Related papers: Weak and almost sure limits for the parabolic Ande…
It is known that the Swift-Hohenberg equation $\partial u/\partial t = -(\partial_x^2 + 1)^2u + \varepsilon (u-u^3)$ can be reduced to the Ginzburg-Landau equation (amplitude equation) $\partial A/\partial t = 4\partial_x^2 A + \varepsilon…
We consider the solution $u\colon [0,\infty) \times\mathbb{Z}^d\rightarrow [0,\infty) $ to the parabolic Anderson model, where the potential is given by $(t,x)\mapsto\gamma\delta_{Y_t}(x)$ with $Y$ a simple symmetric random walk on…
We consider the semilinear parabolic equation $u_t=u_{xx}+f(u)$ on the real line, where $f$ is a locally Lipschitz function on $\mathbb{R}.$ We prove that if a solution $u$ of this equation is bounded and its initial value $u(x,0)$ has…
The use of expectiles in risk management has recently gathered remarkable momentum due to their excellent axiomatic and probabilistic properties. In particular, the class of elicitable law-invariant coherent risk measures only consists of…
Consider a stochastic heat equation $\partial_t u = \kappa \partial^2_{xx}u+\sigma(u)\dot{w}$ for a space-time white noise $\dot{w}$ and a constant $\kappa>0$. Under some suitable conditions on the the initial function $u_0$ and $\sigma$,…
In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…
A common bottleneck in evaluating extremal performance measures is that, due to their very nature, tail data are often very limited. The conventional approach selects the best probability distribution from tail data using parametric…
In this work we investigate a very weak solution to the initial-boundary value problem of an Euler-Bernoulli beam model. We allow for bending stiffness, axial- and transversal forces as well as for initial conditions to be irregular…
We construct solutions of a renormalized continuum fractional parabolic Anderson model, formally given by $\partial_t u=-(-\Delta)^{1/2}u+\xi u$, where $\xi$ is a periodic spatial white noise. To be precise, we construct limits as…
We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like…
In this paper, we consider the problem of linear regression with heavy-tailed distributions. Different from previous studies that use the squared loss to measure the performance, we choose the absolute loss, which is capable of estimating…
We derive exact asymptotics of time correlation functions for the parabolic Anderson model with homogeneous initial condition and time-independent tails that decay more slowly than those of a double exponential distribution and have a…
Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of…
The tail index, indicating the degree of fatness of the tail distribution, is an important component of extreme value theory since it dominates the asymptotic distribution of extreme values such as the sample maximum. In this paper, we…
We describe the large-time moment asymptotics for the parabolic Anderson model where the speed of the diffusion is coupled with time, inducing an acceleration or deceleration. We find a lower critical scale, below which the mass flow gets…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
Using numerical simulations, we investigate the distribution of Kondo temperatures at the Anderson transition. In agreement with previous work, we find that the distribution has a long tail at small Kondo temperatures. Recently, an…
In this paper, we will give a sufficient condition for a non-negative random variable $X$ to be heavy tailed by investigating the Laplace-Stieltjes transform of the probability distribution function. We focus on the relation between the…
We obtain an asymptotic expansion for the tails of the random variable $\tcal=\arg\max_{u\in\mathbb{R}}(\mathcal{A}_2(u)-u^2)$ where $\mathcal{A}_2$ is the Airy$_2$ process. Using the formula of Schehr \cite{Sch} that connects the density…
We provide in this work a semigroup approach to the study of singular PDEs, in the line of the paracontrolled approach developed recently by Gubinelli, Imkeller and Perkowski. Starting from a heat semigroup, we develop a functional calculus…