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In this paper, we investigate random operators on $\mathbb{Z}^d$ with H\"older continuously distributed potentials and the long-range hopping. The hopping amplitude decays with the inter-particle distance $\|\bm x\|$ as…
We study occupancy counts for the critical nearest-neighbor branching random walk on the $d$-dimensional lattice, conditioned on non-extinction. For $d\geq 3$, Lalley and Zheng (2011) showed that the properly scaled joint distribution of…
We investigate the inference of varifold structures in a statistical framework: assuming that we have access to i.i.d. samples in $\mathbb{R}^n$ obtained from an underlying $d$--dimensional shape $S$ endowed with a possibly non uniform…
The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…
We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…
We prove that the heat kernel on the infinite Bernoulli percolation cluster in Z^d almost surely decays faster than t^{-d/2}. We also derive estimates on the mixing time for the random walk confined to a finite box. Our approach is based on…
For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…
We study the trajectory of a simple random walk on a d-regular graph with d>2 and locally tree-like structure as the number n of vertices grows. Examples of such graphs include random d-regular graphs and large girth expanders. For these…
In recent years, the behavior of dislocations in random solid solutions has received renewed interest, and several models have been discussed where random alloys are treated as effective media containing random distributions of dilatation…
We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…
We have derived estimators for the linear growth rate of density fluctuations using the cross-correlation function of voids and haloes in redshift space, both directly and in Fourier form. In linear theory, this cross-correlation contains…
This paper studies random-coding error exponents of randomised list decoding, in which the decoder randomly selects $L$ messages with probabilities proportional to the decoding metric of the codewords. The exponents (or bounds) are given…
The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of…
This paper discusses possible approaches to the escape rate in infinite lattices of weakly coupled maps with uniformly expanding repeller. It is proved that computed-via-volume rates of spatially periodic approximations grow linearly with…
A stochastic EDQNM approach is used to investigate self-similar decaying isotropic turbulence at high Reynolds number ($400 \leq Re_\lambda \leq 10^4$). The realistic energy spectrum functional form recently proposed by Meyers & Meneveau is…
We study random walks on groups with the feature that, roughly speaking, successive positions of the walk tend to be "aligned". We formalize and quantify this property by means of the notion of deviation inequalities. We show that deviation…
We consider importance sampling for estimating the probability that a light-tailed $d$-dimensional random walk exits through one of many disjoint rare-event regions before reaching an anticipated target. This problem arises in sequential…
Consider an intersection measure $\ell_t ^{\mathrm{IS}}$ of $p$ independent (possibly different) $m$-symmetric Hunt processes up to time $t$ in a metric measure space $E$ with a Radon measure $m$. We derive a Donsker-Varadhan type large…