Related papers: Conditional Probabilities in the Excursion Set The…
We propose a physical model for nonlinear stochastic biasing of one-point statistics resulting from the formation epoch distribution of dark halos. In contrast to previous works on the basis of extensive numerical simulations, our model…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
We consider the non-equilibrium dynamics of disordered systems as defined by a master equation involving transition rates between configurations (detailed balance is not assumed). To compute the important dynamical time scales in…
The simplest models of dark matter halo formation are based on the heuristic assumption, motivated by spherical collapse, that virialized haloes originate from initial regions that are maxima of the smoothed density field. Here, we replace…
Corrections induced by primordial non-Gaussianity to the linear halo bias can be computed from a peak-background split or the widespread local bias model. However, numerical simulations clearly support the prediction of the former, in which…
Galaxy formation, viewed as an inference problem from incomplete information, is inherently stochastic. Reducing the full simulation state to a coarse-grained set of variables integrates out unresolved degrees of freedom, motivating an…
A phenomenological model for a measurement of barrier traversal times for particles is proposed. Two idealized detectors for passage and arrival provide entrance and exit times for the barrier traversal. The averaged traversal time is…
In this paper, I use the extension of the excursion set model of Sheth & Tormen (2002) and the barrier shape obtained in Del Popolo & Gambera (1998) to calculate the unconditional halo mass function, and the conditional mass function in…
We consider the motion of a particle in a force field subjected to adiabatic, fluctuations of external origin. We do not put the restriction on the type of stochastic process that the noise is Gaussian. Based on a method developed earlier…
First-passage time problems are ubiquitous across many fields of study including transport processes in semiconductors and biological synapses, evolutionary game theory and percolation. Despite their prominence, first-passage time…
This research considers Bayesian decision-analytic approaches toward the traversal of an uncertain graph. Namely, a traveler progresses over a graph in which rewards are gained upon a node's first visit and costs are incurred for every edge…
We determine the large exceedance probabilities and large exceedance paths for the matrix recursive sequence $V_n = M_n V_{n-1} + Q_n, \: n=1,2,\ldots,$ where $\{M_n\}$ is an i.i.d. sequence of $d \times d$ random matrices and $\{ Q_n\}$ is…
The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…
An important open problem in the theory of L\'evy flights concerns the analytically tractable formulation of absorbing boundary conditions. Although numerical studies using the correctly defined nonlocal approach have yielded substantial…
When a random field $(X_t, \ t\in {\mathbb R}^2)$ is thresholded on a given level $u$, the excursion set is given by its indicator $~1_{[u, \infty)}(X_t)$. The purpose of this work is to study functionals (as established in stochastic…
The description of the abundance and clustering of halos for non-Gaussian initial conditions has recently received renewed interest, motivated by the forthcoming large galaxy and cluster surveys, which can potentially yield constraints of…
We introduce a formalism for the calculation of the time of arrival t at a space point for particles traveling through interacting media. We develop a general formulation that employs quantum canonical transformations from the free to the…
The mass, accretion rate and formation time of dark matter haloes near proto-filaments (identified as saddle points of the potential) are analytically predicted using a conditional version of the excursion set approach in its so-called…
We discuss a new algorithm to generate multi-scale initial conditions with multiple levels of refinements for cosmological "zoom-in" simulations. The method uses an adaptive convolution of Gaussian white noise with a real space transfer…
We survey recent results on first-passage processes in unbounded cones and their applications to ordering of particles undergoing Brownian motion in one dimension. We first discuss the survival probability S(t) that a diffusing particle, in…