Related papers: Stable Distributions in Stochastic Fragmentation
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
We study the role of finiteness and fluctuations about average quantities for basic structural properties of growing networks. We first determine the exact degree distribution of finite networks by generating function approaches. The…
We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…
We give a stochastic model for the fragmentation phase of a snow avalanche. We construct a fragmentation-branching process related to the avalanches, on the set of all fragmentation sizes introduced by J. Bertoin. A fractal property of this…
Statistical description of stochastic dynamics in highly unstable potentials is strongly affected by properties of divergent trajectories, that quickly leave meta-stable regions of the potential landscape and never return. Using ideas from…
Existence of mass-conserving weak solutions to the coagulation-fragmentation equation is established when the fragmentation mechanism produces an infinite number of fragments after splitting. The coagulation kernel is assumed to increase at…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
The present paper studies existence and distributional uniqueness of subclasses of stationary hard-core particle systems arising as thinnings of stationary particle processes. These subclasses are defined by natural maximality criteria. We…
In many physical or biological systems, diffusion can be described by Brownian motions with stochastic diffusion coefficients (DCs). In the present study, we investigate properties of the diffusion with a broad class of stochastic DCs with…
Fragmentation can be observed in nature and in everyday life on a wide range of length scales and for all kinds of technical applications. Most studies on dynamic failure focus on the behaviour of bulk systems in one, two and three…
We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian…
We apply the scale-length method to several three dimensional samples of the Two degree Field Galaxy Redshift Survey. This method allows us to map in a quantitative and powerful way large scale structures in the distribution of galaxies…
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…
Our aim in this paper is to investigate the asymptotic behavior of solutions of the perturbed linear fractional differential system. We show that if the original linear autonomous system is asymptotically stable then under the action of…
Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary patches of different length, we introduce a comprehensive analysis of the key observables in a financial…
We propose new analytical tools for describing growth-rate distributions generated by stationary time-series. Our analysis shows how deviations from normality are not pathological behaviour, as suggested by some traditional views, but…
We reproduce patterns of drying paste by means of smoothed particle hydrodynamics which is the one of methods for solving the equations of continuum in the Lagrangian description. In addition to reproduce a realistic pattern, we find that…
We introduce an analytically solvable model for a fragmented object that, despite of a low degree of randomness and of the extreme simplicity of the breaking process, displays non self-averaging effects in its thermodynamic limit.