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We study persistence probabilities of Hermite processes. As a tool, we derive a general decorrelation inequality for the Rosenblatt process, which is reminiscent of Slepian's lemma for Gaussian processes or the FKG inequality and which may…

Probability · Mathematics 2016-07-19 Frank Aurzada , Christian Mönch

In systems which exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random walk models. Provided the decay of correlations is fast enough, one can ignore memory…

Chaotic Dynamics · Physics 2013-02-07 Thomas Gilbert , David P. Sanders

We study the pair contact process with diffusion (PCPD) using Monte Carlo simulations, and concentrate on the decay of the particle density $\rho$ with time, near its critical point, which is assumed to follow $\rho(t) \approx ct^{-\delta}…

Statistical Mechanics · Physics 2012-08-07 R. D. Schram , G. T. Barkema

We obtained the global persistence exponent $\theta_g$ for a continuous spin model on the simple cubic lattice with double-exchange interaction by using two different methods. First, we estimated the exponent $\theta_g$ by following the…

Statistical Mechanics · Physics 2009-11-11 H. A. Fernandes , J. R. Drugowich de Felicio

Persistence in coarsening 1D spin systems with a power law interaction $r^{-1-\sigma}$ is considered. Numerical studies indicate that for sufficiently large values of the interaction exponent $\sigma$ ($\sigma\geq 1/2$ in our simulations),…

Statistical Mechanics · Physics 2009-10-31 Iaroslav Ispolatov

We compare results from $\delta$--expansion, in simple theories, with self--consistent calculations as well as calculations involving the principle of minimal sensitivity. We show that the latter methods give relatively more accurate…

High Energy Physics - Theory · Physics 2007-05-23 Paulo F. Bedaque , Ashok Das

We have derived long series expansions of the percolation probability for site, bond and site-bond percolation on the directed triangular lattice. For the bond problem we have extended the series from order 12 to 51 and for the site problem…

Condensed Matter · Physics 2009-10-28 Iwan Jensen , Anthony J. Guttmann

Stretched exponential relaxation of a quantity n versus time t according to n = n_0 exp[-(lambda* t)^beta] is ubiquitous in many research fields, where lambda* is a characteristic relaxation rate and the stretching exponent beta is in the…

Statistical Mechanics · Physics 2010-11-12 D. C. Johnston

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

We study the probability, $P_S(t)$, of a cluster to remain intact in one-dimensional cluster-cluster aggregation when the cluster diffusion coefficient scales with size as $D(s) \sim s^\gamma$. $P_S(t)$ exhibits a stretched exponential…

Statistical Mechanics · Physics 2009-11-07 E. K. O. Hellen , P. E. Salmi , M. J. Alava

We consider the class of Markovian processes defined by the equation $\dd x /\dd t = -\beta x + \sum_k z_k \delta (t-t_k)$. Such processes are encountered in systems (like coalescing systems) where dynamics creates discrete upward jumps at…

Statistical Mechanics · Physics 2009-10-31 Olivier Deloubriere

The article is devoted to the problem of calculating the probability density of a strictly stable law at $x\to\infty$. To solve this problem, it was proposed to use the expansion of the probability density in a power series. A…

Probability · Mathematics 2023-03-07 Viacheslav V. Saenko

In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…

Probability · Mathematics 2009-12-11 A. D. Barbour , E. Kowalski , A. Nikeghbali

Critical exponent $\eta$ for three-dimensional systems with $n$-vector order parameter is evaluated in the frame of pseudo-$\epsilon$ expansion approach. Pseudo-$\epsilon$ expansion ($\tau$-series) for $\eta$ found up to $\tau^7$ term for…

Statistical Mechanics · Physics 2015-06-18 A. I. Sokolov , M. A. Nikitina

The question of universality class of pair contact process with diffusion (PCPD) is revisited with an alternative approach. We study persistence in Generalized Pair-Contact Process with diffusion (GPCPD) introduced by Noh and Park, (Phys.…

Statistical Mechanics · Physics 2016-12-21 Maneesh B. Matte , Prashant M. Gade

For n + 1 particles moving independently on a straight line, we study the question of how long the leading position of one of them can last. Our focus is the asymptotics of the probability p(T,n) that the leader time will exceed T when n…

Probability · Mathematics 2020-10-28 G. Molchan

We study the following 1D two-species reaction diffusion model : there is a small concentration of B-particles with diffusion constant $D_B$ in an homogenous background of W-particles with diffusion constant $D_W$; two W-particles of the…

Condensed Matter · Physics 2009-10-28 Cécile Monthus

We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter {\Theta}. The decision maker can delay taking the action in order to experiment and gather additional…

Machine Learning · Statistics 2021-06-22 Victor F. Araman , Rene Caldentey

Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…

Chaotic Dynamics · Physics 2007-05-23 Takeshi Ogasawara , Sadayoshi Toh

One of the main problem in prediction theory of discrete-time second-order stationary processes $X(t)$ is to describe the asymptotic behavior of the best linear mean squared prediction error in predicting $X(0)$ given $ X(t),$ $-n\le…

Probability · Mathematics 2020-06-02 Nikolay M. Babayan , Mamikon S. Ginovyan , Murad S. Taqqu