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In this paper we consider suitable families of power series distributed random variables, and we study their asymptotic behavior in the fashion of large (and moderate) deviations. We also present two examples of fractional counting…

概率论 · 数学 2021-12-07 Claudio Macci , Barbara Pacchiarotti , Elena Villa

A formalism is presented to obtain closed evolution equations for asymptotic probability distribution functions of turbulence magnitudes. The formalism is derived for a generic evolution equation, so that the final result can be easily…

流体动力学 · 物理学 2007-06-25 F. O. Minotti , E. Speranza

In this paper, we study the Galton-Watson process in the random environment for the particular case when the number of the offsprings in each generation has the fractional linear generation function with random parameters. In this case, the…

概率论 · 数学 2020-12-01 Dan Han , Stanislav Molchanov , Yanjmaa Jutmaan

The statistics of natural catastrophes contains very counter-intuitive results. Using earthquakes as a working example, we show that the energy radiated by such events follows a power-law or Pareto distribution. This means, in theory, that…

统计力学 · 物理学 2012-10-04 Alvaro Corral , Francesc Font-Clos

We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching…

概率论 · 数学 2007-05-23 V. I. Afanasyev , J. Geiger , G. Kersting , V. A. Vatutin

A new distribution named intensive natural distribution is introduced with the intent of consolidating statistics and empirical data. Based on the probability derived from the Bernoulli distribution, this method extended also Poisson…

统计理论 · 数学 2011-05-05 Alessandro Felluga , Stefano Tiziani

We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…

算子代数 · 数学 2015-07-31 Guimei An , Mingchu Gao

The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…

概率论 · 数学 2015-04-21 Vladimir Vatutin , Elena Dyakonova

We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…

概率论 · 数学 2022-12-26 Moritz Otto

A semilinear singularly perturbed reaction-diffusion equation with Dirichlet boundary conditions is considered in a convex unbounded sector. The singular perturbation parameter is arbitrarily small, and the "reduced equation" may have…

偏微分方程分析 · 数学 2009-09-27 R. Bruce Kellogg , Natalia Kopteva

This paper deals with the asymptotic study of the so-called canard solutions, which arise in the study of real singularly perturbed ODEs. Starting near an attracting branch of the "slow curve", those solutions are crossing a turning point…

动力系统 · 数学 2008-12-12 Thomas Forget

In this paper, we study the random polynomial $p_n(\rho):=\prod_{j=1}^n (|z_j|-\rho)$, where the points $\{z_j\}_{j=1}^n$ are the eigenvalue moduli of random normal matrices with a radially symmetric potential. We establish precise large…

数学物理 · 物理学 2025-10-02 Kohei Noda

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

概率论 · 数学 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

The negative binomial distribution NB$(k,r)$ of Type I is the probability distribution for a sequence of independent Bernoulli trials (with success parameter $p\in(0,1)$) with $r$ nonoverlapping success runs of length $\ge k$. We present a…

概率论 · 数学 2024-01-30 S. R. Mane

In this paper, we employ Markov process theory to prove asymptotic results for a class of stochastic processes which arise as solutions of a stochastic evolution inclusion and are given by the representation formula \begin{align*}…

概率论 · 数学 2018-01-23 Alexander Nerlich

Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope $\gamma-\epsilon$, where $\gamma$…

概率论 · 数学 2010-02-16 Nina Gantert , Yueyun Hu , Zhan Shi

The classical Poisson theorem says that if $\xi_1,\xi_2,...$ are i.i.d. 0--1 Bernoulli random variables taking on 1 with probability $p_n\equiv \la/n$ then the sum $S_n=\sum_{i=1}^n\xi_i$ is asymptotically in $n$ Poisson distributed with…

概率论 · 数学 2011-10-11 Yuri Kifer

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

概率论 · 数学 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele

We study the asymptotic behavior of empirical processes generated by measurable bounded functions of an infinite source Poisson transmission process when the session length have infinite variance. In spite of the boundedness of the…

概率论 · 数学 2012-07-11 François Roueff , Gennady Samorodnitsky , Philippe Soulier

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

统计理论 · 数学 2017-02-06 Alberto J. Coca