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Recent works have proposed incorporating heavy-tailed (HT) noise into diffusion- and flow-based generative models, with the goals of better recovering the tails of target distributions and improving generative diversity. This motivation is…
We investigate the impact of Allee effect and dispersal on the long-term evolution of a population in a patchy environment, focusing on whether a population already established in one patch either successfully invades an adjacent empty…
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…
A Quasi-Stationary Distribution (QSD)for a Markov process with an almost surely hit absorbing state is a time-invariant initial distribution for the process conditioned on not being absorbed by any given time. An initial distribution for…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…
In generic Hamiltonian systems with a mixed phase space chaotic transport may be directed and ballistic rather than diffusive. We investigate one particular model showing this behaviour, namely a spatially periodic billiard chain in which…
We investigate statistical properties of trails formed by a random process incorporating aggregation, fragmentation, and diffusion. In this stochastic process, which takes place in one spatial dimension, two neighboring trails may combine…
A model of homogeneously driven dissipative system, consisting of a collection of $N$ particles that are characterized by only their velocities, is considered. Adopting a discrete time dynamics, at each time step, a pair of velocities is…
A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…
We introduce a new class of heavy-tailed distributions for which any weighted average of independent and identically distributed random variables is larger than one such random variable in (usual) stochastic order. We show that many…
We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary. We identify the critical growth/contraction rates of the…
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…
A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…
The steady state of a Brownian particle diffusing in an arbitrary potential under the stochastic resetting mechanism has been studied. We show that there are different classes of nonequilibrium steady states depending on the nature of the…
We study by extensive numerical simulations the dynamics of a hard-core tracer particle (TP) in presence of two competing types of disorder - frozen convection flows on a square random Manhattan lattice and a crowded dynamical environment…
Brownian motion in R 2 + with covariance matrix $\Sigma$ and drift $\mu$ in the interior and reflection matrix R from the axes is considered. The asymptotic expansion of the stationary distribution density along all paths in R 2 + is found…
Accurate modeling is essential in integer-valued real phenomena, including the distribution of entire data, zero-inflated (ZI) data, and discrete exceedances. The Poisson and Negative Binomial distributions, along with their ZI variants,…
Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…