Related papers: On two-time distribution functions in (1+1) random…
We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism…
We study the 2d directed polymer in random environment in a novel *quasi-critical regime*, which interpolates between the much studied sub-critical and critical regimes. We prove Edwards-Wilkinson fluctuations throughout the quasi-critical…
Bayesian inference is a widely used statistical method. The free energy and generalization loss, which are used to estimate the accuracy of Bayesian inference, are known to be small in singular models that do not have a unique optimal…
We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
An asymptotic formula is proved for the expected $T$-functional of the convex hull of independent and identically distributed random points sampled from the Euclidean unit sphere in $\mathbb{R}^n$ according to an arbitrary positive…
This paper considers an undirected polymer chain on $\mathbb{Z}^d$, $d \geq 2$, with i.i.d.\ random charges attached to its constituent monomers. Each self-intersection of the polymer chain contributes an energy to the interaction…
We consider the scattering by a one-dimensional random potential and derive the probability distribution of the corresponding Wigner time delay. It is shown that the limiting distribution is the same for two different models and coincides…
In this paper, we study mixed power-exponential moment functionals of nonlinearly perturbed semi-Markov processes in discrete time. Conditions under which the moment functionals of interest can be expanded in asymptotic power series with…
We obtain an asymptotic expansion for $p(n)$, the number of partitions of a natural number $n$, starting from a formula that relates its generating function $f(t), t\in (0,1)$ with the characteristic functions of a family of sums of…
In the $(\epsilon_1-\epsilon_2)^2$--approximation the Casimir energy of a dilute dielectric ball is derived using a simple and clear method of the mode summation. The addition theorem for the Bessel functions enables one to present in a…
We study time-reversal symmetry in dynamical systems with finite phase space, with applications to birational maps reduced over finite fields. For a polynomial automorphism with a single family of reversing symmetries, a universal (i.e.,…
We prove that the free energy of the half-space log-gamma polymer $N^{2/3+\delta}$ away from the boundary in the non-attractive regime converges to the directed landscape. Based on the convergence of the full-space log-gamma free energy to…
A random polymer model is a one-dimensional Jacobi matrix randomly composed of two finite building blocks. If the two associated transfer matrices commute, the corresponding energy is called critical. Such critical energies appear in…
Recently, it was shown that the probability distribution function (PDF) of the free energy of a single continuum directed polymer (DP) in a random potential, equivalently of the height of a growing interface described by the…
The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…
We find a two term asymptotic expansion for the optimal expected value of a sequentially selected monotone subsequence from a random permutation of length n. A striking feature of this expansion is that tells us that the expected value of…
We study the local asymptotic behavior of divergence-like functionals of a family of $d$-dimensional Infinitely Divisible Random Fields. Specifically, we derive limit theorems of surface integrals over Lipschitz manifolds for this class of…
We propose a model for two $(d+1)$-dimensional directed polymers subjected to a mutual $\delta$-function interaction with a random coupling constant, and present an exact renormalization group study for this system. The exact…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…