Related papers: Exact soliton-like probability measures for intera…
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…
We study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…
In applications the properties of a stochastic feature often change gradually rather than abruptly, that is: after a constant phase for some time they slowly start to vary. In this paper we discuss statistical inference for the detection…
This research investigates the impact of dynamic, time-varying interactions on cooperative behaviour in social dilemmas. Traditional research has focused on deterministic rules governing pairwise interactions, yet the impact of interaction…
We study the dynamics of an infinite system of point particles of two types. They perform random jumps in $\mathbf{R}^d$ in the course of which particles of different types repel each other whereas those of the same type do not interact.…
Generalizing response theory of open systems far from equilibrium is a central quest of nonequilibrium statistical physics. Using stochastic thermodynamics, we develop an algebraic method to study the response of nonequilibrium steady state…
We study a family of mean field games with a state variable evolving as a multivariate jump diffusion process. The jump component is driven by a Poisson process with a time-dependent intensity function. All coefficients, i.e. drift,…
Soliton dynamics in a large variety of longitudinally modulated lattices are studied in terms of phase space analysis for an effective particle approach and direct numerical simulations. Complex soliton dynamics are shown to depend strongly…
The abrupt changes that are ubiquitous in physical and natural systems are often well characterized by shot noise with a state dependent recurrence frequency and jump amplitude. For such state dependent behavior, we derive the transition…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…
This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…
In this article we study the long-time behavior of incompressible ideal flow in a half plane from the point of view of vortex scattering. Our main result is that certain asymptotic states for half-plane vortex dynamics decompose naturally…
Dunkl processes are multidimensional Markov processes defined through the use of Dunkl operators. These processes have discontinuities, and they can be separated into their continuous (radial) part, and their discontinuous (jump) part.…
We study asymptotic properties of maximum likelihood estimators of drift parameters for a jump-type Heston model based on continuous time observations, where the jump process can be any purely non-Gaussian L\'evy process of not necessarily…
In this Series, we study the weakly nonlinear dynamics of chemically active particles near the threshold for spontaneous motion. In this part, we focus on steady solutions and develop an `adjoint method' for deriving the nonlinear amplitude…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
Recently, numerical simulations of a stochastic model have shown that the density of vessel tips in tumor induced angiogenesis adopts a soliton-like profile [Sci. Rep. 6, 31296 (2016)]. In this work, we derive and solve the equations for…
We demonstrate theoretically and subsequently observe in experiment a novel type of soliton interaction when a pair of closely spaced spatial optical solitons as a whole is made partially incoherent. We explain how the character of the…
The one-dimensional pair contact process with a particle source is studied by using dynamical cluster mean-field approximations with sites up to $n=12$. The results obtained for different levels of approximation become convergent especially…