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We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…

Statistical Mechanics · Physics 2012-07-09 C. H. Durney , S. O. Case , M. Pleimling , R. K. P. Zia

We present the observation that the process of stochastic model predictive control can be formulated in the framework of iterated function systems. The latter has a rich ergodic theory that can be applied to study the system's long-run…

Optimization and Control · Mathematics 2022-10-14 Vyacheslav Kungurtsev , Jakub Marecek , Robert Shorten

We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…

Probability · Mathematics 2016-06-28 Fulvia Confortola , Marco Fuhrman , Jean Jacod

We study a discrete time spatial branching system on $\mathbb{Z}^d$ with logistic-type local regulation at each deme depending on a weighted average of the population in neighboring demes. We show that the system survives for all time with…

Probability · Mathematics 2009-09-29 Matthias Birkner , Andrej Depperschmidt

We present the first prediction of the probability distribution function (PDF) for self-organization of shear flows modeled by a nonlinear diffusion equation with a stochastic forcing. A novel non-perturbative method based on a coherent…

Fluid Dynamics · Physics 2009-04-26 Eun-jin Kim , Han-Li Liu , Johan Anderson

We examine a Wong-Zakai type approximation of a family of stochastic differential equations driven by a general cadlag semimartingale. For such an approximation, compared with the pointwise convergence result by Kurtz, Pardoux and Protter…

Probability · Mathematics 2019-02-19 Xianming Liu , Guangyue Han

On a locally finite, infinite tree $T$, let $p_c(T)$ denote the critical probability for Bernoulli percolation. We prove that every positively associated, finite-range dependent percolation model on $T$ with marginals $p > p_c(T)$ must…

Probability · Mathematics 2024-05-14 Laurin Köhler-Schindler , Aurelio L. Sulser

Stochastic dominance has been studied extensively, particularly in the finance and economics literature. In this paper, we obtain two results. First, necessary conditions for higher-order inverse stochastic dominance are developed. These…

Probability · Mathematics 2026-01-08 Meng Guan , Zhenfeng Zou , Taizhong Hu

Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…

Optimization and Control · Mathematics 2022-03-04 Changxi Li , Jun-e Feng , Daizhan Cheng , Xiao Zhang

We study the limit of many small mutations of a model of population dynamics. The population is structured by phonological traits and is spatially inhomogeneous. The various sub-populations compete for the same nutrient which diffuses…

Analysis of PDEs · Mathematics 2016-01-19 Pierre-Emmanuel Jabin , Raymond Strother Schram

We study the problem of comparing ageing patterns of the lifetime of k-out-of-n systems. Mathematically, this reduces to being able to decide about a stochastic ordering relationship between different order statistics. We discuss such…

Methodology · Statistics 2020-06-04 Tommaso Lando , Idir Arab , Paulo Eduardo Oliveira

We study controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling such system with a control being a Lipschitz vector field on a fixed control set $\omega$. We prove…

Analysis of PDEs · Mathematics 2017-11-03 Michel Duprez , Morgan Morancey , Francesco Rossi

In J. Shao et al., PRL 103, 108701 (2009) the authors claim that a model with majority rule coarsening exhibits in d=2 a percolation transition in the universality class of invasion percolation with trapping. In the present comment we give…

Data Analysis, Statistics and Probability · Physics 2015-06-11 A. Sattari , M. Paczuski , P. Grassberger

I generalize a theorem of Predd, et al.~(2009) on domination and strictly proper scoring rules to the case of non-additive scoring rules.

Probability · Mathematics 2026-04-27 Alexander Pruss

In this work we study the interplay between the dynamics of a model of diffusion governed by a mechanism of imitation and its underlying structure. The dynamics of the model can be quantified by a macroscopic observable which permits the…

Statistical Mechanics · Physics 2009-11-10 Mateu Llas , Pablo M. Gleiser , Albert Diaz-Guilera , Conrad J. Perez

We extend previous work of max-linear models on finite directed acyclic graphs to infinite graphs as well as random graphs, and investigate their relations to classical percolation theory, more particularly the impact of Bernoulli bond…

Probability · Mathematics 2022-06-27 Claudia Klüppelberg , Ercan Sönmez

In last passage percolation models lying in the KPZ universality class, the energy of long energy-maximizing paths may be studied as a function of the paths' pair of endpoint locations. Scaled coordinates may be introduced, so that these…

Probability · Mathematics 2019-04-17 Alan Hammond

In line with Pomeau's conjecture about the relevance of directed percolation (DP) to turbulence onset/decay in wall-bounded flows, we propose a minimal stochastic model dedicated to the interpretation of the spatially intermittent regimes…

Fluid Dynamics · Physics 2020-12-18 Paul Manneville , Masaki Shimizu

We analyze an idealized model for the transmission or flow of particles, or discrete packets of information, in a weight bearing branching hierarchical 2-D networks, and its variants. The capacities add hierarchically down the clusters.…

Statistical Mechanics · Physics 2015-03-19 Ajay Deep Kachhvah , Neelima Gupte

This study proposes a tractable stochastic choice model to identify motivations for prosocial behavior, and to explore alternative motivations of deliberate randomization beyond ex-ante fairness concerns. To represent social preferences, we…

Theoretical Economics · Economics 2023-05-01 Yosuke Hashidate , Keisuke Yoshihara
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