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Observed transmission line outage data is grouped into successive generations of events. The empirical distribution of the number of generations in the cascades follows a Zipf distribution that implies the increasing propagation as cascades…

Physics and Society · Physics 2018-08-28 Ian Dobson

A characteristic property of networks is their ability to propagate influences, such as infectious diseases, behavioral changes, and failures. An especially important class of such contagious dynamics is that of cascading processes. These…

Physics and Society · Physics 2017-01-26 Adilson E. Motter , Yang Yang

Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as the energy dissipation in fully developed turbulence. We propose a dynamical generalization describing the energy…

Condensed Matter · Physics 2015-06-24 Juergen Schmiegel , Jochen Cleve , Hans C. Eggers , Bruce R. Pearson , Martin Greiner

A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…

Probability · Mathematics 2022-10-13 Oskar Laverny , Alessandro Ferriero , Ecaterina Nisipasu

Expression for probability distribution is got taking into account a presence and removal of degeneracy on the microstates. Its application allows to describe the process of melting of solids, as saltatory phase transition of the first kind…

Statistical Mechanics · Physics 2012-03-20 Leonid S. Metlov

A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between…

General Finance · Quantitative Finance 2011-10-20 Thomas R. Hurd , James P. Gleeson

The effect of introducing a mass dependent diffusion rate ~ m^{-alpha} in a model of coagulation with single-particle break up is studied both analytically and numerically. The model with alpha=0 is known to undergo a nonequilibrium phase…

Statistical Mechanics · Physics 2009-11-07 R. Rajesh , Dibyendu Das , Bulbul Chakraborty , Mustansir Barma

We consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We…

Probability · Mathematics 2020-07-30 Dariusz Buraczewski , Piotr Dyszewski

Diffusion and flow matching approaches to generative modeling have shown promise in domains where the state space is continuous, such as image generation or protein folding & design, and discrete, exemplified by diffusion large language…

The probability distributions for charged particle numbers and their densities are derived in statistical ensembles with conservation laws. It is shown that if this limit is properly taken then the canonical and grand canonical ensembles…

High Energy Physics - Theory · Physics 2007-05-23 J. Cleymans , K. Redlich , L. Turko

The present paper describes a stochastic model of fracture, whose fragment size distribution can be calculated analytically as a power-law-like distribution. The model is basically cascade fracture, but incorporates the effect that each…

Statistical Mechanics · Physics 2013-04-10 Ken Yamamoto , Yoshihiro Yamazaki

The gamma difference distribution is defined as the difference of two gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear…

Statistics Theory · Mathematics 2023-09-26 Peter J. Forrester

We consider a version of the Watts cascade model on directed multiplex configuration model networks, and present a detailed analysis of the cascade size, single-seed cascade probability and cascade condition. We then introduce a smaller…

Adaptation and Self-Organizing Systems · Physics 2025-06-02 Christian Kluge , Christian Kuehn

We present an analytical approach to determining the expected cascade size in a broad range of dynamical models on the class of highly-clustered random graphs introduced by Gleeson [J. P. Gleeson, Phys. Rev. E 80, 036107 (2009)]. A…

Physics and Society · Physics 2013-06-05 Adam Hackett , James P. Gleeson

We consider propagation models that describe the spreading of an attribute, called "damage", through the nodes of a random network. In some systems, the average fraction of nodes that remain undamaged vanishes in the large system limit, a…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Björn Samuelsson , Joshua E. S. Socolar

This paper develops a theory for characterisation of DNA sequences based on their measure representation. The measures are shown to be random cascades generated by an infinitely divisible distribution. This probability distribution is…

Biological Physics · Physics 2009-11-07 Vo Anh , Ka-Sing Lau , Zu-Guo Yu

The explosive percolation problem on the complete graph is investigated via extensive numerical simulations. We obtain the cluster-size distribution at the moment when the cluster size heterogeneity becomes maximum. The distribution is…

Statistical Mechanics · Physics 2015-05-27 Hyun Keun Lee , Beom Jun Kim , Hyunggyu Park

A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…

Probability · Mathematics 2013-05-28 Tom Alberts , Ben Rifkind

For random percolation at p_c, the probability distribution P(n) of the number of spanning clusters (n) has been studied in large scale simulations. The results are compatible with $P(n) \sim \exp(-an^2)$ for all dimensions. We also study…

Statistical Mechanics · Physics 2009-10-30 Parongama Sen

We study the size and the lifetime distributions of scale-free random branching tree in which $k$ branches are generated from a node at each time step with probability $q_k\sim k^{-\gamma}$. In particular, we focus on finite-size trees in a…

Statistical Mechanics · Physics 2009-11-13 D. -S. Lee , J. S. Kim , B. Kahng , D. Kim