Related papers: Persistence exponent for discrete-time, time-rever…
In many biological systems, motile agents exhibit random motion with short-term directional persistence, together with crowding effects arising from spatial exclusion. We formulate and study a class of lattice-based models for multiple…
Understanding under what conditions populations, whether they be plants, animals, or viral particles, persist is an issue of theoretical and practical importance in population biology. Both biotic interactions and environmental fluctuations…
Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
We investigate continuum percolation for Cox point processes, that is, Poisson point processes driven by random intensity measures. First, we derive sufficient conditions for the existence of non-trivial sub- and super-critical percolation…
We revisit the problem of local persistence in directed percolation, reporting improved estimates of the persistence exponent in 1+1 dimensions, discovering strong corrections to scaling in higher dimensions, and investigating the mean…
In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…
New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…
We investigate Lagrangian relative dispersion in direct numerical simulation of two-dimensional inverse cascade turbulence. The analysis is performed by using both standard fixed time statistics and an exit time approach. Our results are in…
We consider the d-dimensional diffusion equation for a field phi(x,t) with random initial condition, and observe that, when appropriately scaled, phi(0,t) is Gaussian and Markovian in the limit d->0. This leads via the Majumdar-Sire…
We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…
The theory of multidimensional persistence captures the topology of a multifiltration -- a multiparameter family of increasing spaces. Multifiltrations arise naturally in the topological analysis of scientific data. In this paper, we give a…
We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…
We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already…
The conventional formal tool to detect effects of the financial persistence is in terms of the Hurst exponent. A typical corresponding result is that its value comes out close to 0.5, as characteristic for geometric Brownian motion, with at…
Suppose the auto-correlations of real-valued, centered Gaussian process $Z(\cdot)$ are non-negative and decay as $\rho(|s-t|)$ for some $\rho(\cdot)$ regularly varying at infinity of order $-\alpha \in [-1,0)$. With $I_\rho(t)=\int_0^t…
We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…
We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solutions: our main result gives sufficient conditions for…
We consider a class of inhomogeneous media known as composite media that is often encountered in experimental sciences and investigate the persistence probability of a random walker in such a system. Analytical and numerical results for the…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…