Related papers: Series Expansion Calculation of Persistence Expone…
Suppose the auto-correlations of real-valued, centered Gaussian process $Z(\cdot)$ are non-negative and decay as $\rho(|s-t|)$ for some $\rho(\cdot)$ regularly varying at infinity of order $-\alpha \in [-1,0)$. With $I_\rho(t)=\int_0^t…
Using a twisted nematic liquid crystal system exhibiting planar Ising model dynamics, we have measured the scaling exponent $\theta$ which characterizes the time evolution, $p(t) \sim t^{-\theta}$, of the probability p(t) that the local…
We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…
We investigate the persistence probability in the Voter model for dimensions d\geq 2. This is achieved by mapping the Voter model onto a continuum reaction-diffusion system. Using path integral methods, we compute the persistence…
The persistence exponent, which characterises the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. Determining…
It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…
The spatial distribution of persistent spins at zero-temperature in the pure two-dimensional Ising model is investigated numerically. A persistence correlation length, $\xi (t)\sim t^Z$ is identified such that for length scales $r<<\xi (t)$…
This article deals with the asymptotic behaviour as $t\to +\infty$ of the survival function $P[T > t],$ where $T$ is the first passage time above a non negative level of a random process starting from zero. In many cases of physical…
We show that the probability, P_0(l), that the height of a fluctuating (d+1)-dimensional interface in its steady state stays above its initial value up to a distance l, along any linear cut in the d-dimensional space, decays as P_0(l) \sim…
Properties of two equations describing the evolution of the probability density function (PDF) of the relative dispersion in turbulent flow are compared by investigating their solutions: the Richardson diffusion equation with the drift term…
The persistence exponent \theta for the global order parameter, M(t), of a system quenched from the disordered phase to its critical point describes the probability, p(t) \sim t^{-\theta}, that M(t) does not change sign in the time interval…
The diffusion equation \partial_t\phi = \nabla^2\phi is considered, with initial condition \phi( _x_ ,0) a gaussian random variable with zero mean. Using a simple approximate theory we show that the probability p_n(t_1,t_2) that \phi( _x_…
We study the fractal properties of the distances between consecutive primes. The distance sequence is found to be well described by a non-stationary exponential probability distribution. We propose an intensity-expansion method to treat…
Let x be a real number and let n be a positive integer. We define four exponents of Diophantine approximation, which complement the exponents w_n(x) and w_n^*(x) defined by Mahler and Koksma. We calculate their six values when n=2 and x is…
For any real number $x \in [0,1)$, we denote by $q_n(x)$ the denominator of the $n$-th convergent of the continued fraction expansion of $x$ $(n \in \mathbb{N})$. It is well-known that the Lebesgue measure of the set of points $x \in [0,1)$…
Let $G/H$ be a $p$-adic symmetric space. We compute explicitly the higher relative extension groups for all discrete series representations of $G$ in two examples: the symplectic case and the linear case. The results have immediate…
The asymptotic behavior of velocity statistics in the tails of distributions and at high Reynolds numbers remains unresolved in turbulence. To investigate this behavior we measured the $n$th-order moments of the distributions of…
A linear extension of a poset $P$ is a permutation of the elements of the set that respects the partial order. Let $L(P)$ denote the number of linear extensions. It is a #P complete problem to determine $L(P)$ exactly for an arbitrary…
We investigate records in a growing sequence of identical and independently distributed random variables. The record equals the largest value in the sequence, and our focus is on the increment, defined as the difference between two…
We present a differential formulation of the recursion formula of the hierarchical model which provides a recursive method of calculation for the high-temperature expansion. We calculate the first 30 coefficients of the high temperature…