Related papers: High-dimensional limits arising from hyperbolic Po…

A generalized version of a well-known problem of D. G. Kendall states that the zero cell of a stationary Poisson hyperplane tessellation in ${\mathbb{R}}^d$, under the condition that it has large volume, approximates with high probability a…

We consider the typical cell of a stationary Poisson hyperplane tessellation in d-dimensional Euclidean space. It is well known that the expected vertex number of the typical cell is independent of the directional distribution of the…

Suppose that $Z$ is a random closed subset of the hyperbolic plane $\H^2$, whose law is invariant under isometries of $\H^2$. We prove that if the probability that $Z$ contains a fixed ball of radius 1 is larger than some universal constant…

The link between 3D spaces with (in general, non-constant) curvature and quantum deformations is presented. It is shown how the non-standard deformation of a sl(2) Poisson coalgebra generates a family of integrable Hamiltonians that…

The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…

We consider Gaussian approximation in a variant of the classical Johnson--Mehl birth-growth model with random growth speed. Seeds appear randomly in $\mathbb{R}^d$ at random times and start growing instantaneously in all directions with a…

This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate \lambda(t). The explicit distributions p(x,t) of the…

We introduce a model of a randomly growing interface in multidimensional Euclidean space. The growth model incorporates a random order model as an ingredient of its graphical construction, in a way that replicates the connection between the…

We study the long-time behavior of a particle in $\mathbb{R}^d$, $d \geq 2$, subject to molecular diffusion and advection by a random incompressible flow. The velocity field is the divergence of a stationary random stream matrix $\mathbf{k}…

We consider a particle moving in $d\geq 2$ dimensions, its velocity being a reversible diffusion process, with identity diffusion coefficient, of which the invariant measure behaves, roughly, like $(1+|v|)^{-\beta}$ as $|v|\to \infty$, for…

We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast motion. By studying the smoothness of the solution of the…

Ideal gas dynamics can develop shock-like singularities with discontinuous density. Viscosity typically regularizes such singularities and leads to a shock structure. On the other hand, in 1d, singularities in the Hopf equation can be…

We investigate degenerate cross-diffusion equations with a rank-deficient diffusion matrix that are considered to model populations which move as to avoid spatial crowding and have recently been found to arise in a mean-field limit of…

Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

Random motions on the line and on the plane with space-varying velocities are considered and analyzed in this paper. On the line we investigate symmetric and asymmetric telegraph processes with space-dependent velocities and we are able to…

We study the performance of nonparametric Bayes procedures for one-dimensional diffusions with periodic drift. We improve existing convergence rate results for Gaussian process (GP) priors with fixed hyper parameters. Moreover, we exhibit…

We consider a system of $d$ non-linear stochastic heat equations in spatial dimension $k \geq 1$, whose solution is an $\R^d$-valued random field $u= \{u(t\,,x),\, (t,x) \in \R_+ \times \R^k\}$. The $d$-dimensional driving noise is white in…

We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…

For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…

Given a subset K of the unit Euclidean sphere, we estimate the minimal number m = m(K) of hyperplanes that generate a uniform tessellation of K, in the sense that the fraction of the hyperplanes separating any pair x, y in K is nearly…