Related papers: Hammersley's harness process: invariant distributi…
We define a general class of random systems of horizontal and vertical weighted broken lines on the quarter plane whose distribution are proved to be translation invariant. This invariance stems from a reversibility property of the model.…
The velocity distribution of inelastic granular gas is examined numerically on two dimensional hard disk system in nearly elastic regime using molecular dynamical simulations. The system is prepared initially in the equilibrium state with…
We study the multivariate deconvolution problem of recovering the distribution of a signal from independent and identically distributed observations additively contaminated with random errors (noise) from a known distribution. For errors…
We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We consider the intermediate regime, where observations occur at…
The homogeneous cooling state (HCS) of a granular gas described by the inelastic Boltzmann equation is reconsidered. As usual, particles are taken as inelastic hard disks or spheres, but now the coefficient of normal restitution $\alpha$ is…
We investigate a Verhulst process, which is the special functional of geometric Brownian motion and has many applications, among others in biology and in stochastic volatility models. We present an exact form of density of a one dimensional…
In this paper, we develop two stochastic models where the variable under consideration follows Harris distribution. The mean and variance of the processes are derived and the processes are shown to be non-stationary. In the second model,…
We introduce a class of (2+1)-dimensional stochastic growth processes, that can be seen as irreversible random dynamics of discrete interfaces. "Irreversible" means that the interface has an average non-zero drift. Interface configurations…
It is well-known that stochastic processes on fractal spaces or in certain random media exhibit anomalous heat kernel behaviour. One manifestation of such irregular behaviour is the presence of fluctuations in the short- or long-time…
We study sample-to-sample fluctuations in a critical two-dimensional Ising model with quenched random ferromagnetic couplings. Using replica calculations in the renormalization group framework we derive explicit expressions for the…
We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…
Fueled in part by recent applications in neuroscience, the multivariate Hawkes process has become a popular tool for modeling the network of interactions among high-dimensional point process data. While evaluating the uncertainty of the…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…
We establish Gaussian-type upper bounds on the heat kernel for a continuous-time random walk on a graph with unbounded weights under an ergodicity assumption. For the proof we use Davies' perturbation method, where we show a maximal…
We derive quantitative bounds in the Wasserstein distance for the approximation of stochastic integrals with respect to Hawkes processes by a normally distributed random variable. In the case of deterministic and non-negative integrands,…
We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…
Hysteresis, the lag between the force and the response, is often associated with noisy, jerky motion which have recently been called ``avalanches''. The interesting question is why the avalanches come in such a variety of sizes: naively one…