Related papers: A phase transition for large values of bifurcating…
We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over…
We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…
The stochastic processes of finite length defined by recurrence relations request additional relations specifying the first terms of the process analogously to the initial conditions for the differential equations. As a general rule, in…
Oscillatory dynamics are ubiquitous in biological networks. Possible sources of oscillations are well understood in low-dimensional systems, but have not been fully explored in high-dimensional networks. Here we study large networks…
We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…
The reflected process of a random walk or L\'evy process arises in many areas of applied probability, and a question of particular interest is how the tail of the distribution of the heights of the excursions away from zero behaves…
Consider the asymmetric nearest-neighbor exclusion process (ASEP) on ${\mathbb Z}$ with single particle drift $\gamma>0$, starting from a Bernoulli product invariant measure $\nu_\rho$ with density $\rho$. It is known that the position…
We consider one-dimensional systems of self-gravitating sticky particles with random initial data and describe the process of aggregation in terms of the largest cluster size L_n at any fixed time prior to the critical time. The asymptotic…
We estimate the unknown parameters of an asymmetric bifurcating autoregressive process (BAR) when some of the data are missing. In this aim, we model the observed data by a two-type Galton-Watson process consistent with the binary tree…
We introduce a new oriented evolving graph model inspired by biological networks. A node is added at each time step and is connected to the rest of the graph by random oriented edges emerging from older nodes. This leads to a statistical…
In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a…
We consider an agent who represents uncertainty about the environment via a possibly misspecified model. Each period, the agent takes an action, observes a consequence, and uses Bayes' rule to update her belief about the environment. This…
The classical fold bifurcation is a paradigmatic example of a critical transition. It has been used in a variety of contexts, including in particular ecology and climate science, to motivate the role of slow recovery rates and increased…
This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…
A model of an organism as an autonomous intelligent system has been proposed. This model was used to analyze learning of an organism in various environmental conditions. Processes of learning were divided into two types: strong and weak…
We discuss asymptotics for large random planar maps under the assumption that the distribution of the degree of a typical face is in the domain of attraction of a stable distribution with index $\alpha\in(1,2)$. When the number $n$ of…
We study a discrete non-autonomous system whose autonomous counterpart (with the frozen bifurcation parameter) admits a saddle-node bifurcation, and in which the bifurcation parameter slowly changes in time and is characterized by a sweep…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…
Let ${Z_n}_{n\ge 0}$ be a random walk with a negative drift and i.i.d. increments with heavy-tailed distribution and let $M=\sup_{n\ge 0}Z_n$ be its supremum. Asmussen & Kl{\"u}ppelberg (1996) considered the behavior of the random walk…