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We consider a branching random walk in the non-boundary case where the additive martingale $W_n$ converges a.s. and in mean to some non-degenerate limit $W_\infty$. We first establish the joint tail distribution of $W_\infty$ and the global…
We study random walk among random conductance (RWRC) on complete graphs with N vertices. The conductances are i.i.d. and the sum of conductances emanating from a single vertex asymptotically has an infinitely divisible distribution…
We consider random walks amongst random conductances in the cases where the conductances can be arbitrarily small, with a heavy-tailed distribution at 0, and where the conductances may or may not have a heavy-tailed distribution at…
The finite-size scaling behaviour for percolation and conduction is studied in two-dimensional triangular-shaped random resistor networks at the percolation threshold. The numerical simulations are performed using an efficient star-triangle…
Large Language Models (LLMs) have demonstrated strong capabilities in various natural language processing tasks; however, their application to graph-related problems remains limited, primarily due to scalability constraints and the absence…
Long Memory Stochastic volatility (LMSV) models capture two standardized features of financial data: the log-returns are uncorrelated, but their squares, or absolute values are (highly) dependent and they may have heavy tails. EGARCH and…
We establish that if a sequence of spaces equipped with resistance metrics and measures converge with respect to the Gromov-Hausdorff-vague topology, and a certain non-explosion condition is satisfied, then the associated stochastic…
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…
Rare events play a crucial role in understanding complex systems. Characterizing and analyzing them in scale-invariant situations is challenging due to strong correlations. In this work, we focus on characterizing the tails of probability…
A theoretical scaling law for the size effect of the strength of brittle materials is presented. To some extend, it can be seen as an extension of the well known Weibull law. For that a correlated Random Fields is used to model the…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
In dealing with thermal transport in composite systems, high contrast materials pose a special problem for numerical simulation: the time scale or step size in the high conductivity material must be much smaller than in the low conductivity…
The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…
We consider the following situation: G is a finite directed graph, where to each vertex of G is assigned an element of a finite group Gamma. We consider all walks of length N on G, starting from v_i and ending at v_j To each such walk $w$…
We study a method to determine the residual conductance of a correlated system by means of the ground-state properties of a large ring composed of the system itself and a long non-interacting lead. The transmission probability through the…
We investigate the influence of fractal structure on material properties. We calculate the statistical correlation functions of fractal media defined by level-cut Gaussian random fields. This allows the modeling of both surface fractal and…
Distributions of the resilience of transport networks are studied numerically, in particular the large-deviation tails. Thus, not only typical quantities like average or variance but the distributions over the (almost) full support can be…
Distinguishing between uniform and non-uniform sample distributions is a common problem in directional data analysis; however for many tests, non-uniform distributions exist that fail uniformity rejection. By merging directional statistics…
We consider a multi-type branching random walk with displacements that have either regularly varying or semi-exponential tails. We investigate the asymptotic behavior of the rightmost particle in irreducible and reducible regimes and…
Random walks constitute a fundamental mechanism for a large set of dynamics taking place on networks. In this article, we study random walks on weighted networks with an arbitrary degree distribution, where the weight of an edge between two…