Related papers: The excursion set approach in non-Gaussian random …
Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…
We consider the branching random walk on the real line where the underlying motion is of a simple random walk and branching is at least binary and at most decaying exponentially in law. It is well known that the normalized empirical measure…
We study Newtonian cosmological perturbation theory from a field theoretical point of view. We derive a path integral representation for the cosmological evolution of stochastic fluctuations. Our main result is the closed form of the…
We describe a general procedure for using number counts of any object to constrain the probability distribution of the primordial fluctuations, allowing for generic weak non-Gaussianity. We apply this procedure to use limits on the…
Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase…
The cover-time problem, i.e., time to visit every site in a system, is one of the key issues of random walks with wide applications in natural, social, and engineered systems. Addressing the full distribution of cover times for random walk…
A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…
We investigate the evolution of the skewness of the distribution of density fluctuations in CDM models with both Gaussian and non--Gaussian initial fluctuations. We show that the method proposed by Coles \& Frenk (1991), which uses the…
In this chapter, we consider the problem of a non-Markovian random walker (displaying memory effects) searching for a target. We review an approach that links the first passage statistics to the properties of trajectories followed by the…
General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…
For primordial perturbations, deviations from Gaussian statistics on the tail of the probability distribution can be associated with non-perturbative effects of inflation. In this paper, we present some particular examples in which the tail…
In terms of the excursion set model, we used Monte Carlo methods in order to study the non-Markovian stochastic evolution of the smoothed overdensity $\delta$ at scale $S$. For a Gaussian density field, smoothed by the top-hat filter, in…
We propose an approximation for the first return time distribution of random walks on undirected networks. We combine a message-passing solution with a mean-field approximation, to account for the short- and long-term behaviours…
We experimentally demonstrate that the statistical properties of distances between pedestrians which are hindered from avoiding each other are described by the Gaussian Unitary Ensemble of random matrices. The same result has recently been…
Fractal structures and non-Gaussian velocity distributions are characteristic properties commonly observed in virialized self-gravitating systems such as galaxies or interstellar molecular clouds. We study the origin of these properties…
We calculate the higher order moments in a sequence of models where the initial density fluctuations are drawn from a chi^2_nu distribution with a power-law power spectrum. For large values of nu the distribution is approximately gaussian,…
Consider a family of random ordered graph trees $(T_n)_{n\geq 1}$, where $T_n$ has $n$ vertices. It has previously been established that if the associated search-depth processes converge to the normalised Brownian excursion when rescaled…
A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…
Analytical approaches to galaxy formation and reionization are based on the mathematical problem of random walks with barriers. The statistics of a single random walk can be used to calculate one-point distributions ranging from the mass…
We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian L$\acute{\rm e}$vy flights or to more complicated stochastic processes whose…