相关论文: Note on the Heat-Kernel Decay for Random Walk amon…

We consider oriented long-range percolation on a graph with vertex set $\mathbb{Z}^d \times \mathbb{Z}_+$ and directed edges of the form $\langle (x,t), (x+y,t+1)\rangle$, for $x,y$ in $\mathbb{Z}^d$ and $t \in \mathbb{Z}_+$. Any edge of…

Ex ante forecast outcomes should be interpreted as counterfactuals (potential histories), with errors as the spread between outcomes. Reapplying measurements of uncertainty about the estimation errors of the estimation errors of an…

The heat kernel expansion is a very convenient tool for studying one-loop divergences, anomalies and various asymptotics of the effective action. The aim of this report is to collect useful information on the heat kernel coefficients…

After receiving a number of comments and reviews from our colleagues who have suggested that our results could be greatly improved by other methods of extrapolation, we have decided to withdraw our paper entitled "Absence of…

This report describes a mathematical model of heat conduction. The differential equation for heat conduction in one dimensional rod has been derived. The explicit finite difference numerical method is used to solve this differential…

Recent reports of superconductivity in the vicinity of room temperature have been the subject of discussion by the community. Specifically, features in the resistance-temperature (R-T) relations have raised questions. We show that many of…

We extend the construction principle of phase-type (PH) distributions to allow for inhomogeneous transition rates and show that this naturally leads to direct probabilistic descriptions of certain transformations of PH distributions. In…

We derive subexponential tail asymptotics for the distribution of the maximum of a compound renewal process with linear component and of a L\'evy process, both with negative drift, over random time horizon $\tau$ that does not depend on the…

This paper has been withdrawn by the authors, due a crucial error in the Montecarlo simulation. See hep-ph/0107112 for a correct version. If interested in the validity of the effective-W approximation see hep-ph/0109059.

We obtain in this work a sharp estimate on the left tail of the distribution of the so-called derivative martingale in the $L^4$ phase, answering a conjecture by H. Lacoin, R. Rhodes & V. Vargas in the framework of the Gaussian branching…

We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged…

Graph vertex embeddings based on random walks have become increasingly influential in recent years, showing good performance in several tasks as they efficiently transform a graph into a more computationally digestible format while…

In this paper, we introduce a new class of models for spatial data obtained from max-convolution processes based on indicator kernels with random shape. We show that this class of models have appealing dependence properties including tail…

The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…

We study the asymptotic probability that a random walk with heavy-tailed increments crosses a high boundary on a random time interval. We use new techniques to extend results of Asmussen [Ann. Appl. Probab. 8 (1998) 354-374] to completely…

The tail behavior of aggregates of heavy-tailed random vectors is known to be determined by the so-called principle of "one large jump'', be it for finite sums, random sums, or, L\'evy processes. We establish that, in fact, a more general…

This document contains supplementary material for the main articles in our Random Cayley Graphs project. We prove refined results about simple random walks on the integers and on the cycle. We are primarily interested in the entropy of…

Heavy-tailed networks, which have degree distributions characterised by slower than exponentially bounded tails, are common in many different situations. Some interesting cases, where heavy tails are characterised by inverse powers…

In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual…

Expectiles define the only law-invariant, coherent and elicitable risk measure apart from the expectation. The popularity of expectile-based risk measures is steadily growing and their properties have been studied for independent data, but…