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The non-stationary relaxation and physical ageing in the diffusion-limited erosion process ({\sc dle}) is studied through the exact solution of its Langevin equation, in $d$ spatial dimensions. The dynamical exponent $z=1$, the growth…

Statistical Mechanics · Physics 2016-11-29 Malte Henkel

Consider a birth and death process started from one individual in which each individual gives birth at rate $\lambda$ and dies at rate $\mu$, so that the population size grows at rate $r = \lambda - \mu$. Lambert and Harris, Johnston, and…

Probability · Mathematics 2023-04-28 Jason Schweinsberg , Yubo Shuai

A famous result by Hammersley and Versik-Kerov states that the length $L_n$ of the longest increasing subsequence among $n$ iid continuous random variables grows like $2\sqrt{n}$. We investigate here the asymptotic behavior of $L_n$ for…

Combinatorics · Mathematics 2025-11-24 Anne-Laure Basdevant , Lucas Gerin , Maxime Marivain

We study effects of turbulent mixing on the random growth of an interface in the problem of the deposition of a substance on a substrate. The growth is modelled by the well-known Kardar--Parisi--Zhang model. The turbulent advecting velocity…

Statistical Mechanics · Physics 2015-11-06 N. V. Antonov , P. I. Kakin

The Raise and Peel model is a recently proposed one-dimensional statistical model describing a fluctuating interface. The evolution of the model follows from the competition between adsorption and desorption processes. The model is…

Statistical Mechanics · Physics 2009-11-11 Matteo Beccaria , Massimo Campostrini , Alessandra Feo

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

In this paper, we introduce a new physical concept referred to as the wall-normal Lamb dilatation flux (WNLDF), which is defined as the wall-normal derivative of the Lamb dilatation (namely, the divergence of the Lamb vector) multiplied by…

Fluid Dynamics · Physics 2023-04-26 Tao Chen , Tianshu Liu

In this paper, we develop the mathematical framework for filtering problems arising from biophysical applications where data is collected from confocal laser scanning microscopy recordings of the space-time evolution of intracellular wave…

Statistics Theory · Mathematics 2025-06-10 Jan Szalankiewicz , Cristina Martinez-Torres , Wilhelm Stannat

A point source on a plane constantly emits particles which rapidly diffuse and then stick to a growing cluster. The growth probability of a cluster is presented as a sum over all possible scenarios leading to the same final shape. The…

Statistical Mechanics · Physics 2016-12-28 Oleg Alekseev , Mark Mineev-Weinstein

We consider a model of interface growth in two dimensions, given by a height function on the sites of the one--dimensional integer lattice. According to the discrete time update rule, the height above the site $x$ increases to the height…

Probability · Mathematics 2007-05-23 Janko Gravner , Craig A. Tracy , Harold Widom

Axially symmetric processes on spheres, for which the second-order dependency structure may substantially vary with shifts in latitude, are a prominent alternative to model the spatial uncertainty of natural variables located over large…

Statistics Theory · Mathematics 2020-07-07 Alfredo Alegría , Francisco Cuevas-Pacheco

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic differential equations (SDEs) driven by…

Computational Finance · Quantitative Finance 2020-03-16 Fan Jiang , Xin Zang , Jingping Yang

In this paper we construct a discrete simulation of an expanding homogeneous and isotropic space-time that expands via expansion of its basic elements to figure out properties and characteristics of such a space-time and derive conclusions.…

General Physics · Physics 2021-07-13 Faycal Ben Adda , Helene Porchon

In this paper, we investigate a Fisher-KPP nonlocal diffusion model incorporating the effect of advection and free boundaries, aiming to explore the propagation dynamics of the nonlocal diffusion-advection model. Considering the effects of…

Analysis of PDEs · Mathematics 2023-09-13 Chengcheng Cheng

Equations of the Loewner class subject to non-constant boundary conditions along the real axis, are formulated and solved giving the geodesic paths of slits growing in the upper half complex plane. The problem is motivated by Laplacian…

Pattern Formation and Solitons · Physics 2020-10-09 Robb McDonald

We study a stochastic Laplacian growth model, where a set $\mathbf{U}\subseteq\mathbb{R}^{\mathrm{d}}$ grows according to a reflecting Brownian motion in $\mathbf{U}$ stopped at level sets of its boundary local time. We derive a scaling…

Probability · Mathematics 2024-11-11 Amir Dembo , Kevin Yang

In this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given…

Probability · Mathematics 2007-05-23 Franz Merkl , Silke W. W. Rolles

Given a low frequency sample of an infinitely divisible moving average random field $\{\int_{\mathbb{R}^d} f(x-t)\Lambda(dx); \ t \in \mathbb{R}^d \}$ with a known simple function $f$, we study the problem of nonparametric estimation of the…

Statistics Theory · Mathematics 2017-05-29 Wolfgang Karcher , Stefan Roth , Evgeny Spodarev , Corinna Walk

The Fleming-Viot (FV) process is a measure-valued diffusion that models the evolution of type frequencies in a countable population which evolves under resampling (genetic drift), mutation, and selection. In the classic FV model the fitness…

Probability · Mathematics 2017-01-13 Arash Jamshidpey

Motivated by tumor growth and spatial population genetics, we study the interplay between evolutionary and spatial dynamics at the surfaces of three-dimensional, spherical range expansions. We consider range expansion radii that grow with…

Populations and Evolution · Quantitative Biology 2015-06-02 Maxim O. Lavrentovich , David R. Nelson