Related papers: Tail behaviour of stationary densities for one-dim…
We develop an early-warning signal for bifurcations of one-dimensional random difference equations with additive bounded noise, based on the asymptotic behaviour of the stationary density near a boundary of its support. We demonstrate the…
Random diffeomorphisms with bounded absolutely continuous noise are known to possess a finite number of stationary measures. We discuss dependence of stationary measures on an auxiliary parameter, thus describing bifurcations of families of…
We show that a simple mechanistic model of spatial dispersal for settling organisms, subject to parameter variability, can generate heavy-tailed radial probability density functions. The movement of organisms in the model consists of a…
Stationary points or derivative zero crossings of a regression function correspond to points where a trend reverses, making their estimation scientifically important. Existing approaches to uncertainty quantification for stationary points…
The density of states of disordered hopping models generically exhibits an essential singularity around the edges of its support, known as a Lifshitz tail. We study this phenomenon on the Bethe lattice, i.e. for the large-size limit of…
We consider a multi-type branching random walk with displacements that have either regularly varying or semi-exponential tails. We investigate the asymptotic behavior of the rightmost particle in irreducible and reducible regimes and…
The density of states of Dirac fermions with a random mass on a two-dimensional lattice is considered. We give the explicit asymptotic form of the single-electron density of states as a function of both energy and (average) Dirac mass, in…
We find conditions for stationary measures of random dynamical systems on surfaces having dissipative diffeomorphisms to be absolutely continuous. These conditions involve a uniformly expanding on average property in the future (UEF) and…
For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
In this paper, we study the local behaviour of solutions near the fixed points of a reaction-diffusion equation with discontinuous nonlinearity. By employing an appropriate linearization around the fixed points, which involves the Dirac…
We study clustering of the extremes in a stationary sequence with subexponential tails in the maximum domain of attraction of the Gumbel We obtain functional limit theorems in the space of random sup-measures and in the space $D(0,\infty)$.…
We study the effect of disorder on the particle density evolution in a classical Hamiltonian driven lattice setup. If the disorder is localized within a finite sub-domain of the lattice, the emergence of strong tails in the density…
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…
Consider a binary mixture model of the form $F_\theta = (1-\theta)F_0 + \theta F_1$, where $F_0$ is standard Gaussian and $F_1$ is a completely specified heavy-tailed distribution with the same support. For a sample of $n$ independent and…
The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…
We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper…
We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…