Related papers: Hitting times distribution and extreme value law f…

Haydn, Lacroix and Vaienti [Ann. Probab. 33 (2005)] proved that, for a given ergodic map, the entry time distribution converges in the small target limit, if and only if the corresponding return time distribution converges. The present note…

We study the evolution of the roots of a polynomial of degree $N$, when the polynomial itself is evolving according to the heat flow. We propose a general conjecture for the large-$N$ limit of this evolution. Specifically, we propose (1)…

This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fitting data with a Generalized Pareto Distribution. Also an…

This work is concerned with the exponential turnpike property for optimal control problems of particle systems and their mean-field limit. Under the assumption of the strict dissipativity of the cost function, exponential estimates for both…

It has experimentally been found by Lampo et al. [Biophys. J. 112, 532 (2017)] that, for two different types of cell, the distribution of the diffusivities of RNA-protein particles over cytoplasm obeys an exponential law. Then, an…

We investigate flows on graphs whose links have random capacities. For binary trees we derive the probability distribution for the maximal flow from the root to a leaf, and show that for infinite trees it vanishes beyond a certain threshold…

Let $\mathcal{M}$ be a geometrically finite hyperbolic manifold. We present a very general theorem on the shrinking target problem for the geodesic flow, using its exponential mixing. This includes a strengthening of Sullivan's logarithm…

A variety of systems in physics, chemistry, biology, and psychology are modeled in terms of diffusing "searchers" looking for "targets." Examples range from gene regulation, to cell sensing, to human decision-making. A commonly studied…

We study directed last-passage percolation on the planar square lattice whose weights have general distributions, or equivalently, queues in series with general service distributions. Each row of the last passage model has its own randomly…

We construct new examples of cylinder flows, given by skew product extensions of irrational rotations on the circle, that are ergodic and rationally ergodic along a subsequence of iterates. In particular, they exhibit law of large numbers.…

We show that for a large class of stochastic flows the spatial derivative grows at most exponentially fast even if one takes the supremum over a bounded set of initial points. We derive explicit bounds on the growth rates that depend on the…

We give a brief account of application of extreme value theory in dynamical systems by using perturbation techniques associated to the transfer operator. We will apply it to the baker's map and we will get a precise formula for the extremal…

Flow matching has emerged as a powerful framework for generative modeling through continuous normalizing flows. We investigate a potential topological constraint: when the prior distribution and target distribution have mismatched topology…

Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the…

We present the data on wealth and income distributions in the United Kingdom, as well as on the income distributions in the individual states of the USA. In all of these data, we find that the great majority of population is described by an…

Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…

Hitting times are the average time it takes a walk to reach a given final vertex from a given starting vertex. The hitting time for a classical random walk on a connected graph will always be finite. We show that, by contrast, quantum walks…

First, we give a closed-form formula for first passage time of a reflected Brownian motion with drift. This modifies a formula by Perry et al (2004). Second, we show that the maximum before a fixed drawdown is exponentially distributed for…

In this note we discuss limit distribution of normalized return times for shrinking targets and draw a necessary and sufficient condition using sweep-out sequence in order for the limit distribution to be exponential with parameter $1$. The…

We argue that the distributions of both the intrinsic fluence and the intrinsic duration of the gamma-ray emission in gamma-ray bursts from the BATSE sample are well represented by log-normal distributions, in which the intrinsic dispersion…