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The excursion set theory of halo formation is modified by adopting the fractional Brownian motion, to account for possible correlation between merging steps. We worked out analytically the conditional mass function, halo merging rate and…

Astrophysics · Physics 2009-11-13 Jun Pan , Yougang Wang , Xuelei Chen , Luis Teodoro

This work is to popularize the method of computing the distribution of the excursion times for a Gaussian process that involves extended and multivariate Rice's formula. The approach was used in numerical implementations of the…

Probability · Mathematics 2020-07-29 Georg Lindgren , Krzysztof Podgorski , Igor Rychlik

We propose a method of estimating the uncertainty of a result obtained through extrapolation to the complete basis set limit. The method is based on an ensemble of random walks which simulate all possible extrapolation outcomes that could…

Data Analysis, Statistics and Probability · Physics 2025-08-26 Jakub Lang , Michał Przybytek , Michał Lesiuk

The dynamics of the avalanche width in the evolution model is described using a random walk picture. In this approach the critical exponents for avalanche distribution, $\tau$, and avalanche average time, $\gamma$, are found to be the same…

Condensed Matter · Physics 2008-02-03 L. Anton

We study the halo-matter cross bispectrum in the presence of primordial non-Gaussianity of the local type. We restrict ourselves to the squeezed limit, for which the calculation are straightforward, and perform the measurements in the…

Cosmology and Nongalactic Astrophysics · Physics 2016-10-10 Azadeh Moradinezhad Dizgah , Kwan Chuen Chan , Jorge Noreña , Matteo Biagetti , Vincent Desjacques

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…

Cosmology and Nongalactic Astrophysics · Physics 2014-06-30 Matteo Biagetti , Kwan Chuen Chan , Vincent Desjacques , Aseem Paranjape

We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…

Disordered Systems and Neural Networks · Physics 2013-02-18 Tomas Svensson , Kevin Vynck , Marco Grisi , Romolo Savo , Matteo Burresi , Diederik S. Wiersma

We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval $[0,T]$ via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class…

Probability · Mathematics 2008-08-28 Nabil Kahale

We consider a random walk in confined geometry, starting from a site and eventually reaching a target site. We calculate analytically the distribution of the occupation time on a third site, before reaching the target site. The obtained…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , V. Tejedor , O. Benichou

We use the concept of excursions for the prediction of random variables without any moment existence assumptions. To do so, an excursion metric on the space of random variables is defined which appears to be a kind of a weighted…

Statistics Theory · Mathematics 2022-09-07 Vitalii Makogin , Evgeny Spodarev

We study first-passage statistics for one-dimensional random walks $S_n$ with independent and identically distributed jumps starting from the origin. We focus on the joint distribution of the first-passage time $\tau_b$ and first-passage…

Statistical Mechanics · Physics 2025-07-16 Mattia Radice , Giampaolo Cristadoro

In the ellipsoidal collapse model, the critical density for the collapse of a gravitationally bound object is a function of its mass. In the excursion set formalism, this translates into a moving barrier problem such that the mass function…

Astrophysics · Physics 2007-05-23 Asim Mahmood , R. Rajesh

Primordial non-Gaussianity (NG) affects the large scale structure (LSS) of the universe by leaving an imprint on the distribution of matter at late times. Much attention has been focused on using the distribution of collapsed objects (i.e.…

Cosmology and Nongalactic Astrophysics · Physics 2011-02-25 Guido D'Amico , Marcello Musso , Jorge Noreña , Aseem Paranjape

We develop a new, simple, fast and parameter-free method to construct dark matter halo catalogues. This method requires as inputs only the linear matter power spectrum and the threshold density for halo formation in linear theory. It…

Cosmology and Nongalactic Astrophysics · Physics 2019-06-18 Rodrigo Voivodic , Marcos Lima , Luis Raul Abramo

Random walks on regular bounded degree expander graphs have numerous applications. A key property of these walks is that they converge rapidly to the uniform distribution on the vertices. The recent study of expansion of high dimensional…

Computational Complexity · Computer Science 2016-06-07 Tali Kaufman , David Mass

A large and sparse random graph with independent exponentially distributed link weights can be used to model the propagation of messages or diseases in a network with an unknown connectivity structure. In this article we study an extended…

Probability · Mathematics 2019-08-06 Lasse Leskelä , Hoa Ngo

This work describes a new algorithm for creating a superposition over the edge set of a graph, encoding a quantum sample of the random walk stationary distribution. The algorithm requires a number of quantum walk steps scaling as…

Quantum Physics · Physics 2019-04-26 Simon Apers

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

We consider a one dimensional random-walk-like process, whose steps are centered Gaussians with variances which are determined according to the sequence of arrivals of a Poisson process on the line. This process is decorated by independent…

Probability · Mathematics 2019-02-27 Aser Cortines , Lisa Hartung , Oren Louidor

Excursion set theory (EST) is an analytical framework to study the large-scale structure of the Universe. EST introduces a procedure to calculate the number density of structures by relating the cosmological linear perturbation theory to…

Cosmology and Nongalactic Astrophysics · Physics 2017-09-06 Farnik Nikakhtar , Shant Baghram