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We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…

Probability · Mathematics 2022-03-02 Wenqing Hu , Hong Qian

A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…

Condensed Matter · Physics 2009-10-31 S. Mandal , R. Dasgupta

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

Statistical Mechanics · Physics 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

We present a simple physical model that recapitulates several features of biological evolution, while being based only on thermally-driven attachment and detachment of elementary building blocks. Through its dynamics, this model samples a…

Populations and Evolution · Quantitative Biology 2025-07-11 Guy Bunin , Olivier Rivoire

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Chaotic Dynamics · Physics 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

For "static memory materials" the bulk properties depend on boundary conditions. Such materials can be realized by classical statistical systems which admit no unique equilibrium state. We describe the propagation of information from the…

Statistical Mechanics · Physics 2017-10-23 C. Wetterich

Considering the standard abelian sandpile model in one dimension, we construct an infinite volume Markov process corresponding to its thermodynamic (infinite volume) limit. The main difficulty we overcome is the strong non-locality of the…

Probability · Mathematics 2007-05-23 C. Maes , F. Redig , E. Saada , A. Van Moffaert

We introduce a one-dimensional sandpile model which incorporates particle inertia. The inertial dynamics are governed by a new parameter which, as it passes through a threshold value, alters the toppling dynamics in such a way that the…

Condensed Matter · Physics 2009-10-28 D. A. Head , G. J. Rodgers

Description of the transitional process from a static to a dynamic frictional regime is a fundamental problem of modern physics. Previously we developed a model based on the well-known Frenkel-Kontorova model to describe dry macroscopic…

Geophysics · Physics 2014-11-26 Naum I. Gershenzon , Gust Bambakidis , Thomas Skinner

We investigate dynamical systems with time-dependent mass and frequency, with particular attention on models attaining the minimum value of uncertainty formula. A criterium of minimum uncertainty is presented and illustrated by means of…

Quantum Physics · Physics 2007-05-23 G. Landolfi , G. Ruggeri , G. Soliani

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 describe a simple nearest-neighbor Ising model that is capable of supporting a gas, liquid, crystal, in characteristic relationship to each other. As the parameters of the model are varied one obtains characteristic patterns of phase…

Statistical Mechanics · Physics 2009-11-10 Davide Cellai , Hector Cuevas , Aonghus Lawlor , Gavin D. McCullagh , Kenneth A. Dawson

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

This paper presents an approach to modeling progressive event-history data when the overall objective is prediction based on time-dependent covariates. This approach does not model the hazard function directly. Instead, it models the…

Methodology · Statistics 2010-09-07 Song Cai , James V. Zidek , Nathaniel Newlands

Ecological and evolutionary dynamics have been historically regarded as unfolding at broadly separated timescales. However, these two types of processes are nowadays well documented to much more tightly than traditionally assumed,…

Populations and Evolution · Quantitative Biology 2021-11-17 José Camacho Mateu , Matteo Sireci , Miguel A. Muñoz

This paper is concerned with a lattice dynamical system modeling the evolution of susceptible and infective individuals at discrete niches. We prove the existence of traveling waves connecting the disease-free state to non-trivial leftover…

Analysis of PDEs · Mathematics 2017-05-24 Yan-Yu Chen , Jong-Shenq Guo , Francois Hamel

The statistical theory of extremes is extended to observations that are non-stationary and not independent. The non-stationarity over time and space is controlled via the scedasis (tail scale) in the marginal distributions. Spatial…

Statistics Theory · Mathematics 2020-03-10 John H. J. Einmahl , Ana Ferreira , Laurens de Haan , Claudia Neves , Chen Zhou

We have investigated the phase transition properties of classical linear sigma model. The fields were kept in contact with a heat bath for sufficiently long time such that fields are equilibrated at the temperature of the heat bath. It was…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. K. Chaudhuri

An ab-initio numerical study of the density-dependent, evolutionary stable dispersal strategy is presented. The simulations are based on a simple discretei generation island model with four processes: reproduction, dispersal, competition…

Populations and Evolution · Quantitative Biology 2013-01-09 Shlomit Weisman , Nadav M. Shnerb , David A. Kessler

Scale independence is a ubiquitous feature of complex systems which implies a highly skewed distribution of resources with no characteristic scale. Research has long focused on why systems as varied as protein networks, evolution and stock…

Physics and Society · Physics 2016-02-08 Laurent Hébert-Dufresne , Antoine Allard , Jean-Gabriel Young , Louis J. Dubé
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