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Under the separability assumption on the augmented density, a distribution function can be always constructed for a spherical population with the specified density and anisotropy profile. Then, a question arises, under what conditions the…

Mathematical Physics · Physics 2012-01-31 J. An

We prove non-asymptotic stretched exponential tail bounds on the height of a randomly sampled node in a random combinatorial tree, which we use to prove bounds on the heights and widths of random trees from a variety of models. Our results…

Probability · Mathematics 2022-04-26 Louigi Addario-Berry , Anna Brandenberger , Jad Hamdan , Céline Kerriou

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

Probability · Mathematics 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

Statistics Theory · Mathematics 2018-09-06 Jean Jacod , Michael Sørensen

Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…

Statistical Mechanics · Physics 2009-11-07 Debabrata Panja

We establish a variety of properties of the discrete time simple random walk on a Galton-Watson tree conditioned to survive when the offspring distribution, $Z$ say, is in the domain of attraction of a stable law with index…

Probability · Mathematics 2012-10-24 David A. Croydon , Takashi Kumagai

We derive the exact probability density function of the product of $N$ independent variance-gamma random variables with zero location parameter. We then apply this formula to derive formulas for the cumulative distribution function and…

Probability · Mathematics 2025-08-05 Robert E. Gaunt , Siqi Li , Heather Sutcliffe

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

In this article densities (and their derivatives) of subordinators and inverse subordinators are considered. Under minor restrictions, generally milder than the existing in the literature, using a useful modification of the saddle point…

Probability · Mathematics 2024-02-12 Giacomo Ascione , Mladen Savov , Bruno Toaldo

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

Computational Finance · Quantitative Finance 2012-04-03 Asad Munir , William Shaw

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…

Mesoscale and Nanoscale Physics · Physics 2017-09-27 Simon Villain-Guillot , Giancarlo Jug , Klaus Ziegler

We study the space spanned by the integer shifts of a bivariate Gaussian function and the problem of reconstructing any function in that space from samples scattered across the plane. We identify a large class of lattices, or more generally…

Functional Analysis · Mathematics 2024-08-07 José Luis Romero , Alexander Ulanovskii , Ilya Zlotnikov

Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $\sigma$-finite Radon measure on a Polish space. We present a criterion on the quasi-regularity of Dirichlet forms on $E$ in terms of upper…

Probability · Mathematics 2025-06-30 Panpan Ren , Feng-Yu Wang , Simon Wittmann

We consider a super-critical Galton-Watson tree whose non-degenerate offspring distribution has finite mean. We consider the random trees $\tau$n distributed as $\tau$ conditioned on the n-th generation, Zn, to be of size an $\in$ N. We…

Probability · Mathematics 2017-12-14 Romain Abraham , Jean-François Delmas

This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide…

Probability · Mathematics 2019-10-10 Marek Arendarczyk , Barbara Jasiulis-Gołdyn , Edward Omey

We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…

Probability · Mathematics 2016-12-02 Peggy Cénac , Arnaud Le Ny , Basile De Loynes , Yoann Offret

To recover the topology of a manifold in the presence of heavy tailed or exponentially decaying noise, one must understand the behavior of geometric complexes whose points lie in the tail of these noise distributions. This study advances…

Probability · Mathematics 2021-02-16 Andrew M. Thomas , Takashi Owada

Let $(W_{t}(\lambda))_{t\ge 0}$, parametrized by $\lambda\in\mathbb{R}$, be the additive martingale related to a supercritical super-Brownian motion on the real line and let $W_{\infty}(\lambda)$ be its limit. Under a natural condition for…

Probability · Mathematics 2024-03-29 Ting Yang

We discuss uniform infinite causal triangulations and equivalence to the size biased branching process measure - the critical Galton-Watson branching process distribution conditioned on non-extinction. Using known results from the theory of…

Mathematical Physics · Physics 2012-01-04 V. Sisko , A. Yambartsev , S. Zohren

The fluctuations of the current for the one-dimensional totally asymmetric exclusion process with $L$ sites are studied in the relaxation regime of times $T\sim L^{3/2}$. Using Bethe ansatz for the periodic system with an evolution…

Statistical Mechanics · Physics 2015-01-22 Sylvain Prolhac