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The excursion set approach uses the statistics of the density field smoothed on a wide range of scales, to gain insight into a number of interesting processes in nonlinear structure formation, such as cluster assembly, merging and…

Cosmology and Nongalactic Astrophysics · Physics 2014-10-13 Marcello Musso , Ravi K. Sheth

Excursion set theory, where density perturbations evolve stochastically with the smoothing scale, provides a method for computing the mass function of cosmological structures like dark matter halos, sheets and filaments. The computation of…

Cosmology and Nongalactic Astrophysics · Physics 2011-07-28 Andrea De Simone , Michele Maggiore , Antonio Riotto

Excursion set theory (EST) is an analytical framework to study the large-scale structure of the Universe. EST introduces a procedure to calculate the number density of structures by relating the cosmological linear perturbation theory to…

Cosmology and Nongalactic Astrophysics · Physics 2017-09-06 Farnik Nikakhtar , Shant Baghram

Insight into a number of interesting questions in cosmology can be obtained from the first crossing distributions of physically motivated barriers by random walks with correlated steps. We write the first crossing distribution as a formal…

Cosmology and Nongalactic Astrophysics · Physics 2014-07-09 Marcello Musso , Ravi K. Sheth

We provide a simple formula that accurately approximates the first crossing distribution of barriers having a wide variety of shapes, by random walks with a wide range of correlations between steps. Special cases of it are useful for…

Cosmology and Nongalactic Astrophysics · Physics 2013-01-25 Marcello Musso , Ravi K. Sheth

The excursion set approach provides a framework for predicting how the abundance of dark matter halos depends on the initial conditions. A key ingredient of this formalism comes from the physics of halo formation: the specification of a…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-12 I. Achitouv , Y. Rasera , R. K. Sheth , P. S. Corasaniti

We present a new method to compute the first crossing distribution in excursion set theory for the case of correlated random walks. We use a combination of the path integral formalism of Maggiore & Riotto, and the integral equation solution…

Cosmology and Nongalactic Astrophysics · Physics 2014-02-18 Arya Farahi , Andrew J. Benson

Relying on the excursion set theory, we compute the number density of local extrema and crossing statistics versus the threshold for the stock market indices. Comparing the number density of excursion sets calculated numerically with the…

Statistical Finance · Quantitative Finance 2022-07-08 M. Shadmangohar , S. M. S. Movahed

The excursion set theory, where density perturbations evolve stochastically with the smoothing scale, provides a method for computing the dark matter halo mass function. The computation of the mass function is mapped into the so-called…

Cosmology and Nongalactic Astrophysics · Physics 2012-01-05 Andrea De Simone , Michele Maggiore , Antonio Riotto

The Excursion Set approach has been used to make predictions for a number of interesting quantities in studies of nonlinear hierarchical clustering. These include the halo mass function, halo merger rates, halo formation times and masses,…

Cosmology and Nongalactic Astrophysics · Physics 2012-02-23 Aseem Paranjape , Tsz Yan Lam , Ravi K. Sheth

A classic method for computing the mass function of dark matter halos is provided by excursion set theory, where density perturbations evolve stochastically with the smoothing scale, and the problem of computing the probability of halo…

Cosmology and Nongalactic Astrophysics · Physics 2011-02-11 Michele Maggiore , Antonio Riotto

The excursion set approach allows one to estimate the abundance and spatial distribution of virialized dark matter haloes efficiently and accurately. The predictions of this approach depend on how the nonlinear processes of collapse and…

Astrophysics · Physics 2009-11-06 Ravi K. Sheth , Giuseppe Tormen

We use the Excursion Set formalism to compute the properties of the halo mass distribution for a stochastic barrier model which encapsulates the main features of the ellipsoidal collapse of dark matter halos. Non-markovian corrections due…

Cosmology and Nongalactic Astrophysics · Physics 2011-07-29 P. S. Corasaniti , I. Achitouv

The Press--Schechter, excursion set approach allows one to make predictions about the shape and evolution of the mass function of bound objects. It combines the assumption that objects collapse spherically with the assumption that the…

Astrophysics · Physics 2008-11-26 Ravi K. Sheth , H. J. Mo , Giuseppe Tormen

In terms of the excursion set model, we used Monte Carlo methods in order to study the non-Markovian stochastic evolution of the smoothed overdensity $\delta$ at scale $S$. For a Gaussian density field, smoothed by the top-hat filter, in…

Cosmology and Nongalactic Astrophysics · Physics 2022-06-23 Nicos Hiotelis

Recently, we provided a simple but accurate formula which closely approximates the first crossing distribution associated with random walks having correlated steps. The approximation is accurate for the wide range of barrier shapes of…

Cosmology and Nongalactic Astrophysics · Physics 2014-07-09 Marcello Musso , Ravi K. Sheth

The simplest stochastic halo formation models assume that the traceless part of the shear field acts to increase the initial overdensity (or decrease the underdensity) that a protohalo (or protovoid) must have if it is to form by the…

Cosmology and Nongalactic Astrophysics · Physics 2014-07-09 Marcello Musso , Ravi K. Sheth

The excursion set theory based on spherical or ellipsoidal gravitational collapse provides an elegant analytic framework for calculating the mass function and the large-scale bias of dark matter haloes. This theory assumes that the…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-19 Chung-Pei Ma , Michele Maggiore , Antonio Riotto , Jun Zhang

We present a new algorithm to sample the constrained eigenvalues of the initial shear field associated with Gaussian statistics, called the `peak/dip excursion-set-based' algorithm, at positions which correspond to peaks or dips of the…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-15 Graziano Rossi

I review the excursion set theory (EST) of dark matter halo formation and clustering. I recount the Press-Schechter argument for the mass function of bound objects and review the derivation of the Press-Schechter mass function in EST. The…

Astrophysics · Physics 2008-11-26 Andrew R. Zentner
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