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

The growth of a population divided among spatial sites, with migration between the sites, is sometimes modelled by a product of random matrices, with each diagonal elements representing the growth rate in a given time period, and…

The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations.…

The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

We discuss in the framework of the excursion set formalism a recent discovery from N-body simulations that the clustering of haloes of given mass depends on their formation history. We review why the standard implementation of this…

We consider the statistics of occupation times, the number of visits at the origin and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these…

We derive approximated, yet very accurate analytical expressions for the abundance and clustering properties of dark matter halos in the excursion set peak framework; the latter relies on the standard excursion set approach, but also…

In this work we establish a link between two different phenomena that were studied in a large and growing number of biological, composite and soft media: the diffusion in compartmentalized environment and the Brownian yet non-Gaussian…

We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…

Let $N$ be a positive integer, $c$ be a positive constant and $(U_n)_{n\ge 1}$ be a sequence of independent identically distributed pseudo-random variables. We assume that the $U_n$'s take their values in the discrete set…

We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…

We introduce two models of biological aggregation, based on randomly moving particles with individual stochasticity depending on the perceived average population density in their neighbourhood. In the first-order model the location of each…

In this work we consider a stochastic movement process with random resets to the origin followed by a random residence time there before the walker restarts its motion. First, we study the transport properties of the walker, we derive an…

The stochastic properties of variables whose addition leads to $q$-Gaussian distributions $G_q(x)=[1+(q-1)x^2]_+^{1/(1-q)}$ (with $q\in\mathbb{R}$ and where $[f(x)]_+=max\{f(x),0\}$) as limit law for a large number of terms are…

Virtually all the emergent properties of a complex system are rooted in the non-homogeneous nature of the behaviours of its elements and of the interactions among them. However, the fact that heterogeneity and correlations can appear…

We investigate the problem of predicting the halo mass function from the properties of the Lagrangian density field. We focus on a perturbation spectrum with a small-scale cut-off (as in warm dark matter cosmologies). This cut-off results…

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

We study the halo-matter cross bispectrum in the presence of primordial non-Gaussianity of the local type. We restrict ourselves to the squeezed limit, for which the calculation are straightforward, and perform the measurements in the…