We study the number of white balls in a classical Pólya urn model with the additional feature that, at random times, a black ball is added to the urn. The number of draws between these random times are i.i.d. and, under certain moment conditions on the inter-arrival distribution, we characterize the limiting distribution of the (properly scaled) number of white balls as the number of draws goes...

We compare model calculations with observations of supernovae at late times to infer the time evolution of temperature, ionization and line emission. Here we mainly report on our results from our modeling of SN 1987A. We discuss the oxygen mass from the modeling of line fluxes. Line profiles show the distribution of the elements and the importance of including time dependence in the calculation...

We construct a no-arbitrage term structure model with jumps in the entire state vector at deterministic times but of random magnitudes. Jump risk premia are allowed for. We show that the model implies a closed-form representation of yields as a time-inhomogeneous affine function of the state vector, and derive other theoretical implications. We apply the model to the term structure of US Treasu...

Human memory for visual scenes varies according to a number of factors. These include the novelty of the scene, its behavioral relevance, and the subject’s attention. Often, people will clearly remember details of the context in which they received shocking news—for example, remembering where they were and what they were doing when they heard that Elvis had died. This raises the possibility tha...

We prove that the orbit of a generic point at prime values of the horocycle flow in the modular surface is dense in a set of positive measure; for some special orbits we also prove that they are dense in the whole space (assuming the Ramanujan/Selberg conjectures for GL2/Q). In the process, we derive an effective version of Dani’s Theorem for the (discrete) horocycle flow.