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Fractal structures emerge from statistical and hierarchical processes in urban development or network evolution. In a class of efficient and robust geographical networks, we derive the size distribution of layered areas, and estimate the…
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the…
In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…
Stochastic spreading models defined on complex network topologies are used to mimic the diffusion of diseases, information, and opinions in real-world systems. Existing theoretical approaches to the characterization of the models in terms…
At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…
Markov chain sampling methods that automatically adapt to characteristics of the distribution being sampled can be constructed by exploiting the principle that one can sample from a distribution by sampling uniformly from the region under…
We give a stochastic model for the fragmentation phase of a snow avalanche. We construct a fragmentation-branching process related to the avalanches, on the set of all fragmentation sizes introduced by J. Bertoin. A fractal property of this…
An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that works for general state space Markov chains under very general…
We define a spatially-dependent fragmentation process, which involves rectangles breaking up into progressively smaller pieces at rates that depend on their shape. Long, thin rectangles are more likely to break quickly, and are also more…
This paper focuses on the challenge of interactively modeling street networks. In this work, we extend the simple fractal model, which is particularly useful for describing small cities or individual districts, by constructing random cities…
We analyze the fragmentation behavior of random clusters on the lattice under a process where bonds between neighboring sites are successively broken. Modeling such structures by configurations of a generalized Potts or random-cluster model…
We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…
The spatial distributions of cities fall into two groups: one is the simple distribution with characteristic scale (e.g. exponential distribution), and the other is the complex distribution without characteristic scale (e.g. power-law…
We compare different analytical and numerical methods for studying the partitions of a finite system into fragments. We propose a new numerical method of exploring the partition space by generating the Markov chains of partitions based on…
We consider a family of distributions on spatial random partitions that provide a coupling between different models of interest: the ideal Bose gas; the zero-range process; particle clustering; and spatial permutations. These distributions…
A Markov chain model for spatially distributed autocatalytic systems with a quadratic reaction rate is considered. An approximate solution for the local probability distribution is obtained in the form of a perturbation expansion for the…
Polar slice sampling (Roberts & Rosenthal, 2002) is a Markov chain approach for approximate sampling of distributions that is difficult, if not impossible, to implement efficiently, but behaves provably well with respect to the dimension.…
We introduce a class of Markov chains, that contains the model of stochastic approximation by averaging and non-averaging. Using martingale approximation method, we establish various deviation inequalities for separately Lipschitz functions…
We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…
Coagulation-fragmentation processes describe the stochastic association and dissociation of particles in clusters. Cluster dynamics with cluster-cluster interactions for a finite number of particles has recently attracted attention…