Related papers: Expected Coalescence Time for a Nonuniform Allocat…
We present a detailed non-perturbative analysis of the time-evolution of a well-known quantum-mechanical system - a particle between potential walls - describing the decay of unstable states. For sufficiently high barriers, corresponding to…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
In a coalescing random walk, a set of particles make independent random walks on a graph. Whenever one or more particles meet at a vertex, they unite to form a single particle, which then continues the random walk through the graph.…
We consider the problem of conditioning a geological process-based computer simulation, which produces basin models by simulating transport and deposition of sediments, to data. Emphasising uncertainty quantification, we frame this as a…
Quantum decoherence is of primary importance for relaxation to an equilibrium distribution and, accordingly, for equilibrium processes. We demonstrate how coherence breaking implies evolution to a microcanonical distribution…
In this work, we study the long time asymptotics of a coagulation model which describes the evolution of a system of particles characterized by their volume and surface area. The aggregation mechanism takes place in two stages: collision…
We study statistical properties of a one dimensional infinite system of coalescing particles. Each particle moves with constant velocity $\pm v$ towards its closest neighbor and merges with it upon collision. We propose a mean-field theory…
An analytical solution to the time evolution of decay of one and two identical noninteracting particles is presented using the formalism of resonant states. It is shown that the time-dependent wave function and hence the survival and…
Numerical experiments recently discussed in the literature show that identical nonlinear chaotic systems linked by a common noise term (or signal) may synchronize after a finite time. We study the process of synchronization as function of…
We consider a model of a population of fixed size N in which each individual gets replaced at rate one and each individual experiences a mutation at rate \mu. We calculate the asymptotic distribution of the time that it takes before there…
Assume that individuals alive at time $t$ in some population can be ranked in such a way that the coalescence times between consecutive individuals are i.i.d. The ranked sequence of these branches is called a coalescent point process. We…
We investigate the distribution of the coalescence time (most recent common ancestor) for two individuals picked at random (uniformly) in the current generation of a continuous time Bienaym\'e-Galton-Watson process founded $t$ units of time…
Some consequences of spatio-temporal symmetry for the deterministic decomposition of complex light fields into factorized components are considered. This enables to reveal interrelations between spatial and temporal coherence properties of…
Consider two ancestral lineages sampled from a system of two-dimensional branching random walks with logistic regulation in the stationary regime. We study the asymptotics of their coalescence time for large initial separation and find that…
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…
We combine, in a single set-up,the complex time parametrization in path integration, and the closed time formalism of non-equilibrium field theories to produce a compact representation of the time evolution of the reduced density matrix. In…
Doubly stochastic Poisson processes, also known as the Cox processes, frequently occur in various scientific fields. In this article, motivated primarily by analyzing Cox process data in biophysics, we propose a nonparametric kernel-based…
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…
The article explores the asymptotic behavior of the expected number of drawings in the Coupon Collector's Problem with group-drawing under the uniform distribution. In this variant, each draw consists of a package of $s$ distinct coupons…
Bubble-nucleation processes of a Lennard-Jones liquid are studied by molecular dynamics simulations. Waiting time, which is the lifetime of a superheated liquid, is determined for several system sizes, and the apparent finite-size effect of…