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We study the two most common types of percolation process on a sparse random graph with a given degree sequence. Namely, we examine first a bond percolation process where the edges of the graph are retained with probability p and afterwards…
A statistical model of discrete finite length random processes with negative power law spectral densities is presented. The definition of terms is followed by a description of the spectral density trend. An algorithmic construction of…
In this paper we address the statistical problem of testing if a stationary process is Gaussian. The observation consists in a finite sample path of the process. Using a random projection technique introduced and studied in Cuesta-Albertos…
Processes involving bursts of activity separated by quiescent periods occur across diverse systems and scales. In human dynamics, these phenomena have been described by power-law inter-event time distributions, $P(t)\sim t^{-\alpha}$, with…
One way to model telecommunication networks are static Boolean models. However, dynamics such as node mobility have a significant impact on the performance evaluation of such networks. Consider a Boolean model in $\mathbb{R}^d$ and a random…
We study a random game in which two players in turn play a fixed number of moves. For each move, there are two possible choices. To each possible outcome of the game we assign a winner in an i.i.d. fashion with a fixed parameter p. In the…
The aim of this letter is to propose a new description to the time varying gravitational constant problem, which naturally implements the Dirac's large numbers hypothesis in a new proposed holographic scenario for the origin of gravity as…
We analyze the deviations from Maxwell-Boltzmann statistics found in recent experiments studying velocity distributions in two-dimensional granular gases driven into a non-equilibrium stationary state by a strong vertical vibration. We show…
We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion, by escape probability and mean residence time. We then…
Numerical simulations of particle acceleration in magnetized turbulence have recently observed powerlaw spectra where pile-up distributions are rather expected. We interpret this as evidence for particle segregation based on acceleration…
This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\'{e}vy noise -…
The time process of transport on randomly evolving trees is investigated. By introducing the notions of living and dead nodes a model of random tree evolution is constructed which describes the spreading in time of objects corresponding to…
Consider a coin tossing experiment which consists of tossing one of two coins at a time, according to a renewal process. The first coin is fair and the second has probability $1/2 + \theta$, $\theta \in [-1/2,1/2]$, $\theta$ unknown but…
This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
We study the hydrodynamic coupling between particles and solid, rough boundaries characterized by random surface textures. Using the Lorentz reciprocal theorem, we derive analytical expressions for the grand mobility tensor of a spherical…
By tracking tracer particles at high speeds and for long times, we study the geometric statistics of Lagrangian trajectories in an intensely turbulent laboratory flow. In particular, we consider the distinction between the displacement of…
In this paper we consider a population process evolving on a dynamic random graph. The dynamic random graph is an Erd\H{o}s--R\'enyi graph that is resampled every time unit, independently of the previous ones, with `edge existence…
The dynamics of a passive scalar plume in a turbulent boundary layer is experimentally investigated via vertical turbulent transport time-series. Data are acquired in a rough-wall turbulent boundary layer that develops in a recirculating…
We establish a comprehensive probability theory for coherent transport of random waves through arbitrary linear media. The transmissivity distribution for random coherent waves is a fundamental B-spline with knots at the transmission…