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Persistence in spatially extended dynamical systems (like coarsening systems and other nonequilibrium systems) is reviewed. We discuss, in particular, the spatial correlations in the persistent regions and their evolution in time in these…

Statistical Mechanics · Physics 2007-05-23 Purusattam Ray

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

We consider the Bernoulli Boolean discrete percolation model on the d-dimensional integer lattice. We study sufficient conditions on the distribution of the radii of balls placed at the points of a Bernoulli point process for the absence of…

Probability · Mathematics 2014-02-14 Cristian F. Coletti , Sebastian P. Grynberg

We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of…

Probability · Mathematics 2016-03-02 Vincent Bansaye , Tom Kurtz , Florian Simatos

General sufficient conditions are given for absolute continuity and convergence in variation of the distributions of the unctionals on a probability space, generated by a Poisson point measure. The phase space of the Poisson point measure…

Probability · Mathematics 2010-10-05 Alexey M. Kulik

We give general sufficient conditions to prove the convergence of marked point processes that keep record of the occurrence of rare events and of their impact for non-autonomous dynamical systems. We apply the results to sequential…

Dynamical Systems · Mathematics 2019-04-12 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mário Magalhães , Sandro Vaienti

Point processes are an essential tool when we are interested in where in time or space events occur. The basic starting point for point processes is usually the Poisson process. Over the years, Stein's method has been developed with a great…

Probability · Mathematics 2015-11-11 H. L. Gan

We consider two-dimensional dependent dynamical site percolation where sites perform majority dynamics. We introduce the critical percolation function at time t as the infimum density with which one needs to begin in order to obtain an…

Probability · Mathematics 2020-02-03 Gideon Amir , Rangel Baldasso

We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…

Mathematical Physics · Physics 2015-06-11 Michel Bauer , Denis Bernard , Tristan Benoist

In a Monte Carlo study the conductivity of two-dimensional random stick systems is investigated from the percolation threshold up to ten times the percolation threshold density. We propose a model explicitly depending on the stick density…

Disordered Systems and Neural Networks · Physics 2012-10-10 Milan Žeželj , Igor Stanković

Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…

Statistics Theory · Mathematics 2025-04-25 Hongwei Mei

This paper gives a new representation of Pickands' constants, which arise in the study of extremes for a variety of Gaussian processes. Using this representation, we resolve the long-standing problem of devising a reliable algorithm for…

Probability · Mathematics 2015-03-13 A. B. Dieker , B. Yakir

From the Poisson-Dirichlet diffusions to the $Z$-measure diffusions, they all have explicit transition densities. In this paper, we will show that the transition densities of the $Z$-measure diffusions can also be expressed as a mixture of…

Probability · Mathematics 2022-04-19 Youzhou Zhou

We consider the discrete Boolean model of percolation on graphs satisfying a doubling metric condition. We study sufficient conditions on the distribution of the radii of balls placed at the points of a Bernoulli point process for the…

Probability · Mathematics 2018-09-27 Cristian F. Coletti , Sebastian P. Grynberg , Daniel Miranda

We study continuum percolation on certain negatively dependent point processes on \R^2. Specifically, we study the Ginibre ensemble and the planar Gaussian zero process, which are the two main natural models of translation invariant point…

Probability · Mathematics 2012-11-13 Subhro Ghosh , Manjunath Krishnapur , Yuval Peres

We investigate the hyperuniformity of marked Gibbs point processes with weak dependencies among distant points whilst the interactions of close points are kept arbitrary. Some variants of stability and range assumptions are posed on the…

Probability · Mathematics 2024-01-17 David Dereudre , Daniela Flimmel

In this paper we study the quenched distributions of hitting times for a class of random dynamical systems. We prove that hitting times to dynamically defined cylinders converge to a Poisson point process under the law of random equivariant…

Dynamical Systems · Mathematics 2020-11-30 Harry Crimmins , Benoît Saussol

This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…

Methodology · Statistics 2023-07-20 Almut E. D. Veraart

We investigate a spatial random graph model whose vertices are given as a marked Poisson process on $\mathbb{R}^d$. Edges are inserted between any pair of points independently with probability depending on the spatial displacement of the…

Probability · Mathematics 2025-03-25 Matthew Dickson , Markus Heydenreich

Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…

Probability · Mathematics 2010-04-19 Isabelle Camilier , Laurent Decreusefond
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