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Distribution functions of collisionless systems are known to show non-thermal power law tails. Interestingly, collisionless plasmas in various physical scenarios, (e.g., the ion population of the solar wind) feature a $v^{-5}$ tail in the…
We use a three-dimensional molecular dynamics simulation to study the single particle distribution function of a dilute granular gas driven by a vertically oscillating plate at high accelerations ($15g - 90g$). We find that the density and…
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 consider an abstract Cauchy problem for a Maxwell system modelling electromagnetic fields in the presence of an interface between optical media. The electric polarization is in general time-delayed and nonlinear, turning…
We consider a particle moving on the half line $x>0$ and subject to a constant force in the $-x$ direction plus a delta-correlated random force. At $x=0$ the particle is reflected inelastically. The velocities just after and before…
An expanded family of mixtures of multivariate power exponential distributions is introduced. While fitting heavy-tails and skewness has received much attention in the model-based clustering literature recently, we investigate the use of a…
In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…
We study the probability density function for the fluctuations of the magnetic order parameter in the low temperature phase of the XY model of finite size. In two-dimensions this system is critical over the whole of the low temperature…
Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…
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…
In this article two methods to distinguish between polynomial and exponential tails are introduced. The methods are mainly based on the properties of the residual coefficient of variation for the exponential and non-exponential…
By the probabilistic coupling approach which combines a new refined basic coupling with the synchronous coupling for L\'evy processes, we obtain explicit exponential contraction rates in terms of the standard $L^1$-Wasserstein distance for…
We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…
This paper explores the exponential stability of two nonlinear wave equations coupled through their velocities. The analysis is divided into two main cases. First, we consider a system where one equation is damped, while the other…
We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.
We study subexponential tail asymptotics for the distribution of the maximum $M_t:=\sup_{u\in[0,t]}X_u$ of a process $X_t$ with negative drift for the entire range of $t>0$. We consider compound renewal processes with linear drift and…
In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the…
An isotropic passive scalar field $T$ advected by a rapidly-varying velocity field is studied. The tail of the probability distribution $P(\theta,r)$ for the difference $\theta$ in $T$ across an inertial-range distance $r$ is found to be…
The productivity of a magnitude $m$ event can be characterized in term of triggered events of magnitude above $m-\Delta$: it is the number of direct "descendants" $\nu_\Delta$ and the number of all "descendants" $V_\Delta$. There is…
For many environmental processes, recent studies have shown that the dependence strength is decreasing when quantile levels increase. This implies that the popular max-stable models are inadequate to capture the rate of joint tail decay,…