相关论文: Level-crossing distributions of kinematic variable…
Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…
The study of crossing probabilities - i.e. probabilities of existence of paths crossing rectangles - has been at the heart of the theory of two-dimensional percolation since its beginning. They may be used to prove a number of results on…
We study the vertical dispersion and distribution of negatively buoyant rigid microplastics within a realistic circulation model of the Mediterranean sea. We first propose an equation describing their idealized dynamics. In that framework,…
Forecasts of multivariate probability distributions are required for a variety of applications. Scoring rules enable the evaluation of forecast accuracy, and comparison between forecasting methods. We propose a theoretical framework for…
The problem of the equivalence of the spherical and mean spherical models, which has been thoroughly studied and understood in equilibrium, is considered anew from the dynamical point of view during the time evolution following a quench…
A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…
Many processes in chemistry and physics take place on timescales that cannot be explored using standard molecular dynamics simulations. This renders the use of enhanced sampling mandatory. Here we introduce an enhanced sampling method that…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of particular interest when dealing with high-dimensional and highly…
We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…
The truncated Korteweg-De Vries (TKdV) system, a shallow-water wave model with Hamiltonian structure that exhibits weakly turbulent dynamics, has been found to accurately predict the anomalous wave statistics observed in recent laboratory…
Cram\'{e}r and Leadbetter introduced in 1967 the sufficient condition \[\frac{r''(s)-r''(0)}{s}\in L^1([0,\delta],dx),\qquad \delta>0,\] to have a finite variance of the number of zeros of a centered stationary Gaussian process with twice…
A stochastic subgrid-scale parameterization based on the Ruelle's response theory and proposed in Wouters and Lucarini [2012] is tested in the context of a low-order coupled ocean-atmosphere model for which a part of the atmospheric modes…
We present new estimators for the statistical analysis of the dependence of the mean gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is…
We analyze the dynamics of a two-level system subject to driving by large-amplitude external fields, focusing on the resonance properties in the case of driving around the region of avoided level crossing. In particular, we consider three…
Multimodal distributions of some physics based model parameters are often encountered in engineering due to different situations such as a change in some environmental conditions, and the presence of some types of damage and nonlinearity.…
Antarctic meltwater is expected to increase throughout the coming centuries and impact sea level, ocean circulation, and the coupled climate evolution. This motivates interest in understanding the ocean response to Antarctic freshwater…
The impact of a turbulent flow on wind-driven oceanic near-inertial waves is examined using a linearised shallow-water model of the mixed layer. Modelling the flow as a homogeneous and stationary random process with spatial scales…
We develop an empirical Bayes procedure for estimating the cell means in an unbalanced, two-way additive model with fixed effects. We employ a hierarchical model, which reflects exchangeability of the effects within treatment and within…
We introduce a two-stage probabilistic framework for statistical downscaling using unpaired data. Statistical downscaling seeks a probabilistic map to transform low-resolution data from a biased coarse-grained numerical scheme to…