Cover Image

Universality and ambiguity in extremes of anomalous diffusion

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Lawley, Sean D
Format:	Preprint
Published:	2026
Subjects:	Statistical Mechanics Probability 60G70, 60G22
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Cover times of many random walkers on a discrete network
by: Kim, Hyunjoong, et al.
Published: (2023)

Cover times with stochastic resetting
by: Linn, Samantha, et al.
Published: (2024)

Passage times of fast inhomogeneous immigration processes
by: Tung, Hwai-Ray, et al.
Published: (2025)

Cover times of many diffusive or subdiffusive searchers
by: Kim, Hyunjoong, et al.
Published: (2023)

On extremes for Gaussian subordination
by: Bai, Shuyang, et al.
Published: (2025)

Hitting probabilities for fast stochastic search
by: Linn, Samantha, et al.
Published: (2024)

Graphical models for infinite measures with applications to extremes
by: Engelke, Sebastian, et al.
Published: (2022)

Deformation of power law in the double Pareto distribution using uniformly distributed observation time
by: Yamamoto, Ken, et al.
Published: (2024)

First passage times with fast immigration
by: Tung, Hwai-Ray, et al.
Published: (2025)

Extrapolation of max-stable random fields with Fréchet marginals
by: Makogin, Vitalii, et al.
Published: (2026)

On the extreme order statistics for stationary Gaussian sequences subject to random missing observations
by: Fang, Yuan, et al.
Published: (2023)

Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance
by: Han, Xiyue, et al.
Published: (2023)

Universality of extremal eigenvalues of large random matrices
by: Cipolloni, Giorgio, et al.
Published: (2023)

Channel transport: gating, geometry, and heterogeneous diffusion
by: Lawley, Sean D
Published: (2026)

Universal scaling limits for spin networks via martingale methods
by: Franchini, Simone
Published: (2024)

Self-repellent branching random walk
by: Bovier, Anton, et al.
Published: (2024)

Stochastic ordering in multivariate extremes
by: Corradini, Michela, et al.
Published: (2022)

Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent
by: Bibinger, Markus, et al.
Published: (2023)

Probabilistic Analysis of Scalogram Ridges in Signal Processing
by: Liu, Gi-Ren, et al.
Published: (2024)

On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models
by: Han, Xiyue, et al.
Published: (2025)

Asymptotics for additive functionals of particle systems via Stein's method
by: Jaramillo, Arturo, et al.
Published: (2025)

Shift-generated $α$-homogeneous classes of jointly measurable random fields
by: Hashorva, Enkelejd
Published: (2025)

On asymptotic behavior of almost surely extreme values of independent random variables
by: Akbash, Kateryna, et al.
Published: (2025)

Exact Solutions for Small Systems: Urns Models
by: Hernández-García, Manuel Eduardo, et al.
Published: (2024)

Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions
by: Alòs, Elisa, et al.
Published: (2025)

Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities
by: Pavel, Ievlev, et al.
Published: (2024)

Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance
by: Ievlev, Pavel
Published: (2022)

Escape from heterogeneous diffusion
by: Tung, Hwai-Ray, et al.
Published: (2025)

Stochastic search with space-dependent diffusivity
by: Tung, Hwai-Ray, et al.
Published: (2026)

Path-dependent processes from signatures
by: Jaber, Eduardo Abi, et al.
Published: (2024)

On the rate of convergence to the Boolean extreme value distribution under the von Mises condition
by: Ueda, Yuki
Published: (2025)

Maximal Counts in the Stopped Occupancy Problem
by: Gnedin, Alexander, et al.
Published: (2025)

The central limit theorem for slow-fast systems with Lévy noise
by: Yang, Xiaoyu, et al.
Published: (2020)

Revisit on the convergence rate of normal extremes
by: Ma, Yutao, et al.
Published: (2025)

Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process
by: Rao, B. L. S. Prakasa
Published: (2025)

Parameter estimation for generalized mixed fractional stochastic heat equation
by: Rao, B. L. S. Prakasa
Published: (2025)

Diffusive flux into a stochastically gated tube
by: Lawley, Sean D
Published: (2026)

REM universality for linear random energy
by: Concetti, Francesco, et al.
Published: (2026)

Near-maxima of the two-dimensional Discrete Gaussian Free Field
by: Biskup, Marek, et al.
Published: (2020)

Mean-Field Limits for Nearly Unstable Hawkes Processes
by: Szymanski, Grégoire, et al.
Published: (2025)