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Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…
Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite…
Let $G$ be a real Lie group, $\Lambda<G$ a lattice and $H<G$ a connected semisimple subgroup without compact factors and with finite center. We define the notion of $H$-expanding measures $\mu$ on $H$ and, applying recent work of…
We prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly moving nonlinear boundary for a class of Gaussian stationary processes. The limit is a double exponential (Gumbel) distribution.
Many authors have studied the phenomenon of typically Gaussian marginals of high-dimensional random vectors; e.g., for a probability measure on $\R^d$, under mild conditions, most one-dimensional marginals are approximately Gaussian if $d$…
We consider the topologically constrained random walk model for topological polymers. In this model, the polymer forms an arbitrary graph whose edges are selected from an appropriate multivariate Gaussian which takes into account the…
This paper studies the logarithmic moments of the smallest denominator of all rationals in a shrinking interval with random center. Convergence follows from the more general results in [arXiv:2310.11251, Bull. Lond. Math. Soc., to appear],…
The question of polynomial learnability of probability distributions, particularly Gaussian mixture distributions, has recently received significant attention in theoretical computer science and machine learning. However, despite major…
It is known that a random walk on $\Z^d$ among i.i.d. uniformly elliptic random bond conductances verifies a central limit theorem. It is also known that approximations of the covariance matrix can be obtained by considering periodic…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…
We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…
We establish a normal approximation for the limiting distribution of partial sums of random Rademacher multiplicative functions over function fields, provided the number of irreducible factors of the polynomials is small enough. This…
Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…
The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial $Y = 1 + \xi_1 + \xi_1 \xi_2 + \xi_1 \xi_2 \xi_3 + ...$ of independent and identically distributed non-negative random variables. It…
We study the probability distribution function of the long-time values of observables being time-evolved by Hamiltonians modeling clean and disordered one-dimensional chains of many spin-1/2 particles. In particular, we analyze the return…
We construct approximate transport maps for perturbative several-matrix models. As a consequence, we deduce that local statistics have the same asymptotic as in the case of independent GUE or GOE matrices, i.e., they are given by the…
This work presents global random walk approximations of solutions to one-dimensional Stefan-type moving-boundary problems. We are particularly interested in the case when the moving boundary is driven by an explicit representation of its…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
We study the probability distribution, $P_N(T)$, of the coincidence time $T$, i.e. the total local time of all pairwise coincidences of $N$ independent Brownian walkers. We consider in details two geometries: Brownian motions all starting…