Related papers: Sub-Gaussian short time asymptotics for measure me…

This paper considers a non-standard problem of generating samples from a low-temperature Gibbs distribution with \emph{constrained} support, when some of the coordinates of the mode lie on the boundary. These coordinates are referred to as…

In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…

We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…

We provide uniform bounds and asymptotics for the probability that a two-dimensional discrete Gaussian free field on an annulus-like domain and with Dirichlet boundary conditions stays negative as the ratio of the radii of the inner and the…

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

This paper proposes an alternative characterisation of the degree of stochasticity exhibited by orbits in a fixed galactic potential. This differs from earlier work involving Liapounov exponents by focusing on the statistical properties of…

A recent theorem giving the initial behavior of very short-time fluctuations of particle displacements in classical many-body systems is discussed. It has applications to equilibrium and non-equilibrium systems, one of which is a series…

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…

First, we have generalized the notion of Franhoufer diffraction of temporal coherent light from a single slit to the case of arbitrary n-slits. The diffraction pattern is investigated for different values of recently [19] introduced…

We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…

We obtain upper bounds for the isoperimetric quotients of extrinsic balls of submanifolds in ambient spaces which have a lower bound on their radial sectional curvatures. The submanifolds are themselves only assumed to have lower bounds on…

Subtractive dither is a powerful method for removing the signal dependence of quantization noise for coarsely-quantized signals. However, estimation from dithered measurements often naively applies the sample mean or midrange, even when the…

Fr\'echet means, conceptually appealing, generalize the Euclidean expectation to general metric spaces. We explore how well Fr\'echet means can be estimated from independent and identically distributed samples and uncover a fundamental…

Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…

We introduce a novel technique to find the asymptotic time behaviour of deterministic systems exhibiting anomalous diffusion. The procedure is tested for various classes of simple but physically relevant 1-D maps and possible relevance of…

This article is a survey of the results on asymptotic behavior of small ball probabilities in $L_2$-norm. Recent progress in this field is mainly based on the methods of spectral theory of differential and integral operators.

We present evidences of the diffusive motion of the ground and tunnels and show that if systematic movements are excluded then the remaining uncorrelated component of the motion obeys a characteristic fractal law with the displacement…