Random matrix theory (RMT) has emerged as a powerful framework for analysing complex systems across physics, statistics and beyond, by examining the statistical properties of matrices with random ...

Researcher at the Cluster of Excellence Mathematics finds an approach that can be used flexibly Whether it’s physical phenomena, share prices or climate models – many dynamic processes in our world ...

SIAM Journal on Applied Mathematics, Vol. 31, No. 1 (Jul., 1976), pp. 62-83 (22 pages) The method of moments iterative approach is applied to find the mean and autocorrelation of the solution to a ...

Random walks serve as fundamental models in the study of stochastic processes, simulating phenomena ranging from molecular diffusion to queuing networks and financial systems. Their inherent ...

In this paper, we introduce a new simple but powerful general technique for the study of edge- and vertex-reinforced processes with super-linear reinforcement, based on the use of order statistics for ...