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We consider two species of particles performing random walks in a domain in $\mathbb{R}^d$ with reflecting boundary conditions, which annihilate on contact. In addition, there is a conservation law so that the total number of particles of…

Probability · Mathematics 2007-05-23 Krzysztof Burdzy , Jeremy Quastel

Building on the work of Arizmendi and Celestino (2021), we derive the $*$-distributions of polynomials in monotone independent and infinitesimally monotone independent elements. For non-zero complex numbers $\alpha$ and $\beta$, we derive…

Probability · Mathematics 2024-05-09 Marwa Banna , Pei-Lun Tseng

In this article, we study exponents which preserve complete monotonicity of functions on lattices. We prove that for any completely monotone function $f$ on a finite lattice, $f^\alpha$ is completely monotone for all $\alpha\geq c$, where…

Probability · Mathematics 2023-12-06 Jnaneshwar Baslingker , Biltu Dan

While there exists a well-developed asymptotic theory of Fr\'echet means of random variables taking values in a general "finite-dimensional" metric space, there are only a few known results in which the random variables can take values in…

Probability · Mathematics 2024-12-30 Adam Quinn Jaffe

This article studies large and local large deviations for sums of i.i.d. real-valued random variables in the domain of attraction of an $\alpha$-stable law, $\alpha\in (0,2]$, with emphasis on the case $\alpha=2$. There are two different…

Probability · Mathematics 2023-10-11 Quentin Berger , Matthias Birkner , Linglong Yuan

We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…

Statistical Mechanics · Physics 2024-02-07 Daniel Han , Marco A. A. da Silva , Nickolay Korabel , Sergei Fedotov

Given a linear control system in a Hilbert space with a bounded control operator, we establish a characterization of exponential stabilizability in terms of an observability inequality. Such dual characterizations are well known for exact…

Optimization and Control · Mathematics 2019-11-13 Emmanuel Trélat , Gengsheng Wang , Yashan Xu

This article discusses the analyticity and the long-time asymptotic behavior of solutions to space-time fractional diffusion equations in $\mathbb{R}^d$. By a Laplace transform argument, we prove that the decay rate of the solution as…

Analysis of PDEs · Mathematics 2019-04-15 Xing Cheng , Zhiyuan Li , Masahiro Yamamoto

In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…

Probability · Mathematics 2021-03-29 Markus Bibinger

We consider integer recurrences of the form a_n = f(a_{n-1}), where f is a quadratic polynomial with integer coefficients. We show, for four infinite families of f, that the set of primes dividing at least one term of such a sequence must…

Number Theory · Mathematics 2014-02-26 Rafe Jones

Let $Y_{1},Y_{2},\ldots $ be positive, nondegenerate, i.i.d. $G$ random variables, and independently let $X_{1},X_{2},\ldots $ be i.i.d. $F$ random variables. In this note we show that whenever $\sum X_{i}Y_{i}/\sum Y_{i}$ converges in…

Probability · Mathematics 2015-08-10 Peter Kevei , David M. Mason

In this paper we study a broad class of distribution functions which is defined by means of reflected generalized beta distribution. This class includes that of Beta-generated distribution as a special case. In particular, we use this class…

Statistics Theory · Mathematics 2016-07-20 Ibrahim Elbatal , Francesca Condino , Filippo Domma

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

Representation Theory · Mathematics 2015-12-22 Vadim Gorin , Greta Panova

We consider a particle moving with equation of motion $\dot x=f(t)$, where $f(t)$ is a random function with statistics which are independent of $x$ and $t$, with a finite drift velocity $v=\langle f\rangle$ and in the presence of a…

Chaotic Dynamics · Physics 2016-08-24 Robin Guichardaz , Alain Pumir , Michael Wilkinson

The origin of deterministic diffusion is a matter of discussion. We study the asymptotic distributions of the sums $y_n(x)=\sum_{k=0}^{n-1}\psi (x+k\alpha)$, where $\psi$ is a periodic function of bounded variation and $\alpha$ an…

Mathematical Physics · Physics 2011-07-15 François Huveneers

Scale-free surfaces, such as cones, remain unchanged under a simultaneous expansion of all coordinates by the same factor. Probability density of a particle diffusing near such absorbing surface at large time approaches a simple form that…

Statistical Mechanics · Physics 2015-04-28 Nir Alfasi , Yacov Kantor

We study the Tracy-Widom (TW) distribution $f_\beta(a)$ in the limit of large Dyson index $\beta \to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenvalue $a_1$ of the Gaussian (alias Hermite) ensemble…

Statistical Mechanics · Physics 2026-04-06 Alain Comtet , Pierre Le Doussal , Naftali R. Smith

Completing a previous analysis started in [1], we study flat Friedmann--Lema\^{\i}tre--Robertson--Walker (FLRW) models with a perfect fluid matter source and a scalar field nonminimally coupled to matter, self--interacting with a potential…

General Relativity and Quantum Cosmology · Physics 2015-08-26 Roberto Giambò , John Miritzis , Koralia Tzanni

We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(\mu,\mu)$ distributed random variables, with a specific…

Probability · Mathematics 2022-11-30 Guillaume Barraquand , Mark Rychnovsky

We consider a single species reaction diffusion system on a two dimensional lattice where the particles $A$ are biased to move towards their nearest neighbours and annihilate as they meet; $A + A \to \emptyset$. Allowing the bias to take…

Statistical Mechanics · Physics 2019-05-22 Pratik Mullick , Parongama Sen
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