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We tackle the modeling of threshold exceedances in asymptotically independent stochastic processes by constructions based on Laplace random fields. These are defined as Gaussian random fields scaled with a stochastic variable following an…
At the intersection of two unidirectional traffic flows a stripe formation instability is known to occur. In this paper we consider coupled time evolution equations for the densities of the two flows in their intersection area. We show…
We attribute the observed rotational velocity profiles of spiral galaxy disks to a combination of Newtonian and exponential gravitational potentials. We offer a novel, yet perfectly plausible, Lagrangian from which the exponential potential…
We investigate velocity probability distribution functions (PDF) of sheared hard-sphere suspensions. As observed in our Stokes flow simulations and explained by our single-particle theory, these PDFs can show pronounced deviations from a…
In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…
This paper is devoted to a statistical analysis of the velocity fluctuations arising from a random distribution of point vortices in two-dimensional turbulence. Exact results are derived for the correlations in the velocities occurring at…
The direct detection of gravitational waves (GWs) is an invaluable new tool to probe gravity and the nature of cosmic acceleration. A large class of scalar-tensor theories predict that GWs propagate with velocity different than the speed of…
If the accelerated expansion of the universe is due to a modification of general relativity at late times, it is likely that the growth of structure on large scales would also display deviations from the standard cosmology. We investigate…
Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…
A simple way of obtaining robust estimates of the "center" (or the "location") and of the "scatter" of a dataset is to use the maximum likelihood estimate with a class of heavy-tailed distributions, regardless of the "true" distribution…
In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…
We determine the rate of decrease of the right tail distribution of the exponential functional of a Levy process with a convolution equivalent Levy measure. Our main result establishes that it decreases as the right tail of the image under…
We prove that dichotomies given by growth rates that are either faster or slower than exponential either do not occur or are inconsequential in the setting of skew-products with compact base. A similar conclusion is obtained for the…
We report on an instability arising when surface gravity waves propagate in a rotating frame. The Stokes drift associated to the uniform wave field, together with global rotation, drives a mean flow in the form of a horizontally invariant…
By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.
Let (Z_n)_{n\in\N_0} be a d-dimensional random walk in random scenery, i.e., Z_n=\sum_{k=0}^{n-1}Y_{S_k} with (S_k)_{k\in\N_0} a random walk in Z^d and (Y_z)_{z\in Z^d} an i.i.d. scenery, independent of the walk. We assume that the random…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
The right tail asymptotic series consisting of attenuating exponential terms are derived for the densities of Galton-Watson processes with fractional probability generating functions. The frequencies in the exponential factors form fractal…
We measure the distribution of velocities for prograde and retrograde satellite galaxies using a combination of published data and new observations for 78 satellites of 63 extremely isolated disc galaxies (169 satellites total). We find…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…