Related papers: Survival Probability of Large Rapidity Gaps
In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…
We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…
We study Spatial Logistic Gaussian Process (SLGP) models for non-parametric estimation of probability density fields using scattered samples of heterogeneous sizes. SLGPs are examined from the perspective of random measures and their…
Programs with randomization constructs is an active research topic, especially after the recent introduction of martingale-based analysis methods for their termination and runtimes. Unlike most of the existing works that focus on proving…
Corrections and acknowledgment for ``Local limit theory and large deviations for supercritical branching processes'' [math.PR/0407059]
Using the results of X. Fernique on the compactness of distributions of cadlag random functions, we derive some cadlaguity moment estimates for stochastic processes with jumps.
We present a model of high energy soft $pp$ interactions that has multi s- and t-channel components, which has been tuned to describe all the available data. The t-channel components allow matching of the soft to the hard (QCD) Pomeron.…
This paper develops asymptotics and approximations for ruin probabilities in a multivariate risk setting. We consider a model in which the individual reserve processes are driven by a common Markovian environmental process. We subsequently…
Determinantal point processes (DPPs) have wide-ranging applications in machine learning, where they are used to enforce the notion of diversity in subset selection problems. Many estimators have been proposed, but surprisingly the basic…
For two nonstandard renewal risk models, we investigate the precise large deviations of the finite-time ruin probability and a random sum of the net-loss process, and the asymptotics of the random-time ruin probability. Notably, in one of…
We show a methodology for the computation of the probability of deadline miss for a periodic real-time task scheduled by a resource reservation algorithm. We propose a modelling technique for the system that reduces the computation of such…
We consider the transition probabilities for random walks in $1+1$ dimensional space-time random environments (RWRE). For critically tuned weak disorder we prove a sharp large deviation result: after appropriate rescaling, the transition…
We derive recursions for the probability distribution of random sums by computer algebra. Unlike the well-known Panjer-type recursions, they are of finite order and thus allow for computation in linear time. This efficiency is bought by the…
We consider a structural model where the survival/default state is observed together with a noisy version of the firm value process. This assumption makes the model more realistic than most of the existing alternatives, but triggers…
We consider large random trees under Gibbs distributions and prove a Large Deviation Principle (LDP) for the distribution of degrees of vertices of the tree. The LDP rate function is given explicitly. An immediate consequence is a Law of…
Results of analytic and numerical investigations of first-passage properties of equilibrium fluctuations of monatomic steps on a vicinal surface are reviewed. Both temporal and spatial persistence and survival probabilities, as well as the…
The statistics of lagrangian velocity divergence are studied for an assembly of particles in compressible turbulence on a free surface. Under an appropriate definition of entropy, the two-dimensional lagrangian velocity divergence of a…
Two classes of Gamma Ray Bursts have been identified so far, characterized by T90 durations shorter and longer than approximately 2 seconds. It was shown that the BATSE 3B data allow a good fit with three Gaussian distributions in log T90.…
We study the survival probability and the first-passage time distribution for a Brownian motion in a planar wedge with infinite absorbing edges. We generalize existing results obtained for wedge angles of the form $\pi/n$ with $n$ a…
In this expository article, we summarize what is known about maximum likelihood thresholds of Gaussian models, paying special attention to connections with rigidity theory.