Related papers: Conditional Probabilities in the Excursion Set The…
First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…
The initial shear field, characterized by a primordial perturbation potential, plays a crucial role in the formation of large scale structures. Hence, considerable analytic work has been based on the joint distribution of its eigenvalues,…
We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
We focus on the problem of estimating and quantifying uncertainties on the excursion set of a function under a limited evaluation budget. We adopt a Bayesian approach where the objective function is assumed to be a realization of a Gaussian…
We compute the matter bispectrum in the presence of primordial local non-Gaussianity over a wide range of scales, including the very small nonlinear ones. We use the Halo Model approach, considering non-Gaussian corrections to the halo…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
In this paper we describe the Bayesian link between the cosmological mass function and the distribution of times at which isolated halos of a given mass exist. By assuming that clumps of dark matter undergo monotonic growth on the…
We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…
Splitting probabilities quantify the likelihood of particular outcomes out of a set of mutually-exclusive possibilities for stochastic processes and play a central role in first-passage problems. For two-dimensional Markov processes…
The mass distribution of dark matter haloes is the result of the hierarchical growth of initial density perturbations through mass accretion and mergers. We use an interpretable machine-learning framework to provide physical insights into…
We use a modified version of the Peak Patch excursion set formalism to compute the mass and size distribution of QCD axion miniclusters from a fully non-Gaussian initial density field obtained from numerical simulations of axion string…
Cosmology is entering an era of percent level precision due to current large observational surveys. This precision in observation is now demanding more accuracy from numerical methods and cosmological simulations. In this paper, we study…
In attempts to explain dark energy, a number of models have been proposed in which the formation of large-scale structure depends on the local environment. These models are highly non-linear and difficult to analyse analytically. N-body…
We investigate nonlocal Lagrangian bias contributions involving gradients of the linear density field, for which we have predictions from the excursion set peak formalism. We begin by writing down a bias expansion which includes all the…
We calculate the mean shape of transition paths and first-passage paths based on the one-dimensional Fokker-Planck equation in an arbitrary free energy landscape including a general inhomogeneous diffusivity profile. The transition path…
An analytical formula for the occurence probability of Markovian stochastic paths with repeatedly visited and/or equal departure rates is derived. This formula is essential for an efficient investigation of the trajectories belonging to…
We investigate the extreme first-passage statistics of $N$ non-interacting random walkers on discrete, hierarchical networks. {By distinguishing between transport limited by escape from localized initial states (injection-limited) and…
We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…
Generating pre-initial conditions (or particle loads) is the very first step to set up a cosmological N-body simulation. In this work, we revisit the numerical convergence of pre-initial conditions on dark matter halo properties using a set…