Related papers: The distribution function for the maximal height o…
We consider a model system of persistent random walkers that can jam, pass through each other or jump apart (recoil) on contact. In a continuum limit, where particle motion between stochastic changes in direction becomes deterministic, we…
Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…
We consider n non-intersecting Brownian motion paths with p prescribed starting positions at time t=0 and q prescribed ending positions at time t=1. The positions of the paths at any intermediate time are a determinantal point process,…
We study the asymptotic behaviour of the maximum interpoint distance of random points in a planar bounded set with an unique major axis and a boundary behaving like an ellipse at the endpoints. Our main result covers the case of uniformly…
Consider directed polymers in a random environment on the complete graph of size $N$. This model can be formulated as a product of i.i.d. $N\times N$ random matrices and its large time asymptotics is captured by Lyapunov exponents and the…
We propose the concepts of intersection distribution and non-hitting index, which can be viewed from two related perspectives. The first one concerns a point set $S$ of size $q+1$ in the classical projective plane $PG(2,q)$, where the…
In this note, we prove the existence of a limiting distribution of the free path lengths on flat surfaces with circular obstacles as the radius of the obstacles goes to zero. Moreover, we relate this distribution to the distribution of the…
We consider reflecting random walks on the nonnegative integers with drift of order 1/x at height x. We establish explicit asymptotics for various probabilities associated to such walks, including the distribution of the hitting time of 0…
We investigate the distribution of lengths obtained by intersecting a random geodesic with a geodesic lamination. We give an explicit formula for the distribution for the case of a maximal lamination and show that the distribution is…
We consider the process of $n$ Brownian excursions conditioned to be nonintersecting. We show the distribution functions for the top curve and the bottom curve are equal to Fredholm determinants whose kernel we give explicitly. In the…
We write, for geometric index values, a probabilistic proof of the product formula for spherical Bessel functions. Our proof has the merit to carry over without any further effort to Bessel-type hypergeometric functions of one matrix…
We show that the ratio of a discrete Toeplitz/Hankel determinant and its continuous counterpart equals a Freholm determinant involving continuous orthogonal polynomials. This identity is used to evaluate a triple asymptotic of some discrete…
We propose a way to find the asymptotic distribution of zeros of orthogonal polynomials p_n(x) satisfying a difference equation of the form B(x)p_n(x+\delta)-C(x,n)p_n(x)+D(x)p_n(x-\delta)=0. We calculate the asymptotic distribution of…
The wide availability of biological data at the genome-scale and across multiple variables has resulted in statistical questions regarding the enrichment or depletion of the number of discrete objects (e.g. genes) identified in individual…
The commonly accepted definition of paths starts from a random field but ignores the problem of setting joint distributions of infinitely many random variables for defining paths properly afterwards. This paper provides a turnaround that…
We develop a new paradigm for finding bifurcations of solutions of nonlinear problems, which is based on the detection of extreme values of new type of variational functional associated with the considering problem. The variational…
Recently Johansson and Rahman obtained the limiting multi-time distribution for the discrete polynuclear growth model, which is equivalent to a discrete TASEP model with step initial condition. In this paper, we obtain a finite time…
A random geometric graph $G(\mathcal{X}_n, r_n)$ is formed by taking a binomial process $\mathcal{X}_n$ as the set of vertices and joining any two distinct points with an edge if they lie within distance $r_n$ of each other. We investigate…
In this work we develop a Monte Carlo method to compute the height distribution of local maxima of a stationary Gaussian or Gaussian-related random field that is observed on a regular lattice. We show that our method can be used to provide…
Linear structural equation models postulate noisy linear relationships between variables of interest. Each model corresponds to a path diagram, which is a mixed graph with directed edges that encode the domains of the linear functions and…