Related papers: Sub-Gaussian short time asymptotics for measure me…
We study the non-Gaussian tail of the probability distribution function of density in cosmological N-Body simulations for a variety of initial conditions. We compare the behaviour of the non-Gaussian tail in the real space with that in the…
Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical techniques based on maximum likelihood and related methods. Recently Ghosh et al. (2013) proposed a general class…
Several measures of non-convexity (departures from convexity) have been introduced in the literature, both for sets and functions. Some of them are of geometric nature, while others are more of topological nature. We address the statistical…
In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier-Laplace domain are…
To characterize local finite-time properties associated with transient chaos in open dynamical systems, we introduce an escape rate and fractal dimensions suitable for this purpose in a coarse-grained description. We numerically illustrate…
It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…
We develop a general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters, aiming at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet…
The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…
Non-Gaussianity indicates complex dynamics related to extreme events or significant outliers. However, the correlation between non-Gaussianity and the dynamics of heterogeneous environments in anomalous diffusion remains uncertain. Inspired…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
The aim of this work is to expose some asymptotic series associated to some expressions involving the volume of the n-dimensional unit ball. All proofs and the methods used for improving the classical inequalities announced in the final…
The generalized Forchheimer flows are studied for slightly compressible fluids in porous media with time-dependent Dirichlet boundary data for the pressure. No restrictions on the degree of the Forchheimer polynomial are imposed. We derive,…
Given $d$-dimensional standard Gaussian vectors $\boldsymbol{x}_1,\dots, \boldsymbol{x}_n$, we consider the set of all empirical distributions of its $m$-dimensional projections, for $m$ a fixed constant. Diaconis and Freedman (1984) proved…
A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…
We investigate the tail asymptotic behavior of the sojourn time for a large class of centered Gaussian processes $X$, in both continuous- and discrete-time framework. All results obtained here are new for the discrete-time case. In the…
Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…
The regular subspaces of a Dirichlet form are the regular Dirichlet forms that inherit the original form but possess smaller domains. The two problems we are concerned are: (1) the existence of regular subspaces of a fixed Dirichlet form,…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
We establish general moment estimates for the discrete and continuous exit times of a general It\^o process in terms of the distance to the boundary. These estimates serve as intermediate steps to obtain strong convergence results for the…
We provide a very simple argument showing that the $\Phi^4_3$ measure does have quartic exponential tails, as expected from its formal expression. This shows that the corresponding moment problem is well-posed and provides a simple path to…