Related papers: Excess and Deficiency of Extreme Multidimensional …
Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using…
The statistics of power fluctuations are studied in simulations of two-dimensional turbulence in both inverse (energy) and direct (enstrophy) cascade regimes from both Lagrangian and Eulerian perspectives. The probability density function…
We present a general procedure for obtaining the present density fluctuation probability distribution given the statistics of the initial conditions. The main difficulties faced with regard to this problem are those related to the…
This brief paper develops a probability density that models processes for which the physical mechanism is unknown. It has desirable properties which are not realized by densities derived from Gaussian process or other classic methods. In…
We consider random energy landscapes constructed from d-dimensional lattices or trees. The distribution of the number of local minima in such landscapes follows a large deviation principle and we derive the associated law exactly for…
The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…
We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…
The probability density function (PDF) of a random variable associated with the solution of a partial differential equation (PDE) with random parameters is approximated using a truncated series expansion. The random PDE is solved using two…
Power moments, modified moments, and optimized moments are powerful tools for solving microscopic models of macroscopic systems; however the expansion of the density of states as a continued fraction does not converge to the macroscopic…
We derive a formula for the quasi-potential of one-dimensional symmetric exclusion process in weak contact with reservoirs. The interaction with the boundary is so weak that, in the diffusive scale, the density profile evolves as the one of…
A new term describing interactions between charge and potentials may be added to the right hand side of the Einstein equations. In the proposed term an additional tensor has been introduced containing a charge density, analogous to the…
The defect of valued field extensions is a major obstacle in open problems in resolution of singularities and in the model theory of valued fields, whenever positive characteristic is involved. We continue the detailed study of defect…
High energy infers high velocity and high velocity is a concept of special relativity. The Maxwellian velocity distribution is corrected to be consistent with special relativity. The corrected velocity distribution reduces to the Maxwellian…
The Sutherland approximation to the van der Waals forces is applied to the derivation of a self-consistent Vlasov-type field in a liquid filling a half space, bordering vacuum. The ensuing Vlasov equation is then derived, and solved to…
The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are…
We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead…
The estimation of rare event or failure probabilities in high dimensions is of interest in many areas of science and technology. We consider problems where the rare event is expressed in terms of a computationally costly numerical model.…
In this report, the explicit probability density functions of the random Euclidean distances associated with equilateral triangles are given, when the two endpoints of a link are randomly distributed in 1) the same triangle, 2) two adjacent…
Astrophysical reaction rates are sensitive to the parity distribution at low excitation energies. We combine a formula for the energy-dependent parity distribution with a microscopic-macroscopic nuclear level density. This approach…
If a probability density p(\x) (\x\in\R^k) is bounded and R(t) := \int \exp(t\ell(\x)) \d\x < \infty for some linear functional \ell and all t\in(0,1), then, for each t\in(0,1) and all large enough n, the n-fold convolution of the t-tilted…