相关论文: Spectra of Poisson functionals and applications in…

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…

The most studied continuum percolation model in two dimensions is the Boolean model consisting of disks with the same radius whose centers are randomly distributed on the Poisson point process (PPP). We also consider the Boolean percolation…

Let $J(\cdot)$ be a compound Poisson process with rate $\lambda>0$ and a jumps distribution $G(\cdot)$ concentrated on $(0,\infty)$. In addition, let $V$ be a random variable which is distributed according to $G(\cdot)$ and independent from…

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

The Petermann factor and the phase rigidity are convenient measures for various aspects of open quantum and wave systems, such as the sensitivity of energy eigenvalues to perturbations or the magnitude of quantum excess noise in lasers. We…

We introduce the notion of Bartlett spectral measure for isometrically invariant random measures on proper metric commutative spaces. When the underlying Gelfand pair corresponds to a higher-rank, connected, simple matrix Lie group with…

A set of discrete individual points located in an embedding continuum space can be seen as percolating or non-percolating, depending on the radius of the discs/spheres associated with each of them. This problem is relevant in theoretical…

This article considers equations of Kolmogorov Petrovskii Piscunov type in one space dimension, with stochastic perturbation: \partial_t u = \left (\frac{\kappa}{2} u_{xx} + u(1-u) \right) dt + \epsilon u \partial_t \zeta where the…

Starting from the developed generalized point process model of $1/f$ noise (B. Kaulakys et al, Phys. Rev. E 71 (2005) 051105; cond-mat/0504025) we derive the nonlinear stochastic differential equations for the signal exhibiting 1/f^{\beta}$…

This work studies a $\mathcal{PT}$-symmetric non-Hermitian spin--boson model, consisting of a non-Hermitian two-level system coupled to a continuous bosonic bath. The static properties of the system are analyzed through a projection method…

We examine the interplay between anisotropy and percolation, i.e., the spontaneous formation of a system spanning cluster in an anisotropic model. We simulate an extension of a benchmark model of continuum percolation, the Boolean model,…

We consider the problem of parameter estimation by observations of inhomogeneous Poisson process. It is well-known that if the regularity conditions are fulfilled then the maximum likelihood and Bayesian estimators are consistent,…

The repeated presentation of an identical visual stimulus in the receptive field of a neuron may evoke different spiking patterns at each trial. Probabilistic methods are essential to understand the functional role of this variance within…

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

Recently, a new neutron spectroscopy for the dynamics in complex (bio-) systems has been proposed [A. Benedetto, and G. J. Kearley, Sci. Rep. 6, 34266, (2016)]. This spectroscopy is ideal where only the overall relaxation time in a…

We prove an exact fourth moment bound for the normal approximation of random variables belonging to the Wiener chaos of a general Poisson random measure. Such a result -- that has been elusive for several years -- shows that the so-called…

We investigate non-Hermitian degeneracies, also known as exceptional points, in continous elastic media, and their potential application to the detection of mass and stiffness perturbations. Degenerate states are induced by enforcing…

We analyse the stochastic properties of the 49 pulsars that comprise the first International Pulsar Timing Array (IPTA) data release. We use Bayesian methodology, performing model selection to determine the optimal description of the…

Unfolding is a well-established tool in particle physics. However, a naive application of the standard regularization techniques to unfold the momentum spectrum of protons ejected in the process of negative muon nuclear capture led to a…

We analyse in this paper a conservative analogue of the celebrated model of dynamical percolation introduced by H\"aggstr\"om, Peres and Steif in [HPS97]. It is simply defined as follows: start with an initial percolation configuration…