Related papers: Level-crossing distributions of kinematic variable…
Dynamical crossover in water is studied by means of computer simulation. The crossover temperature is calculated from the behavior of velocity autocorrelation functions. The results are compared with experimental data. It is shown that the…
Designs conditions for marine structures are typically informed by threshold-based extreme value analyses of oceanographic variables, in which excesses of a high threshold are modelled by a generalized Pareto (GP) distribution. Too low a…
We consider level crossing in a matrix family $H=H_0+\lambda V$ where $H_0$ is a fixed $N\times N$ matrix and $V$ belongs to one of the standard Gaussian random matrix ensembles. We study the probability distribution of level crossing…
Distribution shifts between training and testing datasets significantly impair the model performance on graph learning. A commonly-taken causal view in graph invariant learning suggests that stable predictive features of graphs are causally…
Conditional density estimation (density regression) estimates the distribution of a response variable y conditional on covariates x. Utilizing a partition model framework, a conditional density estimation method is proposed using logistic…
A data-driven methodology is proposed to model the distribution of multivariate stochastic trajectories from an observed sample. As a first step, each trajectory in the sample is reduced to a vector of features by means of Functional…
Let $X_1$, $X_2$, $...$ be a sequence of independently and identically distributed random variables with $\mathsf{E}X_1=0$, and let $S_0=0$ and $S_t=S_{t-1}+X_t$, $t=1,2,...$, be a random walk. Denote $\tau={cases}\inf\{t>1: S_t\leq0\},…
Recent analyses of wetting in the semi-infinite two dimensional Ising model, extended to include both a surface coupling enhancement and a surface field, have shown that the wetting transition may be effectively first-order and that…
We consider a class of conditional forward-backward diffusion models for conditional generative modeling, that is, generating new data given a covariate (or control variable). To formally study the theoretical properties of these…
We propose a new approximation for the distribution of the time of the first crossing of a high level $u$ by random process $\homV{s}-cs$, where $\homV{s}$, $s>0$, is compound renewal process and $c>0$. It significantly outperforms the…
We extend Rice Formula to a process which is the sum of two independent processes: a smooth process and a pure jump process with finitely many jumps. Formulas for the mean number of both continuous and discontinuous crossings through a…
Understanding the distributions of spectral estimators in low-rank random matrix models, also known as signal-plus-noise matrix models, is fundamentally important in various statistical learning problems, including network analysis, matrix…
In offshore engineering design, nonlinear wave models are often used to propagate stochastic waves from an input boundary to the location of an offshore structure. Each wave realization is typically characterized by a high-dimensional input…
Many records in environmental sciences exhibit asymmetric trajectories and there is a need for simple and tractable models which can reproduce such features. In this paper we explore an approach based on applying both a time change and a…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…
We present a general scheme to calculate within the independent interval approximation generalized (level-dependent) persistence properties for processes having a finite density of zero-crossings. Our results are especially relevant for the…
Recent extreme value theory literature has seen significant emphasis on the modelling of spatial extremes, with comparatively little consideration of spatio-temporal extensions. This neglects an important feature of extreme events: their…
Capillary waves excited by the vertical oscillations of a thin elongated plate below an air-water interface are analyzed using time-resolved measurements of the surface topography. A parametric instability is observed above a well defined…
Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modeling of extremes is therefore essential if the spatial…
In a recent publication [Phys. Rev. A 79, 065602 (2009)] it was shown that an avoided-crossing resonance can be defined in different ways, according to level-structural or dynamical aspects, which do not coincide in general. Here a simple…