Related papers: Anomalous diffusion and long-range memory in the s…
Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…
The symmetric exclusion process and the voter model are two interacting particle systems for which a dual finite particle system allows one to characterize its invariant measures. Adding spontaneous births and deaths to the two processes…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We investigate a variation of the classical voter model in which the set of influencing agents depends on an individual's current opinion. The initial population consists of a random sample of equally sized sub-populations for each state,…
Earlier we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as power of the frequency f and derived a stochastic differential equation with the…
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…
We consider high frequency observations from a fractional Brownian motion. Inspired by the work of Jean Jacod in a diffusion setting, we investigate the asymptotic behavior of various classical statistics related to the local times of the…
In the latent voter model, which models the spread of a technology through a social network, individuals who have just changed their choice have a latent period, which is exponential with rate $\lambda$, during which they will not buy a new…
We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…
This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
We introduce and study the block voter model with noise on two-dimensional square lattices using Monte Carlo simulations and finite-size scaling techniques. The model is defined by an outflow dynamics where a central set of $N_{PCS}$ spins,…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…
We investigate the coarsening kinetics in a long-range variant of the Persistent Voter Model in space dimension $d=1$ and 2. In this model agents can hold two confidence levels, normal and zealot. If normal, agents take the opinion of…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
We address the now classical problem of a diffusion process that crosses over from a ballistic behavior at short times to a fractional diffusion (sub- or super-diffusion) at longer times. Using the standard non-Markovian diffusion equation…