Related papers: Contact process under renewals II
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…
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…
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…
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…
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 ${\mathbf C}[0,1]$.
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…
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…
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…
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…
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…
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 $\tau(x)$…
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.…
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…
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…
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…
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…
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…
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…
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…
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,…