Related papers: The random matrix hard edge: rare events and a tra…

Level curvature is a measure of sensitivity of energy levels of a disordered/chaotic system to perturbations. In the bulk of the spectrum Random Matrix Theory predicts the probability distributions of level curvatures to be given by…

Drees and Rootz\'en (2010) have established limit theorems for a general class of empirical processes of statistics that are useful for the extreme value analysis of time series, but do not apply to statistics of sliding blocks, including…

We investigate a family of multiple-stable processes that may exhibit either long-range or short-range dependence, depending on the parameters. There are two parameters for the processes, the memory parameter $\beta\in(0,1)$ and the…

We study the asymptotic nature of geometric structures formed from a point cloud of observations of (generally heavy tailed) distributions in a Euclidean space of dimension greater than one. A typical example is given by the Betti numbers…

We study the multiplicative statistics associated to the limiting determinantal point process describing unitary random matrices with a critical edge point, where limiting density vanishes like a power 5/2. We prove that these statistics…

A telegraph process with an elastic barrier at the origin was studied in [5]; in particular the number of visits of the origin before the absorption is a geometric distributed random variable M. Some asymptotic results (large and moderate…

The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…

Our general subject is the emergence of phases, and phase transitions, in large networks subjected to a few variable constraints. Our main result is the analysis, in the model using edge and triangle subdensities for constraints, of a sharp…

We discuss limit distributions for hitting-time functions of certain exceptional families of asymptotically rare events for ergodic probability preserving transformations. The abstract core is an inducing argument. The latter applies, for…

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

In the boundary driven symmetric simple exclusion process consider an open set $\ms O$ of density profiles which does not contain the stationary density profile. We prove that the first time the empirical measure visits the set $\ms O$…

In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…

In this article, we consider a Branching Random Walk on the real line. The genealogical structure is assumed to be given through a supercritical branching process in the i.i.d. environment and satisfies the Kesten-Stigum condition. The…

We study large time behavior of critical marked Hawkes processes and related branching particle systems. In case of marked Hawkes processes we assume that the kernel function has multiplicative form and the marks corresponding to the events…

We consider the multivariate moment generating function of the disk counting statistics of a model Mittag-Leffler ensemble in the presence of a hard wall. Let $n$ be the number of points. We focus on two regimes: (a) the ``hard edge regime"…

We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by $e^{-\frac{\beta}{2} n^2…

We investigate symmetric edge polytopes generated by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These objects provide a natural and largely unexplored model of random lattice polytopes, in which geometric properties are…

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the…

We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…