Related papers: Compound Poisson distributions for random dynamica…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
Statistical mechanics is generalized on the basis of an additive information theory for incomplete probability distributions. The incomplete normalization $\sum_{i=1}^wp_i^q=1$ is used to obtain generalized entropy $S=-k\sum_{i=1}^wp_i^q\ln…
We study quantum kicked rotator in the classically fully chaotic regime, in the domain of the semiclassical behaviour. We use Izrailev's N-dimensional model for various N<=4000, which in the limit N-> infinity tends to the quantized kicked…
We consider the Robinson-Schensted-Knuth algorithm applied to a random input and investigate the shape of the bumping route (in the vicinity of the $y$-axis) when a specified number is inserted into a large Plancherel-distributed tableau.…
In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…
In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…
The activity of a sparse network of leaky integrate-and-fire neurons is carefully revisited with reference to a regime of a bona-fide asynchronous dynamics. The study is preceded by a finite-size scaling analysis, carried out to identify a…
We prove the asymptotic functional Poisson laws in the total variation norm and obtain estimates of the corresponding convergence rates for a large class of hyperbolic dynamical systems. These results generalize the ones obtained before in…
For a class of interacting particle systems in continuous space, we show that finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson…
We establish convergence to the Kingman coalescent for the genealogy of a geographically - or otherwise - structured version of the Wright-Fisher population model with fast migration. The new feature is that migration probabilities may…
We study the total mass of the solution to the parabolic Anderson model on a regular tree with an i.i.d. random potential whose marginal distribution is double-exponential. In earlier work we identified two terms in the asymptotic expansion…
Optimal block designs for additive models achieve their efficiency by dividing experimental units among relatively homogenous blocks and allocating treatments equally to blocks. Responses in many modern experiments, however, are drawn from…
We introduce a novel probabilistic group testing framework, termed Poisson group testing, in which the number of defectives follows a right-truncated Poisson distribution. The Poisson model has a number of new applications, including…
Sketching is a probabilistic data compression technique that has been largely developed in the computer science community. Numerical operations on big datasets can be intolerably slow; sketching algorithms address this issue by generating a…
It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…
We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…
Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…
The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…
We generalize the quantum random walk protocol for a particle in a one-dimensional chain, by using several types of biased quantum coins, arranged in aperiodic sequences, in a manner that leads to a rich variety of possible wave function…