Related papers: On the principal eigenvalue for compound Poisson p…

We study the spectrum of the kinetic Brownian motion in the space of $d\times d$ Hermitian matrices, $d\geq2$. We show that the eigenvalues stay distinct for all times, and that the process $\Lambda$ of eigenvalues is a kinetic diffusion…

This article uses a combination of three ideas from simulation to establish a nearly optimal polynomial upper bound for the joint density of the stable process and its associated supremum at a fixed time on the entire support of the joint…

In this paper we study the local spectral statistics in the localised region of various random operator models, including the $d$-dimensional the Anderson model and random Schr\"odinger operators. It is already established, in the above…

In a closed single-particle quantum system, spatial disorder induces Anderson localization of eigenstates and halts wave propagation. The phenomenon is vulnerable to interaction with environment and decoherence, that is believed to restore…

We study a lattice gas of persistent walkers, in which each site is occupied by at most one particle and the direction each particle attempts to move to depends on its last step. We analyse the mean squared displacement (MSD) of the…

The main purpose of this paper is to show that there exists a positive number $\lambda_{1}$, the first eigenvalue, such that some $p(x)$-Laplace equation admits a solution if $\lambda=\lambda_{1}$ and that $\lambda_{1}$ is simple, i.e.,…

This paper considers the posterior contraction of non-parametric Bayesian inference on non-homogeneous Poisson processes. We consider the quality of inference on a rate function $\lambda$, given non-identically distributed realisations,…

We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the…

This paper is devoted to the proof of the existence of the principal eigenvalue and related eigenfunctions for fully nonlinear degenerate or singular uniformly elliptic equations posed in a punctured ball, in presence of a singular…

In this article we determine the Laplace transforms of the main boundary functionals of the oscillating compound Poisson process. These are the first passage time of the level, the joint distribution of the first exit time from the interval…

We use Arveson's notion of strongly peaking representation to generalize uniqueness theorems for free spectrahedra and matrix convex sets which admit minimal presentations. A fully compressed separable operator system necessarily generates…

We consider the two-dimensional Coulomb gas with a general potential at the determinantal temperature, or equivalently, the eigenvalues of random normal matrices. We prove that the smallest gaps between particles are typically of order…

Let $\mathcal{P}_{\lambda}:=\mathcal{P}_{\lambda\kappa}$ denote a Poisson point process of intensity $\lambda\kappa$ on $[0,1]^d,d\geq2$, with $\kappa$ a bounded density on $[0,1]^d$ and $\lambda\in(0,\infty)$. Given a closed subset…

We characterize the subexponential densities on $(0,\infty)$ for compound Poisson distributions on $[0,\infty)$ with absolutely continuous L\'evy measures. As a corollary, we show that the class of all subexponential probability density…

Let X be a d-dimensional diffusion and M the running supremum of its first component. In this paper, we show that for any t > 0, the density (with respect to the d + 1-dimensional Lebesgue measure) of the pair (Mt, Xt) is a weak solution of…

We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated 'non-orthogonality overlap factor' (also known as the 'eigenvalue condition number') of the left and right eigenvectors for…

Quantum systems with discrete symmetries can usually be desymmetrized, but this strategy fails when considering transport in open systems with a symmetry that maps different openings onto each other. We investigate the joint probability…

High-dimensional self-exciting point processes have been widely used in many application areas to model discrete event data in which past and current events affect the likelihood of future events. In this paper, we are concerned with…

In this article, we address the problem of determining a domain in $\mathbb{R}^N$ that minimizes the first eigenvalue of the Lam\'e system under a volume constraint. We begin by establishing the existence of such an optimal domain within…

We consider the Gibbs measure of a general interacting particle system for a certain class of ``weakly interacting" kernels. In particular, we show that the local point process converges to a Poisson point process as long as the inverse…