Related papers: Discrete broadly stable distributions
We study the stability of amorphous solids, focusing on the distribution P(x) of the local stress increase x that would lead to an instability. We argue that this distribution is singular P(x)x^{\theta}, where the exponent {\theta} is…
We consider a diffusion process $X$ in a random potential $\V$ of the form $\V_x = \S_x -\delta x$ where $\delta$ is a positive drift and $\S$ is a strictly stable process of index $\alpha\in (1,2)$ with positive jumps. Then the diffusion…
In recent years, stochastic dominance for independent and identically distributed (iid) infinite-mean random variables has received considerable attention. The literature has identified several classes of distributions of nonnegative random…
We investigate the statistical properties of a piecewise smooth dynamical system by studying directly the action of the transfer operator on appropriate spaces of distributions. We accomplish such a program in the case of two-dimensional…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
We study heavy-tailed Hermitian random matrices that are unitarily invariant. The invariance implies that the eigenvalue and eigenvector statistics are decoupled. The motivating question has been whether a freely stable random matrix has…
We study the disorder-induced deterministic dispersion of particles uniformly driven in an array of narrow tracks. For different toy models with quenched disorder we obtain exact analytical expressions for the steady-state mean velocity $v$…
Physically motivated stochastic dynamics are often used to sample from high-dimensional distributions. However such dynamics often get stuck in specific regions of their state space and mix very slowly to the desired stationary state. This…
Stochastic hybrid systems are dynamic systems that undergo both random continuous-time flows and random discrete jumps. Depending on how randomness is introduced into the continuous dynamics, discrete transitions, or both, stochastic hybrid…
In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…
Stability and bifurcation properties of one-dimensional discrete dynamical systems with positivity, which are derived from continuous ones by tropical discretization, are studied. The discretized time interval is introduced as a bifurcation…
We study the stability of randomized Taylor schemes for ODEs. We consider three notions of probabilistic stability: asymptotic stability, mean-square stability, and stability in probability. We prove fundamental properties of the…
We consider a Hartree equation for a random variable, which describes the temporal evolution of infinitely many Fermions. On the Euclidean space, this equation possesses equilibria which are not localised. We show their stability through a…
The multiplier statistics of discrete and continuous nonconservative multiplicative cascade models, employed to describe the energy cascade in fully developed turbulence, is investigated. It is found to be indistinguishable due to…
We determine the joint limiting distribution of adjacent spacings around a central, intermediate, or an extreme order statistic $X_{k:n}$ of a random sample of size $n$ from a continuous distribution $F$. For central and intermediate cases,…
In this paper we consider the global stability of solutions of an affine stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…
Consider a random sample $X_1 , X_2 , ..., X_n$ drawn independently and identically distributed from some known sampling distribution $P_X$. Let $X_{(1)} \le X_{(2)} \le ... \le X_{(n)}$ represent the order statistics of the sample. The…
We introduce the notion of a bivariate random discrete copula on an equidistant mesh and explore its stochastic properties. A random discrete copula is a discrete random field, hence, its value at a given point on the mesh is a random…
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…
We identify a new type of pattern formation in spatially distributed active systems. We simulate one-dimensional two-component systems with predator-prey local interaction and pursuit-evasion taxis between the components. In a sufficiently…