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Related papers: Stable Distributions in Stochastic Fragmentation

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We use extreme value statistics to study the dynamics of coarsening in aggregation-fragmentation models which form condensates in the steady state. The dynamics is dominated by the formation of local condensates on a coarsening length scale…

Statistical Mechanics · Physics 2023-03-27 Chandrashekar Iyer , Arghya Das , Mustansir Barma

We describe a new phenomenon in models of coalescence and fragmentation, that of gel-shatter cycles. These are dynamical, unforced, stochastic cycles in which slow, approximately deterministic coalescence up to and beyond gelation is…

Dynamical Systems · Mathematics 2021-05-26 Brennen T. Fagan , Niall J. MacKay , Dmitri O. Pushkin , A. Jamie Wood

Light propagation through turbulence produces speckles, whose ensemble behavior is typically characterized by snapshot intensity statistics. Here, we track the spatiotemporal evolution of individual speckles and quantify fragmentation,…

Optics · Physics 2025-11-12 Travis M. Crumpton , Luat T. Vuong

We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…

Probability · Mathematics 2022-07-11 Matyas Barczy , Fanni K. Nedényi , Gyula Pap

The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…

Methodology · Statistics 2022-02-03 Madhur Mangalam , Damian G. Kelty-Stephen

The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…

Condensed Matter · Physics 2009-11-07 V. I. Yukalov

We shift the perspective on the interval fragmentation problem from division points to division spacings. This leads to a proof that is both simpler and stronger, establishing limiting distributions for partition points and spacings and,…

Probability · Mathematics 2025-08-26 Changqing Liu

Dilative semistability extends the notion of semi-selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. It is shown that this scaling relation is a natural extension…

Probability · Mathematics 2016-03-14 Peter Kern , Lina Wedrich

Diffusion on a T fractal lattice under the influence of topological biasing fields is studied by finite size scaling methods. This allows to avoid proliferation and singularities which would arise in a renormalization group approach on…

Condensed Matter · Physics 2015-06-25 G. Sartoni , A. L. Stella

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

Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…

Mathematical Physics · Physics 2019-07-17 Michael Baake , Matthias Birkner , Robert V. Moody

In some fields of applications of stable distributions, especially in economics, it appears, that data have distributions similar to stable in a large region, but do not have such heavy tails. Our aim in this note is to propose several…

Probability · Mathematics 2014-03-17 Lenka Slámová , Lev B. Klebanov

We consider a class of biologically-motivated stochastic processes in which a unicellular organism divides its resources (volume or damaged proteins, in particular) symmetrically or asymmetrically between its progeny. Assuming the final…

Quantitative Methods · Quantitative Biology 2016-07-20 Andrew Marantan , Ariel Amir

We study a random fragmentation process and its associated random tree. The process has earlier been studied by Dean and Majumdar (J. Phys. A: Math. Gen., vol. 35, L501--L507), who found a phase transition: the number of fragmentations is…

Probability · Mathematics 2007-05-23 S. Janson , R. Neininger

We consider five different peer-to-peer file sharing systems with two chunks, with the aim of finding chunk selection algorithms that have provably stable performance with any input rate and assuming non-altruistic peers who leave the…

Operating Systems · Computer Science 2018-10-24 Ilkka Norros , Hannu Reittu , Timo Eirola

We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…

Probability · Mathematics 2016-09-07 Vladas Pipiras , Murad S. Taqqu

We consider a stochastic version of the point vortex system, in which the fluid velocity advects single vortices intermittently for small random times. Such system converges to the deterministic point vortex dynamics as the rate at which…

Probability · Mathematics 2023-11-28 Andrea Agazzi , Francesco Grotto , Jonathan C. Mattingly

We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…

Systems and Control · Electrical Eng. & Systems 2022-11-23 Margaret P. Chapman , Dionysios S. Kalogerias

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

Chaotic Dynamics · Physics 2009-11-07 R. Klages

We are interested in the large time behavior of the solutions to the growth-fragmentation equation. We work in the space of integrable functions weighted with the principal dual eigenfunction of the growth-fragmentation operator. This space…

Analysis of PDEs · Mathematics 2019-02-28 Etienne Bernard , Pierre Gabriel