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Related papers: Contact process under renewals II

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We examine the solvent-mediated interaction between two neutral colloidal particles due to preferential adsorption in a near-critical binary mixture. We take into account the renormalization effect due to the critical fluctuations using the…

Soft Condensed Matter · Physics 2013-08-21 Ryuichi Okamoto , Akira Onuki

Possible distributions are discussed for intertrade durations and first-passage processes in financial markets. The view-point of renewal theory is assumed. In order to represent market data with relatively long durations, two types of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Naoya Sazuka , Jun-ichi Inoue , Enrico Scalas

We develop criteria for recurrence and transience of one-dimensional Markov processes which have jumps and oscillate between $+\infty$ and $-\infty$. The conditions are based on a Markov chain which only consists of jumps (overshoots) of…

Probability · Mathematics 2020-04-17 Björn Böttcher

It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with reward, respectively. We first recall the…

Probability · Mathematics 2007-05-23 Francesco Mainardi , Rudolf Gorenflo , Enrico Scalas

We show that Haar-based series representation of the critical Riemann--Liouville process $R^{\alpha}$ with $\alpha=3/2$ is rearrangement non-optimal in the sense of convergence rate in ${\mathbf C}[0,1]$.

Probability · Mathematics 2010-06-22 M. A. Lifshits

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…

Statistical Mechanics · Physics 2016-06-22 Apoorva Nagar , Shamik Gupta

We study the contact process on a class of evolving scale-free networks, where each node updates its connections at independent random times. We give a rigorous mathematical proof that there is a transition between a phase where for all…

Probability · Mathematics 2015-12-03 Emmanuel Jacob , Peter Mörters

We consider the scattering of nonrelativistic particles in three dimensions by a contact potential $\Omega\hbar^2\delta(r)/ 2\mu r^\alpha$ which is defined as the $a\to 0$ limit of $\Omega\hbar^2\delta(r-a)/2\mu r^\alpha$. It is surprising…

Quantum Physics · Physics 2009-11-07 Qiong-gui Lin

In this paper, we consider two time-inhomogeneous Markov chains $X^{(l)}_t$, $l\in\{1,2\}$, with discrete time on a general state space. We assume the existence of some renewal set $C$ and investigate the time of simultaneous renewal, that…

Probability · Mathematics 2017-01-06 Vitaliy Golomoziy

A classical scenario for tipping is that a dynamical system experiences a slow parameter drift across a fold tipping point, caused by a run-away positive feedback loop. We study what happens if one turns around after one has crossed the…

Dynamical Systems · Mathematics 2019-01-21 Paul Ritchie , Ozkan Karabacak , Jan Sieber

We consider the process $\{x-N(t):t\geq 0\}$, where $x\in\mathbb{R}_+$ and $\{N(t):t\geq 0\}$ is a renewal process with light-tailed distributed holding times. We are interested in the joint distribution of $(\tau(x),A(x))$ where $\tau(x)$…

Probability · Mathematics 2022-02-23 Claudio Macci , Barbara Pacchiarotti

QCD with three degenerate quark flavours at zero baryon density exhibits a first order thermal phase transition for small quark masses, which changes to a smooth crossover for some critical quark mass m^c_0, i.e. the chiral critical point.…

High Energy Physics - Lattice · Physics 2008-11-26 Philippe de Forcrand , Owe Philipsen

The critical behavior of a model colloid-polymer mixture, the so-called AO model, is studied using computer simulations and finite size scaling techniques. Investigated are the interfacial tension, the order parameter, the susceptibility…

Soft Condensed Matter · Physics 2007-05-23 R. L. C. Vink , J. Horbach , K. Binder

We find that when measured in terms of dollar-turnover, and once $\beta$-neutralised and Low-Vol neutralised, the Size Effect is alive and well. With a long term t-stat of $5.1$, the "Cold-Minus-Hot" (CMH) anomaly is certainly not less…

Portfolio Management · Quantitative Finance 2017-08-24 Stefano Ciliberti , Emmanuel Sérié , Guillaume Simon , Yves Lempérière , Jean-Philippe Bouchaud

The overlap (inner product) between the ground-state eigenvectors with proximate interaction parameters, the so-called fidelity, plays a significant role in the quantum-information theory. In this paper, the critical behavior of the…

Statistical Mechanics · Physics 2015-06-16 Yoshihiro Nishiyama

We study the recurrence/transience phase transition for Markov chains on $\mathbb{R}_+$, $\mathbb{R}$, and $\mathbb{R}^2$ whose increments have heavy tails with exponent in $(1,2)$ and asymptotically zero mean. This is the infinite-variance…

Probability · Mathematics 2019-06-24 Nicholas Georgiou , Mikhail V. Menshikov , Dimitri Petritis , Andrew R. Wade

The reversal of magnetisation has been studied in a three dimensional Ising ferromagnet by Monte Carlo simulation with Metropolis single spin flip algorithm using random updating scheme. The outer layers are considered as surface. The…

Statistical Mechanics · Physics 2021-07-14 Moumita Naskar , Muktish Acharyya

We investigate a specific reaction-diffusion system that admits a monostable pulled front propagating at constant critical speed. When a small parameter changes sign, the stable equilibrium behind the front destabilizes, due to essential…

Analysis of PDEs · Mathematics 2021-10-07 Louis Garénaux

We determine the second order endpoint of the line of first order phase transitions, which occur in the light quark mass regime of 3-flavour QCD at finite temperature, and analyze universal properties of this chiral critical point. A…

High Energy Physics - Lattice · Physics 2015-06-25 Ch. Schmidt , K. Karsch , E. Laermann

Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions,…

Probability · Mathematics 2013-07-24 Sarat Babu Moka , Sandeep Juneja