Related papers: On the gap probability of the tacnode process
We present elliptical processes, a family of non-parametric probabilistic models that subsume Gaussian processes and Student's t processes. This generalization includes a range of new heavy-tailed behaviors while retaining computational…
We propose a method to outer bound forward reachable sets on finite horizons for uncertain nonlinear systems with polynomial dynamics. This method makes use of time-dependent polynomial storage functions that satisfy appropriate dissipation…
We give an exact formula for the value of the derivative at zero of the gap probability in finite n x n Gaussian ensembles. As n goes to infinity our computation provides an asymptotic (with an explicit constant) of the order n^(1/2). As a…
In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…
The oriented swap process is a natural directed random walk on the symmetric group that can be interpreted as a multi-species version of the Totally Asymmetric Simple Exclusion Process (TASEP) on a finite interval. An open problem from a…
A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…
The halting problem for Turing machines is decidable on a set of asymptotic probability one. Specifically, there is a set B of Turing machine programs such that (i) B has asymptotic probability one, so that as the number of states n…
The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…
We give a general Gaussian bound for the first chaos (or innovation) of point processes with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply the general result to nonlinear Hawkes processes, providing…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
This paper is based on the study of random lozenge tilings of non-convex polygonal regions with interacting non-convexities (cuts) and the corresponding asymptotic kernel as in [3] and [4] (discrete tacnode kernel). Here this kernel is used…
We compute the whole asymptotic expansion of the probability that a large uniform labeled graph is connected, and of the probability that a large uniform labeled tournament is irreducible. In both cases, we provide a combinatorial…
Real-world complex systems often comprise many distinct types of elements as well as many more types of networked interactions between elements. When the relative abundances of types can be measured well, we often observe heavy-tailed…
The classical Galton--Watson process works with a fixed probability of fission at each time step. One of the generalizations is that the probabilities depend on time. We consider one of the most complex and interesting cases when we do not…
We study boundary non-crossing probabilities $$ P_{f,u} := \mathrm P\big(\forall t\in \mathbb T\ X_t + f(t)\le u(t)\big) $$ for continuous centered Gaussian process $X$ indexed by some arbitrary compact separable metric space $\mathbb T$.…
We prove a generalised super-adiabatic theorem for extended fermionic systems assuming a spectral gap only in the bulk. More precisely, we assume that the infinite system has a unique ground state and that the corresponding GNS-Hamiltonian…
We study combinatorial structures arising from finite-time transition probabilities of the Totally Asymmetric Simple Exclusion Process with open boundary conditions. While much of the existing combinatorial theory regarding the TASEP…
Affine point processes are a class of simple point processes with self- and mutually-exciting properties, and they have found useful applications in several areas. In this paper, we obtain large-time asymptotic expansions in large…
The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model. In a high-frequency setting, we aim at establishing an asymptotic…
We consider the squared singular values of the product of $M$ standard complex Gaussian matrices. Since the squared singular values form a determinantal point process with a particular Meijer G-function kernel, the gap probabilities are…