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This text surveys different probabilistic aspects of a model which is used to describe the evolution of an object that falls apart randomly as time passes. Each point of view yields useful techniques to establish properties of such random…

Probability · Mathematics 2007-05-23 Jean Bertoin

We consider the bifurcating Markov chain model introduced by Guyon to detect cellular aging from cell lineage. To take into account the possibility for a cell to die, we use an underlying Galton-Watson process to describe the evolution of…

Probability · Mathematics 2008-07-08 Jean-François Delmas , Laurence Marsalle

Fluctuation theorems, which have been developed over the past 15 years, have resulted in fundamental breakthroughs in our understanding of how irreversibility emerges from reversible dynamics, and have provided new statistical mechanical…

Statistical Mechanics · Physics 2015-05-13 E. M. Sevick , R. Prabhakar , Stephen R. Williams , Debra J. Searles

The universal theory of order parameter fluctuations (delta scaling laws) is applied to a wide range of intermediate energy heavy-ion collision data obtained with INDRA. This systematic study confirms that the observed fragment production…

Nuclear Experiment · Physics 2019-08-15 J. D. Frankland , R. Bougault , A. Chbihi , S. Hudan , A. Mignon

This article explores mathematical models for understanding the evolution of contagious diseases. The most widely known set of models are the compartmental ones, which are based on a set of differential equations. But these are not the only…

Populations and Evolution · Quantitative Biology 2021-12-07 C. O. S. Sorzano

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

Probability · Mathematics 2010-11-09 Herve Guiol , Fabio P. Machado , Rinaldo B. Schinazi

The so-called diluted-random-cluster model may be viewed as a random-cluster representation of the Blume--Capel model. It has three parameters, a vertex parameter $a$, an edge parameter $p$, and a cluster weighting factor $q$. Stochastic…

Probability · Mathematics 2009-11-11 B. T. Graham , G. R. Grimmett

In this paper we compare market price fluctuations with the response to fundamental price drops within the Lux-Marchesi model which is able to reproduce the most important stylized facts of real market data. Major differences can be…

Statistical Mechanics · Physics 2009-11-07 A. G. Zawadowski , R. Karadi , J. Kertesz

In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can…

Methodology · Statistics 2022-08-03 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…

Physics and Society · Physics 2008-04-24 Zoltan Eisler , Imre Bartos , Janos Kertesz

Star clusters are studied widely both as benchmarks for stellar evolution models and in their own right. Cluster age and mass distributions within galaxies are probes of star formation histories, and of cluster formation and disruption…

Solar and Stellar Astrophysics · Physics 2015-05-18 Morgan Fouesneau , Ariane Lançon

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

We study the variations of the principal eigenvalue associated to a growth-fragmentation-death equation with respect to a parameter acting on growth and fragmentation. To this aim, we use the probabilistic individual-based interpretation of…

Analysis of PDEs · Mathematics 2017-01-24 Fabien Campillo , Nicolas Champagnat , Coralie Fritsch

Cell differentiation is an important process in living organisms. Differentiation is mostly based on binary decisions with the progenitor cells choosing between two specific lineages. The differentiation dynamics have both deterministic and…

Cell Behavior · Quantitative Biology 2016-12-26 Indrani Bose , Mainak Pal

In this paper, we analyze the electrotactic movement of Dictyostelium discoideum from the viewpoint of non-equilibrium statistical mechanics. Because we can observe fluctuating behavior of cellular trajectories, we analyze the probability…

Cell Behavior · Quantitative Biology 2007-11-12 Kumiko Hayashi , Hiroaki Takagi

We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…

Probability · Mathematics 2007-09-12 Marton Balazs

The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…

Probability · Mathematics 2018-08-17 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

This contribution presents a review of our present theoretical as well as experimental knowledge of different fluctuation observables relevant to nuclear multifragmentation. The possible connection between the presence of a fluctuation peak…

Nuclear Experiment · Physics 2009-11-11 F. Gulminelli , M. D'Agostino

We study a discrete stochastic model of a molecular motor. This discrete model can be viewed as a \emph{minimal} ratchet model. We extend our previous work on this model, by further investigating the constraints imposed by the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 D. Lacoste , A. W. C. Lau , K. Mallick