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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

Understanding the biasing between the clustering properties of halos and the underlying dark matter distribution is important for extracting cosmological information from ongoing and upcoming galaxy surveys. While on sufficiently larges…

Cosmology and Nongalactic Astrophysics · Physics 2014-08-27 Matteo Biagetti , Vincent Desjacques , Alex Kehagias , Antonio Riotto

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

We consider a directed version of the classical Stochastic Block Model with $m\ge 2$ communities and a parameter $\alpha$ controlling the inter-community connectivity. We show that, depending on the scaling of $\alpha$, the mixing time of…

Probability · Mathematics 2026-01-30 Alessandra Bianchi , Giacomo Passuello , Matteo Quattropani

The propagation of signalling molecules within cellular networks is affected by network topology, but also by the spatial arrangement of cells in the networks. Understanding the collective reaction--diffusion behaviour in space of signals…

Disordered Systems and Neural Networks · Physics 2025-01-09 Adel Mehrpooya , Vivien J. Challis , Pascal R. Buenzli

We examine the age-dependence of dark matter halo clustering in an unprecedented accuracy using a set of 7 high-resolution cosmological simulations each with $N=1024^3$ particles. We measure the bias parameters for halos over a large mass…

Astrophysics · Physics 2008-11-26 Y. P. Jing , Yasushi Suto , H. J. Mo

We describe a semi-analytic model to predict the triaxial shapes of dark matter halos utilizing the sequences of random merging events captured in merger trees to follow the evolution of each halo's energy tensor. When coupled with a simple…

Astrophysics of Galaxies · Physics 2026-03-18 Paul Menker , Andrew J. Benson

Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…

Statistical Mechanics · Physics 2025-09-15 Jonathan House , Rashad Bakhshizada , Skirmantas Janušonis , Ralf Metzler , Thomas Vojta

As known, the commonly-utilized ways to determine mean first-passage time $\overline{\mathcal{F}}$ for random walk on networks are mainly based on Laplacian spectra. However, methods of this type can become prohibitively complicated and…

Probability · Mathematics 2021-11-18 Fei Ma , Ping Wang

The random walk with choice is a well known variation to the random walk that first selects a subset of $d$ neighbours nodes and then decides to move to the node which maximizes the value of a certain metric; this metric captures the number…

Data Structures and Algorithms · Computer Science 2010-07-20 John Alexandris , Gregory Karagiorgos 'and' Ioannis Stavrakakis

Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex network with multiple resetting…

Statistical Mechanics · Physics 2021-10-01 Shuang Wang , Hanshuang Chen , Feng Huang

In this article we define and study a stochastic process on Galoisian covers of compact manifolds. The successive positions of the process are defined recursively by picking a point uniformly in the Dirichlet domain of the previous one. We…

Probability · Mathematics 2022-02-18 Adrien Boulanger , Olivier Glorieux

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , Lek-Heng Lim

The large-scale linear halo bias encodes the relation between the clustering of dark-matter (DM) halos and that of the underlying matter density field. Although the primary dependence of bias on halo mass is well understood in the context…

Cosmology and Nongalactic Astrophysics · Physics 2025-03-19 Antonio D. Montero-Dorta , Sergio Contreras , M. Celeste Artale , Facundo Rodriguez , Ginevra Favole

We investigate the first passage time beyond a barrier located at $b\geq0$ of a random walk with independent and identically distributed jumps, starting from $x_0=0$. The walk is subject to stochastic resetting, meaning that after each step…

Statistical Mechanics · Physics 2025-02-12 Mattia Radice , Giampaolo Cristadoro , Samudrajit Thapa

We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…

Statistical Mechanics · Physics 2007-11-13 A. Zoia , Y. Kantor , M. Kardar

We study the second order of the number of excursions of a simple random walk with a bias that drives a return toward the origin along the axes introduced by P. Andreoletti and P. Debs \cite{AndDeb3}. This is a crucial step toward deriving…

Probability · Mathematics 2025-04-08 Pierre Andreoletti , Pierre Debs

We consider a discrete-time Markovian random walk with resets on a connected undirected network. The resets, in which the walker is relocated to randomly chosen nodes, are governed by an independent discrete-time renewal process. Some nodes…

Elephant random walk is a kind of one-dimensional discrete-time random walk with infinite memory: For each step, with probability $\alpha$ the walker adopts one of his/her previous steps uniformly chosen at random, and otherwise he/she…

Probability · Mathematics 2019-11-26 Naoki Kubota , Masato Takei

We prove a general result that if a Metropolis--Hastings algorithm has a proposal that is not geometrically ergodic and the acceptance rate approaches unity at a suitable rate as the state variable becomes large, then the Metropolised chain…

Computation · Statistics 2026-03-10 Yuxin Liu , Peiyi Zhou , Samuel Livingstone
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