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We investigate the problem of ballistically controlled reactions where particles either annihilate upon collision with probability $p$, or undergo an elastic shock with probability $1-p$. Restricting to homogeneous systems, we provide in…

Statistical Mechanics · Physics 2007-05-23 Francois Coppex , Michel Droz , Emmanuel Trizac

The scaling form of the whole distribution P(D) of the random diffusion coefficient D(x) in a model of classically diffusing particles is investigated. The renormalization group approach above the lower critical dimension d=0 is applied to…

Condensed Matter · Physics 2009-10-22 Yan-Chr Tsai , Yonathan Shapir

Generalized probability distributions for Maxwell-Boltzmann, Bose-Einstein and Fermi-Dirac statistics, with unequal source probabilities $q_i$ for each level $i$, are obtained by combinatorial reasoning. For equiprobable degenerate…

Statistical Mechanics · Physics 2008-08-18 Robert K. Niven , Marian Grendar

Testing and characterizing the difference between two data samples is of fundamental interest in statistics. Existing methods such as Kolmogorov-Smirnov and Cramer-von-Mises tests do not scale well as the dimensionality increases and…

Methodology · Statistics 2011-03-23 Li Ma , Wing H. Wong

A random walk-like model is considered to discuss statistical aspects of tournaments. The model is applied to soccer leagues with emphasis on the scores. This competitive system was computationally simulated and the results are compared…

Data Analysis, Statistics and Probability · Physics 2010-04-30 H. V. Ribeiro , R. S. Mendes , L. C. Malacarne , S. Picoli , P. A. Santoro

In this article, we develop a new class of multivariate distributions adapted for count data, called Tree P\'olya Splitting. This class results from the combination of a univariate distribution and singular multivariate distributions along…

Statistics Theory · Mathematics 2025-01-30 Samuel Valiquette , Jean Peyhardi , Éric Marchand , Gwladys Toulemonde , Frédéric Mortier

We characterize a transition from normal to ballistic diffusion in a bouncing ball dynamics. The system is composed of a particle, or an ensemble of non-interacting particles, experiencing elastic collisions with a heavy and periodically…

Statistical Mechanics · Physics 2018-04-04 André L. P. Livorati , Tiago Kroetz , Carl P. Dettmann , Iberê L. Caldas , Edson D. Leonel

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet…

Methodology · Statistics 2022-05-03 Jingyu He , Nicholas G. Polson , Jianeng Xu

As for the Fourier transforms of positive and integrable functions supported in the unit interval, we make a list of improvements for P\'olya's results on the distribution of their positive zeros and give new sufficient conditions under…

Classical Analysis and ODEs · Mathematics 2021-10-06 Yong-Kum Cho , Young Woong Park

In this article, we consider a configuration of weighted random balls in $\mathbb{R}^d$ generated according to a Poisson point process. The model investigated exhibits inhomogeneity, as well as dependence between the centers and the radii…

Probability · Mathematics 2014-06-04 Renan Gobard

We consider a model system of persistent random walkers that can jam, pass through each other or jump apart (recoil) on contact. In a continuum limit, where particle motion between stochastic changes in direction becomes deterministic, we…

Statistical Mechanics · Physics 2023-05-03 Matthew J Metson , Martin R Evans , Richard A Blythe

We consider P\'olya urns with infinitely many colours that are of a random walk type, in two related version. We show that the colour distribution a.s., after rescaling, converges to a normal distribution, assuming only second moments on…

Probability · Mathematics 2018-03-13 Svante Janson

We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…

Statistical Mechanics · Physics 2010-02-10 S. I. Denisov , H. Kantz

Small ball inequalities have been extensively studied in the setting of Gaussian processes and associated Banach or Hilbert spaces. In this paper, we focus on studying small ball probabilities for sums or differences of independent,…

Probability · Mathematics 2019-03-06 Jiange Li , Mokshay Madiman

We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…

Probability · Mathematics 2010-07-06 Ph. Barbe , W. P. McCormick

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

Numerical experiments of the statistical evolution of an ensemble of non-interacting particles in a time-dependent billiard with inelastic collisions, reveals the existence of three statistical regimes for the evolution of the speeds…

Chaotic Dynamics · Physics 2020-01-08 M. Hansen , D. Ciro , I. L. Caldas , E. D. Leonel

A classical P\'olya urn scheme is a Markov process whose evolution is encoded by a replacement matrix $(R_{i,j})_{1\leq i,j\leq d}$. At every discrete time-step, we draw a ball uniformly at random, denote its colour $c$, and replace it in…

Probability · Mathematics 2021-06-18 Nabil Lasmar , Cécile Mailler , Olfa Selmi

We consider in this paper an urn and ball problem with replacement, where balls are with different colors and are drawn uniformly from a unique urn. The numbers of balls with a given color are i.i.d. random variables with a heavy tailed…

Networking and Internet Architecture · Computer Science 2009-06-20 Christine Fricker , Fabrice Guillemin , Philippe Robert

This study is concerned with the statistics of vertical turbulent channel flow laden with inertial particles for two different volume concentrations ($\Phi_{V} = 3 \times 10^{-6}$ and $\Phi_{V} = 5 \times 10^{-5}$) at a Stokes number of…

Fluid Dynamics · Physics 2019-04-22 Guiquan Wang , Kee Onn Fong , Filippo Coletti , Jesse Capecelatro