Related papers: First-passage times to quantify and compare struct…

We propose a novel class of network models for temporal dyadic interaction data. Our goal is to capture a number of important features often observed in social interactions: sparsity, degree heterogeneity, community structure and…

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

In one-dimensional random walks, the waiting time for each direction transitions is the same, even in the presence of bias, as a consequence of the microscopic-reversibility. We study the symmetry breaking of forward/ backward transition…

The principle of similarity, or homophily, is often used to explain patterns observed in complex networks such as transitivity and the abundance of triangles (3-cycles). However, many phenomena from division of labor to protein-protein…

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

This paper proposes a novel framework to test for slope heterogeneity between time-varying coefficients in panel data models. Our test not only allows us to detect whether the coefficient functions are the same across all units or not, but…

This paper presents a new approach to behavioral-social dynamics of human crowds. First order models are derived based on mass conservation at the macroscopic scale, while methods of the kinetic theory are used to model the decisional…

First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…

The focus of this thesis is about statistical mechanics on heterogeneous random graphs, i.e. how this heterogeneity affects the cooperative behavior of model systems. It is not intended as a review on it, rather it is showed how this…

Optically active spin defects in solids are promising platforms for quantum technologies. Here, we present a first-principles framework to investigate intersystem crossing processes, which represent crucial steps in the optical…

The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…

We investigate slow non-equilibrium dynamical processes in two-dimensional $q$--state Potts model with both ferromagnetic and $\pm J$ couplings. Dynamical properties are characterized by means of the mean-flipping time distribution. This…

We show that accounting for internal character among interacting, heterogeneous entities generates rich phase transition behavior between isolation and cohesive dynamical grouping. Our analytical and numerical calculations reveal different…

A multi-time extension of a density correlation function is introduced to reveal temporal information about dynamical heterogeneity in glass-forming liquids. We utilize a multi-time correlation function that is analogous to the higher-order…

Demographic heterogeneity is often studied through the geographical lens. Therefore it is considered at a predetermined spatial resolution, which is a suitable choice to understand scalefull phenomena. Spatial autocorrelation indices are…

First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…

We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center of mass persistence of a random walker to the…

Heterogeneity is one important feature of complex systems, leading to the complexity of their construction and analysis. Moving the heterogeneity at model level helps in mastering the difficulty of composing heterogeneous models which…

We give exact and explicit expressions of mean first-passage times for random walks in a rectangular domain, in both cases of reflecting boundary conditions and periodic boundary conditions. The situations with one or two absorbing targets…

Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered…