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Asymptotic behavior of the point process of high and medium values of a Gaussian stationary process with discrete time is considered. An approximation by a Poisson cluster point process is given for the point process.

Probability · Mathematics 2023-09-06 Vladimir I. Piterbarg

The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to…

Statistical Mechanics · Physics 2021-07-01 Cecile Monthus

We obtain estimates for large and moderate deviations for the capacity of the range of a random walk on $\mathbb{Z}^d$, in dimension $d\ge 5$, both in the upward and downward directions. The results are analogous to those we obtained for…

Probability · Mathematics 2020-05-20 Amine Asselah , Bruno Schapira

Extensive time-series encoding the position of particles such as viruses, vesicles, or individual proteins are routinely garnered in single-particle tracking experiments or supercomputing studies. They contain vital clues on how viruses…

In a random graph, counts for the number of vertices with given degrees will typically be dependent. We show via a multivariate normal and a Poisson process approximation that, for graphs which have independent edges, with a possibly…

Probability · Mathematics 2009-12-25 K. Lin , G. Reinert

We find large deviations rates for consensus-based distributed inference for directed networks. When the topology is deterministic, we establish the large deviations principle and find exactly the corresponding rate function, equal at all…

Information Theory · Computer Science 2016-06-29 Dragana Bajović , José M. F. Moura , João Xavier , Bruno Sinopoli

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

Machine Learning · Statistics 2025-09-09 Naoki Yoshida , Shogo Nakakita , Masaaki Imaizumi

In the present work, we study random walks on complex networks subject to stochastic resetting when the resetting probability is node-dependent. Using a renewal approach, we derive the exact expressions of the stationary occupation…

Statistical Mechanics · Physics 2022-05-05 Yanfei Ye , Hanshuang Chen

Dynamic processes in complex networks are crucial for better understanding collective behavior in human societies, biological systems, and the internet. In this paper, we first focus on the continuous Markov-based modeling of evolving…

Social and Information Networks · Computer Science 2025-05-21 Minyu Feng , Ziyan Zeng , Qin Li , Matjaž Perc , Jürgen Kurths

Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Markovian background process, additionally, there are infinitely…

Probability · Mathematics 2016-08-16 Joke Blom , Koen De Turck , Michel Mandjes

We consider a dynamic network in continuum time and space in which nodes, with initial locations given by a Poisson point process, move according to i.i.d. isotropic $\alpha$-stable processes. Each node is additionally equipped with an…

Probability · Mathematics 2026-02-26 Peter Gracar , Benedikt Jahnel , Lukas Lüchtrath , Anh Duc Vu

In wireless networks, the knowledge of nodal distances is essential for several areas such as system configuration, performance analysis and protocol design. In order to evaluate distance distributions in random networks, the underlying…

Information Theory · Computer Science 2012-01-24 Sunil Srinivasa , Martin Haenggi

We describe fluctuations in finite-size networks with a complex distribution of connections, $P(k)$. We show that the spectrum of fluctuations of the number of vertices with a given degree is Poissonian. These mesoscopic fluctuations are…

Statistical Mechanics · Physics 2009-11-07 S. N. Dorogovtsev , A. N. Samukhin

The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…

Statistical Mechanics · Physics 2021-08-05 Guillaume Barraquand , Pierre Le Doussal

The Join-the-Shortest-Queue-d routing policy is considered for a large system with $n$ servers. Moderate deviation principles (MDP) for the occupancy process and the empirical queue length process are established as $n\to \infty$. Each MDP…

Probability · Mathematics 2025-03-06 Zhenhua Wang , Ruoyu Wu

This paper investigate the sparse multi-type Erd\H{o}s R\'enyi random graphs studied in S\"{o}derberg~\cite{soderberg2002general} and also Bollob\'as et al.~\cite{bollobas2007phase}. Although the corresponding central limit results are…

Probability · Mathematics 2025-12-17 Rui Yu , Wen Sun

The Mat\'ern hard-core processes are classical examples for point process models obtained from (marked) Poisson point processes. Points of the original Poisson process are deleted according to a dependent thinning rule, resulting in a…

Probability · Mathematics 2017-09-19 Martin Dirrler , Martin Schlather

In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting neurons indexed by a lattice $\mathbb{Z}^d$. The neurons are subject to noise, which is modelled as a correlated martingale. The…

Probability · Mathematics 2016-04-05 Olivier Faugeras , James MacLaurin

We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to…

Probability · Mathematics 2015-11-30 F. C. Klebaner , A. V. Logachov , A. A. Mogulski
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