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Related papers: Stochastic bias in multi-dimensional excursion set…

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Aims. We aim to study the stochastic evolution of the smoothed overdensity $\delta$ at scale $S$ of the form $\delta(S) = \int_{0}^S K(S,u)\mathrm{d}W(u)$, where $K$ is a kernel and $\mathrm{d}W$ is the usual Wiener process. Methods. For a…

Cosmology and Nongalactic Astrophysics · Physics 2022-06-23 Nicos Hiotelis , Antonino Del Popolo

We estimate the halo mass function (HMF) by applying the excursion set approach to the non-linear cosmic density field. Thereby, we account for the non-Gaussianity of today's density distribution and constrain the HMF independent of the…

Cosmology and Nongalactic Astrophysics · Physics 2020-02-25 Laila Linke , Johannes Schwinn , Matthias Bartelmann

Relying on the excursion set theory, we compute the number density of local extrema and crossing statistics versus the threshold for the stock market indices. Comparing the number density of excursion sets calculated numerically with the…

Statistical Finance · Quantitative Finance 2022-07-08 M. Shadmangohar , S. M. S. Movahed

A very large dynamic range with simultaneous capture of both large- and small-scales in the simulations of cosmic structures is required for correct modelling of many cosmological phenomena, particularly at high redshift. This is not always…

Cosmology and Nongalactic Astrophysics · Physics 2020-04-15 Ainulnabilah Nasirudin , Ilian T. Iliev , Kyungjin Ahn

The clustering of dark matter halos depends not only on their mass, the so-called primary bias, but also on their internal properties, the so-called secondary bias. While the former effect is well-understood within the Press-Schechter (PS)…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-07 Eduard Salvador-Solé , Alberto Manrique , Eduard Agulló

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

A sizeable level of non-Gaussianity in the primordial cosmological perturbations may be induced by a large trispectrum, i.e. by a large connected four-point correlation function. We compute the effect of a primordial non-Gaussian…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-14 Michele Maggiore , Antonio Riotto

We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…

Statistical Mechanics · Physics 2015-06-11 Gunnar Claussen , Alexander K. Hartmann , Satya N. Majumdar

We study the scale-dependence of halo bias in generic (non-local) primordial non-Gaussian (PNG) initial conditions of the type motivated by inflation, parametrized by an arbitrary quadratic kernel. We first show how to generate non-local…

Cosmology and Nongalactic Astrophysics · Physics 2013-05-30 Roman Scoccimarro , Lam Hui , Marc Manera , K. C. Chan

Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…

Statistical Mechanics · Physics 2025-08-15 Daniel Marris , Chittaranjan Hens , Subrata Ghosh , Luca Giuggioli

First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…

Statistical Mechanics · Physics 2023-02-01 Yuta Sakamoto , Takahiro Sakaue

Halo bias is typically treated as a set of coefficients in a perturbative expansion. We show instead that every point in a Gaussian density field has a well-defined scale-independent Lagrangian bias, thereby defining a bias field. This…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-02 Arka Banerjee

We investigate the origin of halo assembly bias, the dependence of halo clustering on assembly history. We relate halo assembly to peak properties measured in the Lagrangian space of the initial linear Gaussian random density field, and…

Astrophysics · Physics 2010-05-25 Neal Dalal , Martin White , J. Richard Bond , Alexander Shirokov

We study the heterogeneous dynamics of attractive colloidal particles close to the gel transition using confocal microscopy experiments combined with a theoretical statistical analysis. We focus on single particle dynamics and show that the…

Soft Condensed Matter · Physics 2009-08-25 Pinaki Chaudhuri , Yongxiang Gao , Ludovic Berthier , Maria Kilfoil , Walter Kob

Models of galaxy and halo clustering commonly assume that the tracers can be treated as a continuous field locally biased with respect to the underlying mass distribution. In the peak model pioneered by BBKS, one considers instead density…

Cosmology and Nongalactic Astrophysics · Physics 2010-12-23 Vincent Desjacques , Martin Crocce , Roman Scoccimarro , Ravi K. Sheth

We are interested in recovering information on a stochastic block model from the subgraph discovered by an exploring random walk. Stochastic block models correspond to populations structured into a finite number of types, where two…

Statistics Theory · Mathematics 2021-06-08 Viet Chi Tran , Thi Phuong Thuy Vo

We consider the simple random walk (or P\'olya walk) on the one-dimensional lattice subject to stochastic resetting to the origin with probability $r$ at each time step. The focus is on the joint statistics of the numbers…

Probability · Mathematics 2024-01-04 Claude Godrèche , Jean-Marc Luck

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

It has long been known how to analytically relate the clustering properties of the collapsed structures (halos) to those of the underlying dark matter distribution for Gaussian initial conditions. Here we apply the same approach to…

Astrophysics · Physics 2010-11-11 Sabino Matarrese , Licia Verde

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

Dynamical Systems · Mathematics 2017-07-20 Susmita Sadhu