Related papers: Conditional Probabilities in the Excursion Set The…

The excursion set approach uses the statistics of the density field smoothed on a wide range of scales, to gain insight into a number of interesting processes in nonlinear structure formation, such as cluster assembly, merging and…

We present a method, based on the correlation function of excursion sets above a given threshold, to test the Gaussianity of the CMB temperature fluctuations in the sky. In particular, this method can be applied to discriminate between…

It has long been known how to analytically relate the clustering properties of the collapsed structures (halos) to those of the underlying dark matter distribution for Gaussian initial conditions. Here we apply the same approach to…

The abundance and mass function of primordial black holes (PBHs) are often estimated using the Press-Schechter (PS) formalism. In the case of halo formation, the PS formalism suffers from the miscounting of regions collapsing into halos,…

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…

In this paper we extend results of L.A. Shepp by finding explicit formulas for the first passage probability $F_{a,b}(T\, |\, x)={\rm Pr}(S(t)<a+bt \text{ for all } t\in[0,T]\,\, | \,\,S(0)=x)$, for all $T>0$, where $S(t)$ is a Gaussian…

We describe a simple efficient algorithm that allows one to construct Monte-Carlo realizations of merger histories of dark matter halos. The algorithm is motivated by the excursion set model (Bond et al. 1991) for the conditional and…

First-passage times provide invaluable insight into fundamental properties of stochastic processes. Yet, various forms of gating mask first-passage times and differentiate them from actual detection times. For instance, imperfect conditions…

We present a novel combination of the excursion-set approach with the peak theory formalism in Lagrangian space and provide accurate predictions for halo and void statistics over a wide range of scales. The set-up is based on an effective…

We develop a novel computational method for evaluating the extreme excursion probabilities arising for random initialization of nonlinear dynamical systems. The method uses a Markov chain Monte Carlo or a Laplace approximation approach to…

The merger and accretion probabilities of dark matter halos have so far only been calculated for an infinitesimal time interval. This means that a Monte-Carlo simulation with very small time steps is necessary to find the merger history of…

The problem of computing the rate of diffusion-aided activated barrier crossings between metastable states is one of broad relevance in physical sciences. The transition path formalism aims to compute the rate of these events by analysing…

We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…

In computing ship motion statistics (e.g., exceeding probability) in an irregular wave field, it is a common practice to represent the irregular waves by a large number of wave groups and compute the motion statistics from the distribution…

The Schr\"odinger integral-equation approach for calculating the classical first-passage time (C-fpt) probability density is extended to the case of quantum first-passage time (Q-fpt). Using this extension, we have calculated analytically…

We present N-body simulations for generic non-Gaussian initial conditions with the aim of exploring and modelling the scale-dependent halo bias. This effect is evident at very large scales requiring large simulation boxes. In addition, the…

Be $X_t$ a random process starting at $x \in [0,1]$ with absorbing boundary conditions at both ends of the interval. Denote $P_1(x)$ the probability to first exit at the upper boundary. For Brownian motion, $P_1(x)=x$, equivalent to…

First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…

We compute the critical density of collapse for spherically symmetric overdensities in a class of f(R) modified gravity models. For the first time we evolve the Einstein, scalar field and non-linear fluid equations, making the minimal…