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Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Probability · Mathematics 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik

Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…

Data Analysis, Statistics and Probability · Physics 2015-06-26 Tilmann Gneiting , Martin Schlather

Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…

Soft Condensed Matter · Physics 2022-12-27 Lorenzo Campana , Mireille Bossy , Jeremie Bec

We are interested in populations in which the fitness of different genetic types fluctuates in time and space, driven by temporal and spatial fluctuations in the environment. For simplicity, our population is assumed to be composed of just…

Probability · Mathematics 2018-12-21 Niloy Biswas , Alison Etheridge , Aleksander Klimek

We define a spatially-dependent fragmentation process, which involves rectangles breaking up into progressively smaller pieces at rates that depend on their shape. Long, thin rectangles are more likely to break quickly, and are also more…

Probability · Mathematics 2021-06-15 Alice Callegaro , Matthew I. Roberts

Renewal process is a point process where an inter-event time between successive renewals is an independent and identically distributed random variable. Alternating renewal process is a dichotomous process and a slight generalization of the…

Statistical Mechanics · Physics 2023-06-02 Takuma Akimoto

We present a simple numerical model for investigating the general properties of fragmentation. By use of molecular dynamics simulations, we study the impact fragmentation of a solid disk of interacting particles with a wall. Regardless of…

Statistical Mechanics · Physics 2009-11-13 N. Sator , S. Mechkov , F. Sausset

We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…

Quantum Physics · Physics 2013-12-13 Agung Budiyono

Consider two urns, $A$ and $B$, where initially $A$ contains a large number $n$ of balls and $B$ is empty. At each step, with equal probability, either we pick a ball at random in $A$ and place it in $B$, or vice-versa (provided of course…

Probability · Mathematics 2010-07-26 Jean Bertoin

Fracture processes in heterogeneous materials comprise a large number of disordered spatial degrees of freedom, representing the dynamical state of a sample over the entire domain of interest. This complexity is usually modeled directly,…

Statistical Mechanics · Physics 2014-08-25 Yon Visell , Guillaume Millet

This paper analyzes a stochastic logistic difference equation under the assumption that the population distribution follows a normal distribution. Our focus is on the mathematical relationship between the average growth rate and a newly…

Probability · Mathematics 2025-04-22 Haiyan Wang

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

Mathematical Physics · Physics 2013-01-21 Miquel Montero , Javier Villarroel

We consider a model of fragmentation of sheet by cracks that move with a velocity in preferred direction, but undergo random transverse displacements as they move. There is a non-zero probability of crack-splitting, and the split cracks…

Statistical Mechanics · Physics 2015-06-23 Deepak Dhar

In the framework of the Statistical Multifragmentation Model, the nuclear isoscaling analysis is extended to constrain the ratio between the sizes of the decaying sources formed in a collision between two heavy ions. It is found that the…

Nuclear Theory · Physics 2022-07-05 S. R. Souza , R. Donangelo , W. G. Lynch , M. B. Tsang

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Systems and Control · Computer Science 2017-11-15 Mohammad Soltani , Abhyudai Singh

Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…

Medical Physics · Physics 2009-11-07 Tom A. Kuusela , Tony Shepherd , Jarmo Hietarinta

We study a Markovian model for the random fragmentation of an object. At each time, the state consists of a collection of blocks. Each block waits an exponential amount of time with parameter given by its size to some power $\alpha$,…

Probability · Mathematics 2016-08-11 Christina Goldschmidt , Bénédicte Haas

We introduce a simple geometric model which describes the kinetics of fragmentation of d-dimensional objects. In one dimension our model coincides with the random scission model and show a simple scaling behavior in the long-time limit. For…

Condensed Matter · Physics 2009-10-22 P. L. Krapivsky , E. Ben-Naim

We investigate a stochastic process where a rectangle breaks into smaller rectangles through a series of horizontal and vertical fragmentation events. We focus on the case where both the vertical size and the horizontal size of a rectangle…

Statistical Mechanics · Physics 2019-09-17 E. Ben-Naim , P. L. Krapivsky

A homogeneous mass-fragmentation, as it has been defined in \cite{RFC}, describes the evolution of the collection of masses of fragments of an object which breaks down into pieces as time passes. Here, we show that this model can be…

Probability · Mathematics 2007-05-23 Jean Bertoin