Related papers: Factorable continuity of random fields, with quant…
The amplification of magnetic fields in a highly conducting fluid is studied numerically. During growth, the magnetic field is spatially intermittent: it does not uniformly fill the volume, but is concentrated in long thin folded…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). The spatial…
In a very high-dimensional vector space, two randomly-chosen vectors are almost orthogonal with high probability. Starting from this observation, we develop a statistical factor model, the random factor model, in which factors are chosen at…
A different general philosophy, to be called Full Randomness (FR), for the analysis of random effects models is presented, involving a notion of reducing or preferably eliminating fixed effects, at least formally. For example, under FR…
We propose and study a generalized continued fraction algorithm that can be executed in an arbitrary imaginary quadratic field, the novelty being a non-restriction to the five Euclidean cases. Many hallmark properties of classical continued…
For ordinary matrix models, the eigenvalue probability density decays rapidly as one goes to infinity, in other words, has "short tails". This ensures that all the multiple trace correlators (multipoint moments) are convergent and…
The Ising model in the presence of a random field is investigated within the mean field approximation based on Landau expansion. The random field is drawn from the trimodal probability distribution $P(h_{i})=p \delta(h_{i}-h_{0}) + q \delta…
This paper presents a new methodology for generating continuous statistical distributions, integrating the exponentiated odds ratio within the framework of survival analysis. This new method enhances the flexibility and adaptability of…
In the past few decades considerable effort has been expended in characterizing and modeling financial time series. A number of stylized facts have been identified, and volatility clustering or the tendency toward persistence has emerged as…
A random vector $X$ with representation $X=\sum_{j\geq0}A_jZ_j$ is considered. Here, $(Z_j)$ is a sequence of independent and identically distributed random vectors and $(A_j)$ is a sequence of random matrices, `predictable' with respect to…
We investigate gauge anomalies in the context of orbifold conformal field theories. Such anomalies manifest as failures of modular invariance in the constituents of the orbifold partition function. We review how this irregularity is…
The extreme value statistics of active matter offer significant insight into their unique properties. A phase transition has recently been reported in a model of branching run-and-tumble particles, describing the spatial spreading of an…
We examine the issue of stability of probability in reasoning about complex systems with uncertainty in structure. Normally, propositions are viewed as probability functions on an abstract random graph where it is implicitly assumed that…
We study the maximum of the random assignment process on rectangular matrices. We derive first-order asymptotics for the expected maximum, prove a law of large numbers under mild tail assumptions, and obtain exponential upper bounds for the…
Max-stable random fields can be constructed according to Schlather (2002) with a random function or a stationary process and a kind of random event magnitude. These are applied for the modelling of natural hazards. We simply extend these…
We study the persistence exponent for random walks in random sceneries (RWRS) with integer values and for some special random walks in random environment in $\mathbb Z^2$ including random walks in $\mathbb Z^2$ with random orientations of…
Raw moments are used as a way to estimate species abundance distribution. The almost linear pattern of the log transformation of raw moments across scales allow us to extrapolate species abundance distribution for larger areas. However,…
We derive a higher-order asymptotic expansion of the conditional characteristic function of the increment of an It\^o semimartingale over a shrinking time interval. The spot characteristics of the It\^o semimartingale are allowed to have…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…