Related papers: Weak and almost sure limits for the parabolic Ande…
We tackle the modeling of threshold exceedances in asymptotically independent stochastic processes by constructions based on Laplace random fields. These are defined as Gaussian random fields scaled with a stochastic variable following an…
Let $X_t^\sharp$ be a multivariate process of the form $X_t =Y_t - Z_t$, $X_0=x$, killed at some terminal time $T$, where $Y_t$ is a Markov process having only jumps of the length smaller than $\delta$, and $Z_t$ is a compound Poisson…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…
We consider the semilinear heat equation $$ u_t-\Delta u=|u|^{p-1}u,\ \ (t,x)\in\mathbb{R}^+\times\mathbb{R}^n. $$ The well-known difficulty with this problem is that the potential well method cannot be applied directly, due to the scaling…
We study the large deviation probabilities of infinite weighted sums of independent random variables that have stretched exponential tails. This generalizes Kiesel and Stadtm\"uller (2000), who study the same objects under the assumption of…
We consider alloy type random Schr\"odinger operators on a cubic lattice whose randomness is generated by the sign-indefinite single-site potential. We derive Anderson localization for this class of models in the Lifshitz tails regime, i.e.…
In this paper, we investigate the scaling limit of heavy-tailed nearly unstable cumulative INAR($\infty$) processes. These processes exhibit a power-law tail of the form $n^{-(1+\alpha)}$ for $\alpha \in (\frac{1}{2}, 1)$, and the $\ell^1$…
This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…
In this paper we study semiclassical states for the problem $$ -\eps^2 \Delta u + V(x) u = f(u) \qquad \hbox{in} \RN,$$ where $f(u)$ is a superlinear nonlinear term. Under our hypotheses on $f$ a Lyapunov-Schmidt reduction is not possible.…
A class of stochastic parabolic equations with singular potentials is analysed in the chaos expansion setting where the Wick product is used to give sense to the product of generalized stochastic processes. For the analysis of such…
Models for extreme values are generally derived from limit results, which are meant to be good enough approximations when applied to finite samples. Depending on the speed of convergence of the process underlying the data, these…
We investigate the regularity of local weak solutions to evolution equations of the form \[…
On the framework of the Linear Farmer's Model, we approach the indeterminacy of agents' behaviour by associating with each agent an unconditional probability for her to be active at each time step. We show that Pareto tailed returns can…
This work studies the following doubly degenerate parabolic-elliptic nutrient taxis system $$ \begin{cases} u_t = (uvu_x)_x -(u^2 vv_x)_x + uv, \\[1.5 ex] \hspace{0.2 cm}0 = v_{xx} - uv + f(x,t), \end{cases} $$ in a bounded interval $\Omega…
Anderson localization of matter waves was recently observed with cold atoms in a weak 1D disorder realized with laser speckle potential [J. Billy et al., Nature 453, 891 (2008)]. The latter is special in that it does not have spatial…
We study deviation of U-statistics when samples have heavy-tailed distribution so the kernel of the U-statistic does not have bounded exponential moments at any positive point. We obtain an exponential upper bound for the tail of the…
We perform a well defined derivative expansion to obtain the time dependent effective theory for a BCS superconductor at finite temperature, using an arbitrary curve in the complex time plane. Our expansion is unique, being free of any…
We study a continuous matrix-valued Anderson-type model. Both leading Lyapunov exponents of this model are proved to be positive and distinct for all ernergies in $(2,+\infty)$ except those in a discrete set, which leads to absence of…
In traditional extreme value analysis, the bulk of the data is ignored, and only the tails of the distribution are used for inference. Extreme observations are specified as values that exceed a threshold or as maximum values over distinct…
In this paper, we prove exponential tail bounds for canonical (or degenerate) $U$-statistics and $U$-processes under exponential-type tail assumptions on the kernels. Most of the existing results in the relevant literature often assume…