of finite size $L$. For all these lattice models, in the large $L$ limit, a central limit…