Related papers: Persistence exponents via perturbation theory: MA(…

We consider a discrete-time version of a Hawkes process defined as a Poisson auto-regressive process whose parameters depend on the past of the trajectory. We allow these parameters to take on negative values, modelling inhibition. More…

We investigate the dynamical behaviour of the Ising model under a zero temperature quench with the initial fraction of up spins $0\leq x\leq 1$. In one dimension, the known results for persistence probability are verified; it shows…

We have investigated the random walk problem in a finite system and studied the crossover induced in the the persistence probability scales by the system size.Analytical and numerical work show that the scaling function is an exponentially…

We show that the permanent of a matrix can be written as the expectation value of a function of random variables each with zero mean and unit variance. This result is used to show that Glynn's theorem and a simplified MacMahon theorem…

For $(X_t)$ a two-sided $\alpha$-stable moving average, this paper studies the conditional distribution of future paths given a piece of observed trajectory when the process is far from its central values. Under this framework, vectors of…

Solutions to the random Fibonacci recurrence x_{n+1}=x_{n} + or - Bx_{n-1} decrease (increase) exponentially, x_{n} = exp(lambda n), for sufficiently small (large) B. In the limits B --> 0 and B --> infinity, we expand the Lyapunov exponent…

Let $(\xi_1,\eta_1),(\xi_2,\eta_2),...$ be a sequence of i.i.d.\ copies of a random vector $(\xi,\eta)$ taking values in $\R^2$, and let $S_n := \xi_1+...+\xi_n$. The sequence $(S_{n-1} + \eta_n)_{n \geq 1}$ is then called perturbed random…

Let X_0=0, X_1, X_2, ..., be an aperiodic random walk generated by a sequence xi_1, xi_2, ..., of i.i.d. integer-valued random variables with common distribution p(.) having zero mean and finite variance. For an N-step trajectory…

Consider a multidimensional diffusion process $X=\{X\left(t\right) :t\in\lbrack0,1]\}$. Let $\varepsilon>0$ be a \textit{deterministic}, user defined, tolerance error parameter. Under standard regularity conditions on the drift and…

We consider a directed percolation process at its critical point. The probability that the deviation of the global order parameter with respect to its average has not changed its sign between 0 and t decays with t as a power law. In space…

Extensive simulations are performed to study the persistence behavior of a conserved lattice gas model exhibiting an absorbing phase transition from an active phase into an inactive phase. Both the global and the local persistence exponents…

Let $X$ be an orbisurface, meaning a compact hyperbolic Riemann surface possibly with a finite number of elliptic points, and let $X_1$ denote its unit tangent bundle. We consider the twisted Selberg zeta function $Z(s;\rho)$ associated to…

A `persistence exponent' $\theta$ is defined for nonequilibrium critical phenomena. It describes the probability, $p(t) \sim t^{-\theta}$, that the global order parameter has not changed sign in the time interval $t$ following a quench to…

The linear perturbation equation of the tearing instability derived in LSC theory (Loureiro, Schekochihin, and Cowley, PoP2007) is numerically examined as an initial value problem, where the inner and outer regions are seamlessly solved…

The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional…

In two recent papers we introduced some new techniques for constructing an extension of a probability-preserving system $T:\mathbb{Z}^d\curvearrowright (X,\mu)$ that enjoys certain desirable properties in connexion with the asymptotic…

We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…

We consider the sum of two self-similar centred Gaussian processes with different self-similarity indices. Under non-negativity assumptions of covariance functions and some further minor conditions, we show that the asymptotic behaviour of…

In many biological systems, motile agents exhibit random motion with short-term directional persistence, together with crowding effects arising from spatial exclusion. We formulate and study a class of lattice-based models for multiple…

A functional method for calculating averages of the time-ordered exponential of a continuous isotropic random $N\times N$ matrix process is presented. The process is not assumed to be Gaussian. In particular, the Lyapunov exponents and…