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We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process…

Pricing of Securities · Quantitative Finance 2009-06-03 A. Gulisashvili , E. M. Stein

In this work we study the majority-vote model with the presence of two distinc noises. The first one is the usual noise $q$, that represents the probability that a given agent follows the minority opinion of his/her social contacts. On the…

Physics and Society · Physics 2016-03-18 Allan R. Vieira , Nuno Crokidakis

In the $q$-voter model, the voter at $x$ changes its opinion at rate $f_x^q$, where $f_x$ is the fraction of neighbors with the opposite opinion. Mean-field calculations suggest that there should be coexistence between opinions if $q<1$ and…

Probability · Mathematics 2020-06-09 Pooja Agarwal , Mackenzie Simper , Rick Durrett

We consider a particle in the over-damped regime at zero temperature under the influence of a sawtooth potential and of a noisy force, which is correlated in time. A current occurs, even if the mean of the noisy force vanishes. We calculate…

Statistical Mechanics · Physics 2009-10-30 Heiner Kohler , Andreas Mielke

We study simple interacting particle systems on heterogeneous networks, including the voter model and the invasion process. These are both two-state models in which in an update event an individual changes state to agree with a neighbor.…

Physics and Society · Physics 2009-09-29 V. Sood , Tibor Antal , S. Redner

We examine parliamentary presence data of the 2008-2012 and the 2012-2016 legislatures of Lithuanian parliament. We consider cumulative presence series of each individual representative in the data set. These series exhibit superdiffusive…

Physics and Society · Physics 2020-06-29 A. Kononovicius

The voter model is a simple agent-based model to mimic opinion dynamics in social networks: a randomly chosen agent adopts the opinion of a randomly chosen neighbour. This process is repeated until a consensus emerges. Although the basic…

Statistical Mechanics · Physics 2018-06-06 Michael T. Gastner , Beáta Oborny , Máté Gulyás

Neurons in the nervous system are submitted to distinct sources of noise, such as ionic-channel and synaptic noise, which introduces variability in their responses to repeated presentations of identical stimuli. This motivates the use of…

The Voter model is a well-studied stochastic process that models the invasion of a novel trait $A$ (e.g., a new opinion, social meme, genetic mutation, magnetic spin) in a network of individuals (agents, people, genes, particles) carrying…

Populations and Evolution · Quantitative Biology 2023-02-28 Petros Petsinis , Andreas Pavlogiannis , Panagiotis Karras

We investigate the three-state majority-vote model with noise on scale-free and regular networks. In this model, an individual selects an opinion equal to the opinion of the majority of its neighbors with probability $1 - q$ and opposite to…

Statistical Mechanics · Physics 2019-05-14 André L. M. Vilela , Bernardo J. Zubillaga , Chao Wang , Minggang Wang , Ruijin Du , H. Eugene Stanley

We propose localized spectral estimators for the quadratic covariation and the spot covolatility of diffusion processes which are observed discretely with additive observation noise. The eligibility of this approach to lead to an…

Statistics Theory · Mathematics 2015-03-19 Markus Bibinger , Markus Reiß

For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to…

Dynamical Systems · Mathematics 2016-07-12 Zhou Fang , Chuanhou Gao

We analyze the universality classes of phase transitions in a variety of nonlinear voter models. By mapping several models with symmetric absorbing states onto a canonical model introduced in previous studies, we confirm that they exhibit a…

Physics and Society · Physics 2026-02-06 Jaume Llabrés , Maxi San Miguel , Raúl Toral

We consider the dynamics of the voter model and of the monomer-monomer catalytic process in the presence of many ``competing'' inhomogeneities and show, through exact calculations and numerical simulations, that their presence results in a…

Statistical Mechanics · Physics 2007-05-23 Mauro Mobilia , Ivan T. Georgiev

We investigate an extension of the voter model in which voters are equipped with an individual inertia to change their opinion. This inertia depends on the persistence time of a voter's current opinion (ageing). We focus on the case of only…

Physics and Society · Physics 2009-04-07 Hans-Ulrich Stark , Claudio J. Tessone , Frank Schweitzer

The adaptive voter model is widely used to model opinion dynamics in social complex networks. However, existing adaptive voter models are limited to only pairwise interactions and fail to capture the intricate social dynamics that arises in…

Physics and Society · Physics 2025-02-04 Anastasia Golovin , Jan Mölter , Christian Kuehn

The diffusion of opinions in Social Networks is a relevant process for adopting positions and attracting potential voters in political campaigns. Opinion polarization, bias, targeted diffusion, and the radicalization of postures are key…

Physics and Society · Physics 2022-01-10 Didier A. Vega-Oliveros , Helder L. C. Grande , Flavio Iannelli , Federico Vazquez

We study a generalization of the voter model on complex networks, focusing on the scaling of mean exit time. Previous work has defined the voter model in terms of an initially chosen node and a randomly chosen neighbor, which makes it…

Statistical Mechanics · Physics 2015-05-13 Casey M. Schneider-Mizell , Leonard M. Sander

We study the performance of discrete-time consensus protocols in the presence of additive noise. When the consensus dynamic corresponds to a reversible Markov chain, we give an exact expression for a weighted version of steady-state…

Optimization and Control · Mathematics 2017-03-09 Ali Jadbabaie , Alex Olshevsky

The one-dimensional long-range voter model, where an agent takes the opinion of another at distance $r$ with probability $\propto r^{-\alpha}$, is studied analytically. The model displays rich and diverse features as $\alpha$ is changed.…

Statistical Mechanics · Physics 2024-06-06 Federico Corberi , Claudio Castellano
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