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Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In…

Methodology · Statistics 2016-03-17 Thomas Lugrin , Anthony C. Davison , Jonathan A. Tawn

We introduce a new class of line arrangements in the projective plane, called nearly supersolvable, and show that any arrangement in this class is either free or nearly free. More precisely, we show that the minimal degree of a Jacobian…

Algebraic Geometry · Mathematics 2018-09-25 Alexandru Dimca , Gabriel Sticlaru

We study the probability that a real stationary Gaussian process has at least $\eta T$ zeros in $[0,T]$ (overcrowding), or at most this number (undercrowding). We show that if the spectral measure of the process is supported on $\pm[B,A]$,…

Probability · Mathematics 2023-07-11 Naomi Feldheim , Ohad Feldheim , Lakshmi Priya

We study the percolation properties of the nodal structures of random fields. Lower bounds on crossing probabilities (RSW-type estimates) of quads by nodal domains or nodal sets of Gaussian ensembles of smooth random functions are…

Probability · Mathematics 2017-11-13 Dmitry Beliaev , Stephen Muirhead , Igor Wigman

We study percolation properties of the upper invariant measure of the contact process on $\mathbb{Z}^d$. Our main result is a sharp percolation phase transition with exponentially small clusters throughout the subcritical regime and a…

Probability · Mathematics 2020-08-05 Thomas Beekenkamp

We revisit the Scalar Weak Gravity Conjecture and investigate the possibility to impose that scalar interactions dominate over gravitational ones. More precisely, we look for consequences of assuming that, for leading scalar interactions,…

High Energy Physics - Theory · Physics 2021-02-03 Karim Benakli , Carlo Branchina , Gaëtan Lafforgue-Marmet

Proofs of sharp phase transition and noise sensitivity in percolation have been significantly simplified by the use of randomized algorithms, via the OSSS inequality (proved by O'Donnell, Saks, Schramm and Servedio (2005)) and the…

Probability · Mathematics 2022-09-22 Günter Last , Giovanni Peccati , D. Yogeshwaran

A new index based on empirical copulas, termed the Copula Statistic (CoS), is introduced for assessing the strength of multivariate dependence and for testing statistical independence. New properties of the copulas are proved. They allow us…

Statistics Theory · Mathematics 2016-12-22 Mohsen Ben Hassine , Lamine Mili , Kiran Karra

This work is concerned with the quasineutral limit of the one-dimensional Vlasov-Poisson equation, for initial data close to stationary homogeneous profiles. Our objective is threefold: first, we provide a proof of the fact that the formal…

Analysis of PDEs · Mathematics 2015-06-18 Daniel Han-Kwan , Maxime Hauray

We study a system of $N\gg 1$ degrees of freedom coupled via a smooth homogeneous Gaussian vector field with both gradient and divergence-free components. In the absence of coupling, the system is exponentially relaxing to an equilibrium…

Disordered Systems and Neural Networks · Physics 2016-07-08 Yan V. Fyodorov , Boris A. Khoruzhenko

The subject is parametrices for semi-linear problems, based on parametrices for linear boundary problems and on non-linearities that decompose into solution-dependent linear operators acting on the solutions. Non-linearities of product type…

Analysis of PDEs · Mathematics 2016-12-02 Jon Johnsen

Families of regimes for control systems are studied possessing the so called quasi-controllability property that is similar to the Kalman controllability property. A new approach is proposed to estimate the degree of transients overshooting…

Optimization and Control · Mathematics 2009-09-25 V. S. Kozyakin , N. A. Kuznetsov , A. V. Pokrovskii

Pesin's identity provides a profound connection between entropy $h_{KS}$ (statistical mechanics) and the Lyapunov exponent $\lambda$ (chaos theory). It is well known that many systems exhibit sub-exponential separation of nearby…

Statistical Mechanics · Physics 2009-02-05 Nickolay Korabel , Eli Barkai

We study the $\beta$ analogue of the nonintersecting Poisson random walks. We derive a stochastic differential equation of the Stieltjes transform of the empirical measure process, which can be viewed as a dynamical version of the…

Probability · Mathematics 2021-03-02 Jiaoyang Huang

We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…

Statistical Mechanics · Physics 2016-06-17 Francisco C. Alcaraz , Vladimir Rittenberg

We analyze a quasi-static Biot system of poroelasticity for both compressible and incompressible constituents. The main feature of this model is a nonlinear coupling of pressure and dilation through the system's permeability tensor. Such a…

Analysis of PDEs · Mathematics 2021-03-23 Lorena Bociu , Justin T. Webster

We consider finite element solutions to quadratic optimization problems, where the state depends on the control via a well-posed linear partial differential equation. Exploiting the structure of a suitably reduced optimality system, we…

Numerical Analysis · Mathematics 2019-10-03 Fernando Gaspoz , Christian Kreuzer , Andreas Veeser , Winnifried Wollner

We give new combinatorial proofs of known almost-periodicity results for sumsets of sets with small doubling in the spirit of Croot and Sisask, whose almost-periodicity lemma has had far-reaching implications in additive combinatorics. We…

Discrete Mathematics · Computer Science 2019-06-14 Eli Ben-Sasson , Noga Ron-Zewi , Madhur Tulsiani , Julia Wolf

We study fundamental properties of the gamma process and their relation to various topics such as Poisson-Dirichlet measures and stable processes. We prove the quasi-invariance of the gamma process with respect to a large group of linear…

Probability · Mathematics 2007-05-23 N. Tsilevich , A. Vershik , M. Yor

We give a functional integral representation of the semigroup generated by the spin-boson Hamiltonian by making use of a Poisson point process and a Euclidean field. We present a method of constructing Gibbs path measures indexed by the…

Mathematical Physics · Physics 2014-04-08 Masao Hirokawa , Fumio Hiroshima , Jozsef Lorinczi