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We investigate the so-called persistence problem of Sloane, exploiting connections with the dynamics of circle maps and the ergodic theory of $\mathbb{Z}^d$ actions. We also formulate a conjecture concerning the asymptotic distribution of…

Dynamical Systems · Mathematics 2013-07-05 Edson de Faria , Charles Tresser

We consider the class of Markovian processes defined by the equation $\dd x /\dd t = -\beta x + \sum_k z_k \delta (t-t_k)$. Such processes are encountered in systems (like coalescing systems) where dynamics creates discrete upward jumps at…

Statistical Mechanics · Physics 2009-10-31 Olivier Deloubriere

This paper provides the basis for new methods of inference for max-stable processes \xi\ on general spaces that admit a certain incremental representation, which, in important cases, has a much simpler structure than the max-stable process…

Probability · Mathematics 2012-09-12 Sebastian Engelke , Alexander Malinowski , Marco Oesting , Martin Schlather

We analyze the statistical physics of self-propelled particles from a general theoretical framework that properly describes the most salient characteristic of active motion, $persistence$, in arbitrary spatial dimensions. Such a framework…

Statistical Mechanics · Physics 2021-12-14 Francisco J. Sevilla , Pavel Castro-Villarreal

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…

Disordered Systems and Neural Networks · Physics 2009-10-31 H. Rieger , F. Igloi

Stretched exponential relaxation of a quantity n versus time t according to n = n_0 exp[-(lambda* t)^beta] is ubiquitous in many research fields, where lambda* is a characteristic relaxation rate and the stretching exponent beta is in the…

Statistical Mechanics · Physics 2010-11-12 D. C. Johnston

The local persistence R(t), defined as the proportion of the system still in its initial state at time t, is measured for the Bak--Sneppen model. For 1 and 2 dimensions, it is found that the decay of R(t) depends on one of two classes of…

Statistical Mechanics · Physics 2009-11-07 D. A. Head

Spatial persistent large deviations probability of surface growth processes governed by the Edwards-Wilkinson dynamics, $P_x(x,s)$, with $-1 \leq s \leq 1$ is mapped isomorphically onto the temporal persistent large deviations probability…

Statistical Mechanics · Physics 2007-05-23 M. Constantin , S. Das Sarma

The persistence exponent $\theta_o$ for the simple diffusion equation ${\phi}_t({\it x},t) = \triangle \phi (x,t)$ , with random Gaussian initial condition {\color{red},} has been calculated exactly using a method known as selective…

Statistical Mechanics · Physics 2021-08-11 Devashish Sanyal

Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables and let $\{S_n, n \in \mathbb{N}_+ \}$ be a transient random walk in the domain of attraction of a stable law. In the previous work \cite{Nicolas_Ahmad}, under…

Probability · Mathematics 2022-01-19 Ahmad Darwiche

In this paper we consider the persistence properties of random processes in Brownian scenery, which are examples of non-Markovian and non-Gaussian processes. More precisely we study the asymptotic behaviour for large $T$, of the probability…

Probability · Mathematics 2015-02-25 Fabienne Castell , Nadine Guillotin-Plantard , Frederique Watbled

We study the persistence exponent for random walks in random sceneries (RWRS) with integer values and for some special random walks in random environment in $\mathbb Z^2$ including random walks in $\mathbb Z^2$ with random orientations of…

Probability · Mathematics 2015-08-31 Nadine Guillotin-Plantard , Françoise Pène

We present a scheme to accurately calculate the persistence probabilities on sequences of $n$ heights above a level $h$ from the measured $n+2$ points of the height-height correlation function of a fluctuating interface. The calculated…

Statistical Mechanics · Physics 2010-03-10 J. M. J. van Leeuwen , V. W. A. de Villeneuve , H. N. W. Lekkerkerker

The scaling behaviour of the persistence probability in the critical dynamics is investigated with both the heat-bath and the Metropolis algorithm for the two-dimensional Ising model and Potts model. Special attention is drawn to the…

Soft Condensed Matter · Physics 2009-10-30 L. Schuelke , B. Zheng

The persistence exponent \theta for the global order parameter, M(t), of a system quenched from the disordered phase to its critical point describes the probability, p(t) \sim t^{-\theta}, that M(t) does not change sign in the time interval…

Statistical Mechanics · Physics 2009-10-30 K. Oerding , S. J. Cornell , A. J. Bray

We study the dynamics of a class of two dimensional stochastic processes, depending on two parameters, which may be interpreted as two different temperatures, respectively associated to interfacial and to bulk noise. Special lines in the…

Statistical Mechanics · Physics 2009-10-31 J-M Drouffe , C Godreche

We establish exact formulae for the persistence probabilities of an AR(1) sequence with symmetric uniform innovations in terms of certain families of polynomials, most notably a family introduced by Mallows and Riordan as enumerators of…

Probability · Mathematics 2022-04-27 Gerold Alsmeyer , Alin Bostan , Kilian Raschel , Thomas Simon

We study the local persistence probability during non-stationary time evolutions in disordered contact processes with long-range interactions by a combination of the strong-disorder renormalization group (SDRG) method, a phenomenological…

Statistical Mechanics · Physics 2020-08-19 Róbert Juhász

In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration…

Statistical Mechanics · Physics 2013-06-26 Alan J. Bray , Satya N. Majumdar , G. Schehr

This study focuses on statistical inference for compound models of the form $X=\xi_1+\ldots+\xi_N$, where $N$ is a random variable denoting the count of summands, which are independent and identically distributed (i.i.d.) random variables…

Statistics Theory · Mathematics 2025-07-22 Denis Belomestny , Ekaterina Morozova , Vladimir Panov