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We consider a continuous-time stochastic volatility model. The model contains a stationary volatility process, the multivariate density of the finite dimensional distributions of which we aim to estimate. We assume that we observe the…

Statistics Theory · Mathematics 2014-07-08 Bert van Es , Peter Spreij

We numerically study a one-dimensional system of $N$ classical localized planar rotators coupled through interactions which decay with distance as $1/r^\alpha$ ($\alpha \ge 0$). The approach is a first principle one (\textit{i.e.}, based on…

Statistical Mechanics · Physics 2013-11-05 Leonardo J. L. Cirto , Vladimir R. V. Assis , Constantino Tsallis

The standard Potts model is investigated in the framework of nonextensive statistical mechanics. We performed Monte Carlo simulations on two-dimensional lattices with linear sizes ranging from 16 to 64 using the Metropolis algorithm, where…

Statistical Mechanics · Physics 2012-06-14 Attila Boer

We study a system of simple random walks on graphs, known as frog model. This model can be described as follows: There are active and sleeping particles living on some graph G. Each active particle performs a simple random walk with…

Probability · Mathematics 2019-03-05 O. S. M. Alves , F. P. Machado , S. Yu. Popov

We study exploration properties of a random walk on a network. For a fully connected network we find that the problem can be mapped to the well known coupon collector problem, thus allowing us to estimate form of $P(S,t)$: the distribution…

Physics and Society · Physics 2026-04-24 Sarvesh K. Upadhyay , Trifce Sandev , Sanjay Kumar , R. K. Singh

Random graphs are a central element of the study of complex dynamical networks such as the internet, the brain, or socioeconomic phenomena. New methods to generate random graphs can spawn new applications and give insights into more…

Quantum Physics · Physics 2020-04-06 Hamza Jnane , Giuseppe Di Molfetta , Filippo M. Miatto

Through Monte Carlo Simulation, the well-known majority-vote model has been studied with noise on directed random graphs. In order to characterize completely the observed order-disorder phase transition, the critical noise parameter $q_c$,…

Statistical Mechanics · Physics 2009-11-13 F. W. S. Lima , A. O. Sousa , M. A. Sumuor

This paper presents a realistic, stochastic, and local model that reproduces nonrelativistic quantum mechanics (QM) results without using its mathematical formulation. The proposed model only uses integer-valued quantities and operations on…

Quantum Physics · Physics 2018-01-17 Antonio Sciarretta

After decades of progress and effort, obtaining a phase diagram for a strongly-correlated topological system still remains a challenge. Although in principle one could turn to Wilson loops and long-range entanglement, evaluating these…

Strongly Correlated Electrons · Physics 2017-12-14 Yi Zhang , Roger G. Melko , Eun-Ah Kim

One-parameter family of discrete-time quantum-walk models on the square lattice, which includes the Grover-walk model as a special case, is analytically studied. Convergence in the long-time limit $t \to \infty$ of all joint moments of two…

Quantum Physics · Physics 2008-06-20 Kyohei Watabe , Naoki Kobayashi , Makoto Katori , Norio Konno

The $q$-voter model with independence is investigated on multiplex networks with fully overlapping layers in the form of various complex networks corresponding to different levels of social influence. Detailed studies are performed for the…

Statistical Mechanics · Physics 2020-09-09 Tomasz Gradowski , Andrzej Krawiecki

We present results of Monte Carlo simulations of random bond Potts models in two dimensions, for different numbers of Potts states, q. We introduce a simple scheme which yields continuous self-dual distributions of the interactions. As…

Disordered Systems and Neural Networks · Physics 2008-12-18 T. Olson , A. P. Young

We study the ordering dynamics of nonlinear voter models with multiple states, also providing a discussion of the two-state model. The rate with which an individual adopts an opinion scales as the $q$-th power of the number of the…

Physics and Society · Physics 2023-11-01 Lucía Soledad Ramirez , Federico Vazquez , Maxi San Miguel , Tobias Galla

In this study we have carried out computer simulations of random walks on Watts-Strogatz-type small world networks and measured the mean number of visited sites and the return probabilities. These quantities were found to obey scaling…

Statistical Mechanics · Physics 2009-11-07 Jani Lahtinen , János Kertész , Kimmo Kaski

Formalism based on equilibrium statistical thermodynamics is applied to communication networks of decision making individuals. It is shown that in statistical ensembles for choice models, properly defined disutility can play the same role…

Statistical Mechanics · Physics 2007-05-23 Arkadiusz Majka , Wojciech Wislicki

The dynamics of the survival probability of quantum walkers on a one-dimensional lattice with random distribution of absorbing immobile traps are investigated. The survival probability of quantum walkers is compared with that of classical…

Quantum Physics · Physics 2011-04-01 Meltem Gonulol , Ekrem Aydiner , Yutaka Shikano , Ozgur E. Mustecaplioglu

We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased…

Physics and Society · Physics 2016-10-19 Paweł Oświȩcimka , Lorenzo Livi , Stanisław Drożdż

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…

Statistical Mechanics · Physics 2009-11-10 C. Anteneodo

We consider the coherent exciton transport, modeled by continuous-time quantum walks, on Erd\"{o}s-R\'{e}ny graphs in the presence of a random distribution of traps. The role of trap concentration and of the substrate dilution is deepened…

Quantum Physics · Physics 2011-02-22 Elena Agliari

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

Probability · Mathematics 2020-01-09 Luca Angelani , Roberto Garra