Related papers: Analysis and rejection sampling of Wright-Fisher d…
A one dimensional diffusion process $X=\{X_t, 0\leq t \leq T\}$, with drift $b(x)$ and diffusion coefficient $\sigma(\theta, x)=\sqrt{\theta} \sigma(x)$ known up to $\theta>0$, is supposed to switch volatility regime at some point $t^*\in…
Our results characterize the long-term behavior for a broad class of $\Lambda$-Wright--Fisher processes with frequency-dependent and environmental selection. In particular, we reveal a rich variety of parameter-dependent behaviors and…
We introduce the exchangeable rewiring process for modeling time-varying networks. The process fulfills fundamental mathematical and statistical properties and can be easily constructed from the novel operation of random rewiring. We derive…
In this paper, the problem of bridge consensus is presented and solved. Bridge consensus consists of a network of nodes, some of whom are participating and others are non-participating. The objective is for all the agents to reach average…
When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…
An alpha-Wiener bridge is a one-parameter generalization of the usual Wiener bridge, where the parameter alpha>0 represents a mean reversion force to zero. We generalize the notion of alpha-Wiener bridges to continuous functions…
Frequency Response Functions (FRFs) are one of the cornerstones of musical acoustic experimental research. They describe the way in which musical instruments vibrate in a wide range of frequencies and are used to predict and understand the…
We study two types of stochastic processes, a mean-field spatial system of interacting Fisher-Wright diffusions with an inferior and an advantageous type with rare mutation (inferior to advantageous) and a (mean-field) spatial system of…
We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…
Let G be a vertex transitive graph. A study of the range of simple random walk on G and of its bridge is proposed. While it is expected that on a graph of polynomial growth the sizes of the range of the unrestricted random walk and of its…
We study the splitting of regular square lattices subject to stochastic intermittent flows. Various flow patterns are produced by different groupings of the nodes, based on their random alternation between two possible states. The resulting…
We present the application of a fluctuating hydrodynamic theory to study current fluctuations in diffusive systems on a semi-infinite line in contact with a reservoir with slow coupling. We show that the distribution of the time-integrated…
The absorption of acoustic wave propagation in a broad variety of lossy media is characterized by an empirical power law function of frequency, w^y. It has long been noted that exponent y ranges from 0 to 2 for diverse media. Recently, the…
We study a general setting of neutral evolution in which the population is of finite, constant size and can have spatial structure. Mutation leads to different genetic types ("traits"), which can be discrete or continuous. Under minimal…
The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent…
We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…
Given a deterministically time-changed Brownian motion $Z$ starting from 1, whose time-change $V(t)$ satisfies $V(t) > t$ for all $t > 0$, we perform an explicit construction of a process $X$ which is Brownian motion in its own filtration…
In many biological processes, the size of a population changes stochastically with time, and recent work in the context of cancer and bacterial growth have focused on the situation when the mean population size grows exponentially. Here,…