Related papers: The Pearcey Process
Area fluctuations of a Brownian excursion are described by the Airy distribution, which found applications in different areas of physics, mathematics and computer science. Here we generalize this distribution to describe the area…
We study the correlations of the celebrated Sine$_\beta$ point process. This point process arises as the bulk scaling limit of $\beta$-ensembles and has a geometric description through the Brownian carousel, as shown by Valk\'o and Vir\'ag…
Recent advances in Deep Gaussian Processes (DGPs) show the potential to have more expressive representation than that of traditional Gaussian Processes (GPs). However, there exists a pathology of deep Gaussian processes that their learning…
Determinantal point processes are point processes whose correlation functions are given by determinants of matrices. The entries of these matrices are given by one fixed function of two variables, which is called the kernel of the point…
We establish limit theorems for the maxima and minima of Airy$_1$ and Airy$_2$ processes (denoted by $\mathcal{A}_1(\cdot)$ and $\mathcal{A}_2(\cdot)$ respectively) over growing intervals. In particular, we identify the finite non-zero…
We consider a generalization of spatial branching coalescing processes in which the behaviour of individuals is not (necessarily) independent, on the contrary, individuals tend to take simultaneous actions. We show that these processes have…
Motivation: A branching processes model yields an unevenly stochastically distributed dataset that consists of sparse and dense regions. This work addresses the problem of precisely evaluating parameters for such a model. Applying a…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…
The Kolmogorov-Johnson-Mehl-Avrami model, which is a nucleation and growth poissonian process in space, has been implemented by taking into account spatial correlation among nuclei. This is achieved through a detailed study of a system of…
Limit cycle oscillations are phenomena arising in nonlinear dynamical systems and characterized by periodic, locally-stable, and self-sustained state trajectories. Systems controlled in a closed loop along a periodic trajectory can also be…
This paper presents new quadrature rules for functions in a reproducing kernel Hilbert space using nodes drawn by a sampling algorithm known as randomly pivoted Cholesky. The resulting computational procedure compares favorably to previous…
The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…
The Brownian motion over the space of fluid velocity configurations driven by the hydrodynamical equations is considered. The Green function is computed in the form of an asymptotic series close to the standard diffusion kernel. The high…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…
Our study is initiated by a multi-component particle system underlying the tiling of a half hexagon by three species of rhombi. In this particle system species $j$ consists of $\lfloor j/2 \rfloor$ particles which are interlaced with…
The Airy wanderer line ensembles are infinite-parameter generalizations of the classical Airy line ensemble that arise naturally as scaling limits of inhomogeneous (spiked) models in the Kardar-Parisi-Zhang universality class. In this…
We consider the $q^\text{Volume}$ lozenge tiling model on a large, finite hexagon. It is well-known that random lozenge tilings of the hexagon correspond to a two-dimensional determinantal point process via a bijection with ensembles of…
A standard objective in computer experiments is to approximate the behaviour of an unknown function on a compact domain from a few evaluations inside the domain. When little is known about the function, space-filling design is advisable:…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…