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We revisit the number theoretic division model of self-organized criticality [Phys. Rev. Lett. 101, 158702 (2008)]. The model consists of a pool of $M-1$ ordered integers $\{2, 3, \cdots, M\}$, and the aim is to dynamically form a primitive…
We introduce a family of random measures $M_{H,T} (d t)$, namely log S-fBM, such that, for $H>0$, $M_{H,T}(d t) = e^{\omega_{H,T}(t)} d t$ where $\omega_{H,T}(t)$ is a Gaussian process that can be considered as a stationary version of an…
The random billiard walk is a stochastic process $(L_t)_{t\geq 0}$ in which a laser moves through the Coxeter arrangement of an affine Weyl group in $\mathbb{R}^d$, reflecting at each hyperplane with probability $p\in (0, 1)$ and…
For the perimeter length and the area of the convex hull of the first $n$ steps of a planar random walk, we study $n \to \infty$ mean and variance asymptotics and establish non-Gaussian distributional limits. Our results apply to random…
Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…
We investigate the intermittency of energy dissipation in Alfvenic turbulence by considering the statistics of the coarse-grained energy dissipation rate, using direct measurements from numerical simulations of magnetohydrodynamic…
Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of L\'evy walks, a specific range of optimal efficiencies was suggested under variation of search…
We analyze random walk through fractal environments, embedded in 3-dimensional, permeable space. Particles travel freely and are scattered off into random directions when they hit the fractal. The statistical distribution of the flight…
Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…
The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in…
We study a simple model in which the growth of a network is determined by the location of one or more random walkers. Depending on walker speed, the model generates a spectrum of structures situated between well-known limiting cases. We…
Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…
For several flows of laboratory turbulence, we obtain long records of velocity data. These records are divided into numerous segments. In each segment, we calculate the mean rate of energy dissipation, the mean energy at each scale, and the…
Many causal quantities are only partially identifiable due to the inherent missingness of potential outcomes, and the associated partial identification (PI) sets can be obtained by solving an optimal transport (OT) problem. Covariates often…
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…
This paper is concerned mainly with the macroscopic fractal behavior of various random sets that arise in modern and classical probability theory. Among other things, it is shown here that the macroscopic behavior of Boolean coverage…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…
Recent progress on the understanding of the Random Conductance Model is reviewed and commented. A particular emphasis is on the results on the scaling limit of the random walk among random conductances for almost every realization of the…
Walking droplets -- millimetric oil droplets that self-propel across the surface of a vibrating fluid bath -- exhibit striking emergent statistics that remain only partially understood. In particular, in a variety of experiments, a robust…