Related papers: A phase transition for large values of bifurcating…

In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a…

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by…

This article examines large time behaviour of finite state mean-field interacting particle systems. Our first main result is a sharp estimate (in the exponential scale) on the time required for convergence of the empirical measure process…

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. For the case where the…

Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…

The higher dimensional autoregressive models would describe some of the econometric processes relatively generically if they incorporate the heterogeneity in dependence on times. This paper analyzes the stationarity of an autoregressive…

A significant generalization of the Erd\"os-R\'enyi random graph model is an `inhomogeneous' random graph where the edge probabilities vary according to vertex types. We identify the threshold value for this random graph with a finite…

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition…

Let $\{Z_n\}_{n\geq 0 }$ be a $d$-dimensional supercritical branching random walk started from the origin. Write $Z_n(S)$ for the number of particles located in a set $S\subset\mathbb{R}^d$ at time $n$. Denote by…

Autoregressive models are widely used for tasks such as image and audio generation. The sampling process of these models, however, does not allow interruptions and cannot adapt to real-time computational resources. This challenge impedes…

The influence of time-dependent perturbations on an autonomous Hamiltonian system with an equilibrium of center type is considered. It is assumed that the perturbations decay at infinity in time and vanish at the equilibrium of the…

For integers $n\geq r$, we treat the $r$th largest of a sample of size $n$ as an $\mathbb{R}^\infty$-valued stochastic process in $r$ which we denote $\mathbf{M}^{(r)}$. We show that the sequence regarded in this way satisfies the Markov…

We introduce via perturbation a class of random walks in reversible dynamic environments having a spectral gap. In this setting one can apply the mathematical results derived in http://arxiv.org/abs/1602.06322. As first results, we show…

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

In this article, a stochastic individual-based model describing Darwinian evolution of asexual, phenotypic trait-structured population, is studied. We consider a large population with constant population size characterised by a resampling…

In this paper, we study the upper tail large deviation for the one-dimensional frog model. In this model, sleeping and active frogs are assigned to vertices on $\mathbb Z$. While sleeping frogs do not move, the active ones move as…

We consider an integer-valued time series $Y=(Y_t)_{t\in\Z}$ where the models after a time $k^*$ is Poisson autoregressive with the conditional mean that depends on a parameter $\theta^*\in\Theta\subset\R^d$. The structure of the process…

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

We compute probability distributions of trajectory observables for reversible and irreversible growth processes. These results reveal a correspondence between reversible and irreversible processes, at particular points in parameter space,…