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Self-attractive random walks undergo a phase transition in terms of the applied drift: If the drift is strong enough, then the walk is ballistic, whereas in the case of small drifts self-attraction wins and the walk is sub-ballistic. We…
We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…
This paper proposes an Extended State-Dependent Hawkes Process (ExsdHawkes) to model the intricate dynamics of Limit Order Books (LOBs). Our theoretical contribution lies in relaxing traditional constraints by allowing for state…
The critical behaviors of quark-hadron phase transition are explored by use of the Ising model adapted for hadron production. Various measures involving the fluctuations of the produced hadrons in bins of various sizes are examined with the…
The dynamics of elongated inertial particles in an extensional flow is studied numerically by performing simulations of freely jointed bead-rod chains. The coil-stretch transition and the tumbling instability are characterized as a function…
The quotient of random variables with normal distributions is examined and proven to have have power law decay, with density $f\left( x\right) \simeq f_{0}x^{-2}$, with the coefficient depending on the means and variances of the numerator…
We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…
We derive a general formulation of the self-organized branching process by considering sandpile dynamics in an evolving population characterized by "birth" (excitation) and "death" (de-excitation) of active sites ($z=1$). New active sites…
We describe the effect of power-law initial distributions of clusters on ordinary percolation and its generalizations, specifically, models of explosive percolation processes based on local optimization. These aggregation processes were…
We study simultaneous price drops of real stocks and show that for high drop thresholds they follow a power-law distribution. To reproduce these collective downturns, we propose a minimal self-organized model of cascade spreading based on a…
We consider a directed version of the classical Stochastic Block Model with $m\ge 2$ communities and a parameter $\alpha$ controlling the inter-community connectivity. We show that, depending on the scaling of $\alpha$, the mixing time of…
We study a discrete-time stochastic process that can also be interpreted as a model for a viral evolution. A distinguishing feature of our process is power-law tails due to dynamics that resembles preferential attachment models. In the…
We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on the expectation and higher moments of…
We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…
Activated Random Walks, on $\mathbb{Z}^d$ for any $d\geqslant 1$, is an interacting particle system, where particles can be in either of two states: active or frozen. Each active particle performs a continuous-time simple random walk during…
We consider the survival probability $f(t)$ of a random walk with a constant hopping rate $w$ on a host lattice of fractal dimension $d$ and spectral dimension $d_s\le 2$, with spatially correlated traps. The traps form a sublattice with…
Linearly stable shear flows first transition to turbulence in the form of localised patches. At low Reynolds numbers, these turbulent patches tend to suddenly decay, following a memoryless process typical of rare events. How far in advance…
The model of self-organizing Eulerian walkers is numerically investigated on the square lattice. The critical exponents for the distribution of a number of steps ($\tau_l$) and visited sites ($\tau_s$) characterizing the process of…
We derive an analytic expression for the transitional column density value ($s_t$) between the lognormal and power-law form of the probability distribution function (PDF) in star-forming molecular clouds. Our expression for $s_t$ depends on…
We describe the critical window for percolation in the universality class of sparse growing random graphs. In our models, vertices arrive sequentially and connect independently to each earlier vertex $v$ with probability proportional to a…