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We show that a uniformly continuous random perturbation of a transitive map defines an aperiodic Harris chain which also satisfies Doeblin's condition. As a result, we get exponential decay of correlations for suitable random perturbations…
We consider cumulative merging percolation (CMP), a long-range percolation process describing the iterative merging of clusters in networks, depending on their mass and mutual distance. For a specific class of CMP processes, which…
We consider the supercritical finite-range random connection model where the points $x,y$ of a homogeneous planar Poisson process are connected with probability $f(|y-x|)$ for a given $f$. Performing percolation on the resulting graph, we…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
Many works have been proposed in the literature to capture the dynamics of diffusion in networks. While some of them define graphical markovian models to extract temporal relationships between node infections in networks, others consider…
The drift diffusion model (DDM) is a model of sequential sampling with diffusion (Brownian) signals, where the decision maker accumulates evidence until the process hits a stopping boundary, and then stops and chooses the alternative that…
We study the effects of spatially inhomogeneous diffusion on the non-equilibrium phase transition in the contact process. The directed-percolation critical point in the contact process is known to be stable against the addition of a…
The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed communication links. Popular models include infinite source…
We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…
A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…
A problem of the crossover from percolation to diffusion transport is considered. A general scaling theory is proposed. It introduces phenomenologically four critical exponents which are connected by two equations. One exponent is…
The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…
We consider random walks on marked simple point processes with symmetric jump rates and unbounded jump range. We prove homogenization properties of the associated Markov generators. As an application, we derive the hydrodynamic limit of the…
The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…
We introduce a novel percolation model that generalizes the classical Random Connection Model (RCM) to a random simplicial complex, allowing for a more refined understanding of connectivity and emergence of large-scale structures in random…
Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the…
The recent proliferation of correlated percolation models---models where the addition of edges/vertices is no longer independent of other edges/vertices---has been motivated by the quest to find discontinuous percolation transitions. The…
We consider a random walk on the support of an ergodic simple point process on R^d, d>1, furnished with independent energy marks. The jump rates of the random walk decay exponentially in the jump length and depend on the energy marks via a…
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…
This paper presents a homogenisation-based constitutive model to describe the effective tran- sient diffusion behaviour in heterogeneous media in which there is a large contrast between the phase diffusivities. In this case mobile species…