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We study fracture processes within a stochastic fiber-bundle model where it is assumed that after the failure of a fiber, each intact fiber obtains a random fraction of the failing load. Within a Markov approximation, the breakdown…

Materials Science · Physics 2013-03-27 Jörg Lehmann , Jakob Bernasconi

We consider supercritical branching random walks on transitive graphs and we prove a law of large numbers for the mean displacement of the ensemble of particles, and a Stam-type central limit theorem for the empirical distributions, thus…

Probability · Mathematics 2026-02-12 Robin Kaiser , Martin Klötzer , Ecaterina Sava-Huss

For a spatial characteristic, there exist commonly fat-tail frequency distributions of fragment-size and -mass of glass, areas enclosed by city roads, and pore size/volume in random packings. In order to give a new analytical approach for…

Statistical Mechanics · Physics 2015-06-12 Yukio Hayashi , Takayuki Komaki , Yusuke Ide , Takuya Machida , Norio Konno

Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…

The two dimensional directed sandpile with dissipation is transformed into a (1+1) dimensional problem with discrete space and continuous `time'. The master equation for the conditional probability that K grains preserve their initial order…

Statistical Mechanics · Physics 2011-03-01 N. M. Bogoliubov , A. G. Pronko , J. Timonen

The particle Gibbs (PG) sampler is a systematic way of using a particle filter within Markov chain Monte Carlo (MCMC). This results in an off-the-shelf Markov kernel on the space of state trajectories, which can be used to simulate from the…

Statistics Theory · Mathematics 2015-03-24 Fredrik Lindsten , Randal Douc , Eric Moulines

Elastoplastic and constitutive equation theories are two approaches based on very different assumptions for creating a continuum theory for the stress distributions in a static sandpile. Both models produce the same surprising prediction…

Condensed Matter · Physics 2015-06-25 O. Narayan , S. R. Nagel

An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that works for general state space Markov chains under very general…

Probability · Mathematics 2015-03-04 Jose H. Blanchet , Peter Glynn , Shuheng Zheng

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…

We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…

Probability · Mathematics 2015-03-24 Jean Bérard , Pascal Maillard

The transmission rules of interparticle forces between granular particles were analyzed, and a discrete packing model was proposed to calculate the static pressure at the bottom of granular material confined in a vertical column. The…

Soft Condensed Matter · Physics 2017-12-07 Qinghai Jiang , Kai Wu , Yu Sun , Xin Xie , Zhengyu Yang

This paper develops a scattering theory for the asymmetric transport observed at interfaces separating two-dimensional topological insulators. Starting from the spectral decomposition of an unperturbed interface Hamiltonian, we present a…

Spectral Theory · Mathematics 2025-08-13 Binglu Chen , Guillaume Bal

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

Probability · Mathematics 2015-11-11 Kristina Schubert , Martin Venker

A diffusion taking value in probability measures on a graph with a vertex set $V$, $\sum_{i\in V}x_i\delta_i$, is studied. The masses on each vertices satisfy the stochastic differential equation of the form $dx_i=\sum_{j\in…

Probability · Mathematics 2023-03-13 Shuhei Mano

We prove a general theorem on the relation between the bulk topological quantum number and the edge states in two dimensional insulators. It is shown that whenever there is a topological order in bulk, characterized by a non-vanishing Chern…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Xiao-Liang Qi , Yong-Shi Wu , Shou-Cheng Zhang

It is, perhaps, surprising that the location of the unique supremum of a stationary process on an interval can fail to be uniformly distributed over that interval. We show that this distribution is absolutely continuous in the interior of…

Probability · Mathematics 2013-10-04 Gennady Samorodnitsky , Yi Shen

Three-speed ballistic annihilation starts with infinitely many particles on the real line. Each is independently assigned either speed-$0$ with probability $p$, or speed-$\pm 1$ symmetrically with the remaining probability. All particles…

Probability · Mathematics 2018-06-04 Debbie Burdinski , Shrey Gupta , Matthew Junge

In this paper, we present a novel iterative Monte Carlo method for approximating the stationary probability of a single state of a positive recurrent Markov chain. We utilize the characterization that the stationary probability of a state…

Data Structures and Algorithms · Computer Science 2015-12-11 Christina E. Lee , Asuman Ozdaglar , Devavrat Shah

We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…

Dynamical Systems · Mathematics 2017-09-05 Luke Mohr , Hong-Kun Zhang

Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…

Probability · Mathematics 2007-05-23 Youri Davydov , Ilya Molchanov , Sergei Zuyev
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