Related papers: A sharp transition in zero overcrowding and underc…

The paper investigates the theoretical properties of zero-mean stationary time series with cyclical components, admitting the representation $y_t=\alpha_t \cos \lambda t + \beta_t \sin \lambda t$, with $\lambda \in (0,\pi]$ and…

We study the elusive transition from exponential to post-exponential (algebraic) decay of the probability density of a quantum particle emitted by an exponentially decaying source, in one dimension. The main finding is that the probability…

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

We compute the full order statistics of a one-dimensional gas of fermions in a harmonic trap at zero temperature, including its large deviation tails. The problem amounts to computing the probability distribution of the $k$th smallest…

We study the asymptotic behaviour of the probability that a stochastic process $(Z_t)_{t \geq 0}$ does not exceed a constant barrier up to time $T$ (the so called survival probability) when Z is the composition of two independent processes…

We analyze in detail a second order phase transition that occurs in large N Gaussian multi-matrix models in which the matrices are constrained to be commuting. The phase transition occurs as the relative masses of the matrices are varied,…

We consider an inhomogeneous Poisson process $X$ on $[0,T]$. The intensity function of $X$ is supposed to be strictly positive and smooth on $[0,T]$ except at the point $\theta$, in which it has either a 0-type singularity (tends to 0 like…

This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…

Let $Z_1,\ldots,Z_n$ be i.i.d. isotropic random vectors in $\mathbb{R}^p$, and $T \subset \mathbb{R}^p$ be a compact set. A classical line of empirical process theory characterizes the size of the suprema of the quadratic process…

We study the passage (translocation) of a self-avoiding polymer through a membrane pore in two dimensions. In particular, we numerically measure the probability distribution Q(T) of the translocation time T, and the distribution P(s,t) of…

Given that a stationary Gaussian process is above a high threshold, the length of time it spends before going below that threshold is studied. The asymptotic order is determined by the smoothness of the sample paths, which in turn is a…

We present the first study of the process $J/\psi \rightarrow \gamma\eta\pi^{0}$ using $(223.7\pm1.4)\times10^{6}$ $J/\psi$ events accumulated with the BESIII detector at the BEPCII facility. The branching fraction for $J/\psi \rightarrow…

Let $\gamma(t)=(P_1(t),\ldots,P_n(t))$ where $P_i$ is a real polynomial with zero constant term for each $1\leq i\leq n$. We will show the existence of the configuration $\{x,x+\gamma(t)\}$ in sets of positive density $\epsilon$ in…

In order to gain a deeper understanding of complex systems and infer key information using minimal data, I classify all configurations based on classical probability, starting from the dimensions of energy and different categories of…

The fraction r(t) of spins which have never flipped up to time t is studied within a linear diffusion approximation to phase ordering. Numerical simulations show that, even in this simple context, r(t) decays with time like a power-law with…

Based on $(27.12\pm 0.14)\times 10^{8}$ $\psi(2S)$ events collected with the BESIII detector, we search for the decay $\eta_c (2S) \rightarrow \pi^{+} \pi^{-} \eta_c$ with $\eta_c\rightarrow K_S^0 K^{\pm}\pi^{\mp}$ and $\eta_c\rightarrow…

The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional…

Let $\{X(\mathbf{t}):\mathbf{t}=(t_1, t_2, \ldots, t_d)\in[0,\infty)^d\}$ be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function $r$ satisfying conditions $r(\mathbf{t})<1$…

Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…

The organization of high-dimensional probability spaces is a fundamental problem at the intersection of statistical physics and information theory. Here, we analyze the distributions populating level surfaces of the probability simplex…