Related papers: On two-time distribution functions in (1+1) random…
The 1+1 dimensional directed polymers in a Poissonean random environment is studied. For two polymers of maximal length with the same origin and distinct end points we establish that the point of last branching is governed by the exponent…
We consider two directed polymer models in the Kardar-Parisi-Zhang (KPZ) universality class: the O'Connell-Yor semi-discrete directed polymer with boundary sources and the continuum directed random polymer with (m,n)-spiked boundary…
We study the adsorption-desorption phase transition of directed branched polymer in $d+1$ dimensions in contact with a line by mapping it to a $d$ dimensional hard core lattice gas at negative activity. We solve the model exactly in 1+1…
We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…
We show that the maximal value in a size $n$ sample from GEM$(\theta)$ distribution is distributed as a sum of independent geometric random variables. This implies that the maximal value grows as $\theta\log(n)$ as $n\to\infty$. For the…
We study an undirected polymer chain living on the 1-dimensional integer lattice and carrying i.i.d.\ random charges. Each self-intersection of the polymer contributes to the Hamiltonian an energy that is equal to the product of the charges…
In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…
It is argued that logarithmic factors multiplying power law behavior are to be expected at or near non-mean field critical points of systems with short-range interactions described theoretically by any kind of n -> 0 limit, in which the…
We study the end-to-end distribution function for dilute polymers. We present a computation to order $O(\epsilon^2)$, $\epsilon = 4 - d$, and discuss in detail its asymptotic behaviour for small and large distances. The theoretical…
The conformations of topologically constrained double-folded ring polymers can be described as wrappings of randomly branched primitive trees. We extend previous work on the tree statistics under different (solvent) conditions to explore…
We use a generalization of Hoeffding's inequality to show concentration results for the free energy of disordered pinning models, assuming only that the disorder has a finite exponential moment. We also prove some concentration inequalities…
Using recent results from the theory of integer points close to smooth curves, we give an asymptotic formula for the distribution of values of a class of integer-valued prime-independent multiplicative functions.
We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…
Considering a general nonlinear dissipative finite dimensional optimal control problem in fixed time horizon T , we establish a two-term asymptotic expansion of the value function as $T\rightarrow+\infty$. The dominating term is T times the…
We compute the distribution of the work done in stretching a Gaussian polymer, made of N monomers, at a finite rate. For a one-dimensional polymer undergoing Rouse dynamics, the work distribution is a Gaussian and we explicitly compute the…
Random multiplicative processes $w_t =\lambda_1 \lambda_2 ... \lambda_t$ (with < \lambda_j > 0 ) lead, in the presence of a boundary constraint, to a distribution $P(w_t)$ in the form of a power law $w_t^{-(1+\mu)}$. We provide a simple and…
Diffusion of electrons in a two-dimensional system with time-dependent random potentials is investigated numerically. In the absence of spin-orbit scattering, the conductivity shows universal weak localization correction. In the presence of…
An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a…
Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…
We consider random multiplicative functions taking the values $\pm 1$. Using Stein's method for normal approximation, we prove a central limit theorem for the sum of such multiplicative functions in appropriate short intervals.