Specialty
An arXiv preprint gives an if-and-only-if characterization of independent increments for a specified class of non-negative random valuations. It also develops Poisson and geometric representations, while remaining entirely theoretical rather than empirical.
Scientific publication3 min read
A theoretical arXiv preprint examines how selected stochastic particle systems produce continuum density laws and model-specific fluctuation limits.
Scientific publication3 min read
A new arXiv preprint argues that gradient-free random-walk Metropolis can retain positive worst-case acceptance for certain steep target distributions when proposal size is tied to curvature and local force. Its implications for mixing remain conditional on additional geometric assumptions.
Scientific publication3 min read
Selected simulations found that an overshoot-based identity tracked martingale threshold crossings more closely than Ville’s bound, while the preprint extends the accounting to random times, finite-step paths and pooled tests.
Scientific publication4 min read
A new arXiv preprint derives a Gumbel extreme-value law for the largest nearest-neighbour gap in a fixed bulk region of the complex Ginibre ensemble, with explicit centering corrections and numerical constants. The result is asymptotic, applies to the complex Gaussian model away from the spectral edge, and has not been checked by simulation or finite-size data.
Scientific publication3 min read