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Recent advances in extreme value theory have established $\ell$-Pareto processes as the natural limits for extreme events defined in terms of exceedances of a risk functional. Here we provide methods for the practical modelling of data…
The characteristic measure of excursions away from a regular point is studied for a class of symmetric L\'evy processes without Gaussian part. It is proved that the harmonic transform of the killed process enjoys Feller property. The result…
The set of visited sites and the number of visited sites are two basic properties of the random walk trajectory. We consider two independent random walks on a hyper-cubic lattice and study ordering probabilities associated with these…
We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…
Introduced in the late 1960's, the asymmetric exclusion process (ASEP) is an important model from statistical mechanics which describes a system of interacting particles hopping left and right on a one-dimensional lattice of n sites with…
A short review will be made of elliptic integrals, widely applied in GPS (Global Positioning System) communications (accounting for General Relativity Theory-effects), cosmology, Black hole physics and celestial mechanics. Then a novel…
This work presents new asymptotic formulas for family of walks in Weyl chambers. The models studied here are defined by step sets which exhibit many symmetries and are restricted to the first orthant. The resulting formulas are very…
We enumerate lattice paths in the planar integer lattice consisting of positively directed unit vertical and horizontal steps with respect to a specific elliptic weight function. The elliptic generating function of paths from a given…
This dissertation investigates the geometric combinatorics of convex polytopes and connections to the behavior of the simplex method for linear programming. We focus our attention on transportation polytopes, which are sets of all tables of…
We describe an exact algorithm for finding the best 2-OPT move which, experimentally, was observed to be much faster than the standard quadratic approach. To analyze its average-case complexity, we introduce a family of heuristic procedures…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
We introduce a cycle-expansion (fully deterministic) technique to compute the asymptotic behavior of arbitrary order transport moments. The theory is applied to different kinds of one-dimensional intermittent maps, and Lorentz gas with…
We suggest a new random model for links based on meander diagrams and graphs. We then prove that trivial links appear with vanishing probability in this model, no link $L$ is obtained with probability 1, and there is a lower bound for the…
It is expected that Schanuel's Conjecture contains all ``reasonable" statements that can be made on the values of {\em the exponential function}. In particular it implies the Lindemann-Weierstrass Theorem and the Conjecture on algebraic…
A comprehensive analysis of periodic trajectories of billiards within ellipses in the Euclidean plane is presented. The novelty of the approach is based on a relationship recently established by the authors between periodic billiard…
We consider random paths on a square lattice which take a left or a right turn at every vertex. The possible turns are taken with equal probability, except at a vertex which has been visited before. In such case the vertex is left via the…
Explicit algebraic area enumeration formulae are derived for various lattice walks generalizing the canonical square lattice walk, and in particular for the triangular lattice chiral walk recently introduced by the authors. A key element in…
This Report discusses a recently developed concept of Limiting Phase Trajectories (LPTs) providing a unified description of resonant energy transport in a wide range of classical and quantum dynamical systems with constant and time-varying…
The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a…
We study minimization of a parametric family of relative entropies, termed relative $\alpha$-entropies (denoted $\mathscr{I}_{\alpha}(P,Q)$). These arise as redundancies under mismatched compression when cumulants of compressed lengths are…