Related papers: Extremal shot noise processes and random cutout se…

We consider the extremal shot noise defined by $$M(y)=\sup\{mh(y-x);(x,m)\in\Phi\},$$ where $\Phi$ is a Poisson point process on $\bbR^d\times (0,+\infty)$ with intensity $\lambda dxG(dm)$ and $h:\bbR^d\to [0,+\infty]$ is a measurable…

We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…

We analyze the convergence rates for a family of auto-regressive Markov chains $(X^{(n)}_k)_{k\geq 0}$ on $\mathbb R^d$, where at each step a randomly chosen coordinate is replaced by a noisy damped weighted average of the others. The…

We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments…

The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…

Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem. The approach gives exponential estimates that often…

Semiclassical methods can now explain many mesoscopic effects (shot-noise, conductance fluctuations, etc) in clean chaotic systems, such as chaotic quantum dots. In the deep classical limit (wavelength much less than system size) the…

A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the…

Shot-noise and fractional Poisson processes are instances of filtered Poisson processes. We here prove Girsanov theorem for this kind of processes and give an application to an estimate problem.

The present manuscript is devoted to the study of the convergence to equilibrium as the noise intensity $\varepsilon>0$ tends to zero for ergodic random systems out of equilibrium of the type \begin{align*} \mathrm{d} X^{\varepsilon}_t(x) =…

There has been renewed interest in the physics of the so-called crossover for current fluctuations in mesoscopic conductors, most recently involving the possibility of its appearance in the passage to the macroscopic limit. Shot noise is…

Poisson shot noise processes are natural generalizations of compound Poisson processes that have been widely applied in insurance, neuroscience, seismology, computer science and epidemiology. In this paper we study sharp deviations,…

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…

We investigate the occurrence of additive and multiplicative structures in random subsets of the natural numbers. Specifically, for a Bernoulli random subset of $\mathbb{N}$ where each integer is included independently with probability…

We consider the maximum process of a random walk with additive independent noise in form of $\max_{i=1,\dots,n}(S_i+Y_i)$. The random walk may have dependent increments, but its sample path is assumed to converge weakly to a fractional…

We present a method for estimating the edge of a two-dimensional bounded set, given a finite random set of points drawn from the interior. The estimator is based both on a Parzen-Rosenblatt kernel and extreme values of point processes. We…

We construct random point processes in the complex plane that are asymptotically close to a given doubling measure. The processes we construct are the zero sets of random entire functions that are constructed through generalised Fock…

We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process, which turns out to be random and to depend locally on the…

We prove a conjecture of Diaconis and Freedman (Ann. Probab. 1980) characterising the extreme points of the set of partially-exchangeable processes on a countable set. More concretely, we prove that the partially exchangeable sigma-algebra…