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Let $K_n$ be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on $\R^d$. We establish variance asymptotics as $n \to \infty$ for the re-scaled intrinsic volumes and $k$-face functionals of…

Probability · Mathematics 2014-09-30 Pierre Calka , J. E. Yukich

We establish necessary and sufficient conditions implying that the product of $m\geq 2$ Poisson functionals, living in a finite sum of Wiener chaoses, is square-integrable. Our conditions are expressed in terms of iterated add-one cost…

Probability · Mathematics 2025-06-02 Lorenzo Cristofaro , Giovanni Peccati

Learning, especially rapid learning, is critical for survival. However, learning is hard: a large number of synaptic weights must be set based on noisy, often ambiguous, sensory information. In such a high-noise regime, keeping track of…

Neurons and Cognition · Quantitative Biology 2021-03-22 Laurence Aitchison , Jannes Jegminat , Jorge Aurelio Menendez , Jean-Pascal Pfister , Alex Pouget , Peter E. Latham

For Gaussian random fields with values in $\mathbb{R}^d$, sharp upper and lower bounds on the probability of hitting a fixed set have been available for many years. These apply in particular to the solutions of systems of linear SPDEs. For…

Probability · Mathematics 2025-08-19 Robert C. Dalang , David Nualart , Fei Pu

We study a spatial branching model, where the underlying motion is $d$-dimensional ($d\ge1$) Brownian motion and the branching rate is affected by a random collection of reproduction suppressing sets dubbed mild obstacles. The main result…

Probability · Mathematics 2008-12-18 János Engländer

We show that the random point measures induced by vertices in the convex hull of a Poisson sample on the unit ball, when properly scaled and centered, converge to those of a mean zero Gaussian field. We establish limiting variance and…

Probability · Mathematics 2008-01-09 T. Schreiber , J. E. Yukich

We describe methods for proving upper and lower bounds on infinite-time averages in deterministic dynamical systems and on stationary expectations in stochastic systems. The dynamics and the quantities to be bounded are assumed to be…

Dynamical Systems · Mathematics 2017-02-09 Giovanni Fantuzzi , David Goluskin , Deqing Huang , Sergei I. Chernyshenko

Considering the dynamics of a polymer with finite extensibility placed in a chaotic flow with large mean shear, we explain how the statistics of polymer extension changes with Weissenberg number, ${\it Wi}$, defined as the product of the…

Statistical Mechanics · Physics 2007-05-23 M. Chertkov , I. Kolokolov , V. Lebedev , K. Turitsyn

We consider a one-dimensional Brownian motion with diffusion coefficient $D$ in the presence of $n$ partially absorbing traps with intensity $\beta$, separated by a distance $L$ and evenly spaced around the initial position of the particle.…

Statistical Mechanics · Physics 2022-11-28 Gaia Pozzoli , Benjamin De Bruyne

We study the statistical and dynamic properties of the systems characterized by an ultrametric space of states and translationary non-invariant symmetric transition matrices of the Parisi type subjected to "locally constant" randomization.…

Disordered Systems and Neural Networks · Physics 2009-11-13 V. A. Avetisov , A. Kh. Bikulov , S. K. Nechaev

Motivated by the study of the directed polymer model with mobile Poissonian traps or catalysts and the stochastic parabolic Anderson model with time dependent potential, we investigate the asymptotic behavior of…

Probability · Mathematics 2014-05-06 Xia Chen , Jie Xiong

We investigate the global existence of weak solutions to a free boundary problem governing the evolution of finitely extensible bead-spring chains in dilute polymers. The free boundary in the present context is defined with regard to a…

Analysis of PDEs · Mathematics 2020-06-23 Donatella Donatelli , Tessa Thorsen , Konstantina Trivisa

Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…

High Energy Physics - Experiment · Physics 2011-07-19 Ilya Narsky

We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…

Probability · Mathematics 2010-12-30 Balint Toth , Benedek Valko

Working in pressureless magnetohydrodynamics, we examine the consequences of some peculiar dispersive properties of linear fast sausage modes (FSMs) in one-dimensional cylindrical equilibria with a continuous radial density profile…

Solar and Stellar Astrophysics · Physics 2022-03-30 Bo Li , Shao-Xia Chen , Ao-Long Li

We employ computer simulations to study the dynamics of a self-propelled spherical tracer particle in a viscoelastic medium, made of a long polymer chain. Here, the interplay between viscoelasticity, stickiness, and activity…

Soft Condensed Matter · Physics 2022-12-16 Ramanand Singh Yadav , Chintu Das , Rajarshi Chakrabarti

We study the conformations of polymer chains in a poor solvent, with and without bending rigidity, by means of a simple statistical mechanics model. This model can be exactly solved for chains of length up to N=55 using exact enumeration…

Statistical Mechanics · Physics 2007-11-26 Anthony J. Guttmann , Jesper L. Jacobsen , Iwan Jensen , Sanjay Kumar

We consider the classical two-dimensional Rosenzweig-MacArthur prey-predator model with a degenerate noise, whereby only the prey variable is subject to small environmental fluctuations. This model has already been introduced in…

Probability · Mathematics 2025-11-14 Michel Benaïm , Jérémy Colombo , Edouard Strickler

We study analytically, in one dimension, the survival probability $P_{s}(t)$ up to time $t$ of an immobile target surrounded by mutually noninteracting traps each performing a continuous-time random walk (CTRW) in continuous space. We…

Statistical Mechanics · Physics 2012-06-13 Jasper Franke , Satya N. Majumdar

We theoretically explore the possibility of sausage instabilities developing on top of a kink instability in lengthening current-carrying magnetic flux tubes. Observations indicate that the dynamics of magnetic flux tubes in our cosmos and…

Plasma Physics · Physics 2018-06-26 Jens von der Linden , Setthivoine You
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