Related papers: Asymptotic height distribution in high-dimensional…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…
The Abelian sandpile process evolves configurations of chips on the integer lattice by toppling any vertex with at least 4 chips, distributing one of its chips to each of its 4 neighbors. When begun from a large stack of chips, the terminal…
We introduce a new model of a stochastic sandpile on a graph $G$ containing a sink. When unstable, a site sends one grain to each of its neighbours independently with probability $p \in (0,1]$. For $p=1$, this coincides with the standard…
We investigate what happens when an entire sample path of a smooth Gaussian process on a compact interval lies above a high level. Specifically, we determine the precise asymptotic probability of such an event, the extent to which the high…
We obtain in this paper using the saddle point method the expression for the exact asymptotic for the tail of maximum of smooth (twice continuous differentiable) random field (process) distribution.
The discrete height abelian sandpile model was introduced by Bak, Tang & Wiesenfeld and Dhar as an example for the concept of self-organized criticality. When the model is modified to allow grains to disappear on each toppling, it is called…
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…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
We prove that square-tiled surfaces having fixed combinatorics of horizontal cylinder decomposition and tiled with smaller and smaller squares become asymptotically equidistributed in any ambient linear $GL(\mathbb R)$-invariant suborbifold…
We propose a simple, intuitive alternative method of deriving the rule for connecting asymptotic wave function amplitudes to scattering probabilities. This is illustrated using the standard example of a 1-D particle reflecting or…
We study the asymptotic behavior of the rank statistic for unimodal sequences. We use analytic techniques involving asymptotic expansions in order to prove asymptotic formulas for the moments of the rank. Furthermore, when appropriately…
We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs…
The Abelian Sandpile Model, seen as a deterministic lattice automaton, on two-dimensional periodic graphs generates complex regular patterns displaying (fractal) self-similarity. In particular, on a variety of lattices and initial…
For a centered $d$-dimensional Gaussian random vector $\xi =(\xi_1,\ldots,\xi_d)$ and a homogeneous function $h:R^d\to R$ we derive asymptotic expansions for the tail of the Gaussian chaos $h(\xi)$ given the function $h$ is sufficiently…
This article studies asymptotic approximations of ruin probabilities of multivariate random walks with heavy-tailed increments. Under our assumptions, the distributions of the increments are closely connected to multivariate…
In this paper, we study the asymptotic properties (bias, variance, mean squared error) of Bernstein estimators for cumulative distribution functions and density functions near and on the boundary of the $d$-dimensional simplex. Our results…
We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and heavy-tailed increments. We determine the asymptotics for tail probabilities for the area.
In this paper we consider the distribution of the maximum of a Gaussian field defined on non locally convex sets. Adler and Taylor or Aza\"\i s and Wschebor give the expansions in the locally convex case. The present paper generalizes their…
We obtain subelliptic estimates for the $\bar{\partial}$-problem on complex algebraic surfaces embedded in $\mathbb{C}^n$ with isolated singularities. $W^{\epsilon}$ Sobolev norms of a form, $f$, for $0< \epsilon < 1$ are estimated in terms…
We show that tilting a model sandpile that has dynamic disorder leads to bistability and hysteresis at the angle of repose. Also the distribution of {\it local slopes} shows an interesting dependence on the amount of tilt - weakly tilted…