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As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…

Probability · Mathematics 2017-08-16 Yoichi Nishiyama

This paper presents an on-the-fly uniformization technique for the analysis of time-inhomogeneous Markov population models. This technique is applicable to models with infinite state spaces and unbounded rates, which are, for instance,…

Probability · Mathematics 2011-07-15 Aleksandr Andreychenko , Pepijn Crouzen , Linar Mikeev , Verena Wolf

We consider a Markov chain on the space of (countable) partitions of the interval [0,1], obtained first by size biased sampling twice (allowing repetitions) and then merging the parts (if the sampled parts are distinct) or splitting the…

Probability · Mathematics 2016-09-07 Persi Diaconis , Eddy Mayer-Wolf , Ofer Zeitouni , Martin Zerner

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

Statistical Finance · Quantitative Finance 2009-11-13 Martin Rypdal , Kristoffer Rypdal

We study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic…

Probability · Mathematics 2012-09-25 Harry Crane , Steven P. Lalley

Directed sandpile models with different toppling rules are studied by means of numerical simulations in two dimensions, with the purpose of determining the different universality classes. It is concluded that the random-threshold directed…

Statistical Mechanics · Physics 2007-05-23 Alexei Vazquez

We perform large scale numerical simulations of a directed version of the two-state stochastic sandpile model. Numerical results show that this stochastic model defines a new universality class with respect to the Abelian directed sandpile.…

Statistical Mechanics · Physics 2009-10-31 Romualdo Pastor-Satorras , Alessandro Vespignani

In the open circular billiard particles are placed initially with a uniform distribution in their positions inside a planar circular vesicle. They all have velocities of the same magnitude, whose initial directions are also uniformly…

Statistical Mechanics · Physics 2009-11-11 J. F. Stilck

We consider infinite particle system on the positive half-line moving independently of each other. When a particle hits the boundary it immediately disappears, and the boundary moves to the right on some fixed quantity (particle size). We…

Probability · Mathematics 2012-01-17 V. A. Malyshev , A. A. Zamyatin

The diffraction of stochastic point sets, both Bernoulli and Markov, and of random tilings with crystallographic symmetries is investigated in rigorous terms. In particular, we derive the diffraction spectrum of 1D random tilings, of…

Mathematical Physics · Physics 2015-06-26 Michael Baake , Moritz Hoeffe

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten , Ulrich Behn

The Symmetric Exclusion Process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of…

Statistical Mechanics · Physics 2018-06-13 Alexis Poncet , Olivier Bénichou , Vincent Démery , Gleb Oshanin

We study the effect of stochastic resetting on a run and tumble particle (RTP) in two spatial dimensions. We consider a resetting protocol which affects both the position and orientation of the RTP: with a constant rate the particle…

Statistical Mechanics · Physics 2020-11-30 Ion Santra , Urna Basu , Sanjib Sabhapandit

Under sufficient permanent random covalent bonding, a fluid of atoms or small molecules is transformed into an amorphous solid network. Being amorphous, local structural properties in such networks vary across the sample. A natural order…

Disordered Systems and Neural Networks · Physics 2009-10-31 Konstantin A. Shakhnovich , Paul M. Goldbart

This paper investigates the convergence of density approximations for stochastic heat equation in both uniform convergence topology and total variation distance. The convergence order of the densities in uniform convergence topology is…

Probability · Mathematics 2023-03-14 Chuchu Chen , Jianbo Cui , Jialin Hong , Derui Sheng

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…

Plasma Physics · Physics 2023-05-10 J. M. Losada , A. Theodorsen , O. E. Garcia

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

Optimization and Control · Mathematics 2022-04-08 Shukai Li , Sanjay Mehrotra

We study the abelian sandpile model on decorated one dimensional chains. We determine the structure and the asymptotic form of distribution of avalanche-sizes in these models, and show that these differ qualitatively from the behavior on a…

Condensed Matter · Physics 2016-08-31 Agha Afsar Ali , Deepak Dhar

We introduce an extension of the M/M/1 queueing process with a spatial structure and excluded- volume effect. The rule of particle hopping is the same as for the totally asymmetric simple exclusion process (TASEP). A stationary-state…

Statistical Mechanics · Physics 2014-09-18 Chikashi Arita