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We report on our recent observation that the occurrence of diffractive patterns in the scattering of electrons off nuclei obeys the same law as the fluctuations of the height of genealogical trees in branching diffusion processes.
Let $X_{1},..,X_{n}$ denote an i.i.d. sample with light tail distribution and $S_{1}^{n}$ denote the sum of its terms; let $a_{n}$ be a real sequence\ going to infinity with $n.$\ In a previous paper (\cite{BoniaCao}) it is proved that as…
To investigate novel aspects of pattern formation in spin systems, we use a mapping between reactive concentrations in a reaction-diffusion system and spin orientations in a dynamic multiple-spin Ising model. While pattern formation in…
We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…
We study the statistical distribution of the closest encounter between observations computed along different trajectories of a mixing dynamical system. At the limit of large trajectories, the distribution is of Gumbel type and depends on…
We characterise the convergence of the Gibbs sampler which samples from the joint posterior distribution of parameters and missing data in hierarchical linear models with arbitrary symmetric error distributions. We show that the convergence…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
We are thankful to the discussants for their hard, interesting work. The main purpose of our paper was to give reasonably sharp rates of convergence for some simple examples of the Gibbs sampler. We chose examples from expository accounts…
A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…
Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly…
We study distributions of random vectors whose components are second order polynomials in Gaussian random variables. Assuming that the law of such a vector is not absolutely continuous with respect to Lebesgue measure, we derive some…
A statistical model of fragmentation of aggregates is proposed, based on the stochastic propagation of cracks through the body. The propagation rules are formulated on a lattice and mimic two important features of the process -- a crack…
The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…
We study the extremes of a sequence of random variables $(R_n)$ defined by the recurrence $R_n=M_nR_{n-1}+q$, $n\ge1$, where $R_0$ is arbitrary, $(M_n)$ are iid copies of a non--degenerate random variable $M$, $0\le M\le1$, and $q>0$ is a…
A relation between the effective diffusion coefficient in a lattice with random site energies and random trasition rates and the macroscopic conductivity in a random resistor network allows for elucidating possible sources of anomalous…
There is great interest in predicting rare and extreme events in complex systems, and in particular, understanding the role of network topology in facilitating such events. In this work, we show that degree dispersion -- the fact that the…
We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…
Many physical processes result in very uneven, apparently random, distributions of matter, characterized by fluctuations of the local density over orders of magnitude. The density of matter in the sparsest regions can have a power-law…