Related papers: Analysis and rejection sampling of Wright-Fisher d…
Consider an information source generating a symbol at the root of a tree network whose links correspond to noisy communication channels, and broadcasting it through the network. We study the problem of reconstructing the transmitted symbol…
We investigate the consensus dynamics of the voter model on large random graphs with heterogeneous and directed features, focusing in particular on networks with power-law degree distributions. By extending recent results on sparse directed…
We study statistical properties of the process $Y(t)$ of a passive advection by quenched random layered flows in situations when the inter-layer transfer is governed by a fractional Brownian motion $X(t)$ with the Hurst index $H \in (0,1)$.…
The Fleming-Viot process with parent-independent mutation process is one particular neutral population genetic model. As time goes by, some initial species are replaced by mutated ones gradually. Once the population mutation rate is high,…
This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and Poisson martingale measures. The coefficients of the…
We discuss the effective donor/acceptor coupling for a bridged electron transfer system with a site-diagonal disorder of bridge energies. The average spectral properties of the system are discussed by using the Wegner model (Anderson's type…
The complex behavior of drop deposition on a hydrophobic surface is considered by looking at a model problem in which the evolution of a constant-volume liquid bridge is studied as the bridge is stretched. The bridge is pinned with a fixed…
In a live and bounded Free Choice Petri net, pick a non-conflicting transition. Then there exists a unique reachable marking in which no transition is enabled except the selected one. For a routed live and bounded Free Choice net, this…
We reexamine the theory of transition from drift to no-drift in biased diffusion on percolation networks. We argue that for the bias field B equal to the critical value B_c, the average velocity at large times t decreases to zero as…
We consider the asymmetric simple exclusion process in one dimension with weak asymmetry (WASEP) and 0-1 step initial condition. Our interest are the fluctuations of the time-integrated particle current at some prescribed spatial location.…
Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…
We apply a Lindeberg principle under the Markov process setting to approximate the Wright-Fisher model with neutral $r$-alleles using a diffusion process, deriving an error rate based on a function class distance involving fourth-order…
To describe vibrationally mediated configuration changes of adsorbates on surfaces we have developed a new theory to calculate both reaction rates and pathways. The method uses the T-matrix to describe excitations of vibrational states by…
Rate-induced tipping is an instability that occurs in a system when its time-dependent rate parameter becomes larger than a threshold value. We investigate a Pearson diffusion process, a diffusion process having solutions staying in a…
We perform studies on electric field induced diffusion limited aggregation of conductive particles dispersed in a non conductive medium. The bridges formed across gaps between electrodes with an electric field in between due to the…
We present a numerical study of a two-lane version of the stochastic non-equilibrium model known as the totally asymmetric simple exclusion process. For such a system with open boundaries, and suitably chosen values of externally-imposed…
We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…
Flow and Diffusion Distributed Structures (FDS) are stationary spatially periodic patterns that can be observed in reaction-diffusion-advection systems. These structures arise when the flow rate exceeds a certain bifurcation point provided…
We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…
We consider a one dimensional L\'evy bridge x_B of length n and index 0 < \alpha < 2, i.e. a L\'evy random walk constrained to start and end at the origin after n time steps, x_B(0) = x_B(n)=0. We compute the distribution P_B(A,n) of the…