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Persistence in spatially extended dynamical systems (like coarsening systems and other nonequilibrium systems) is reviewed. We discuss, in particular, the spatial correlations in the persistent regions and their evolution in time in these…

Statistical Mechanics · Physics 2007-05-23 Purusattam Ray

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…

Statistical Mechanics · Physics 2015-06-19 D. Boyer , J. C. R. Romo-Cruz

We study the temporal fluctuations in time-dependent stock prices (both individual and composite) as a stochastic phenomenon using general techniques and methods of nonequilibrium statistical mechanics. In particular, we analyze stock price…

Physics and Society · Physics 2008-12-02 M. Constantin , S. Das Sarma

In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree,…

Probability · Mathematics 2022-04-07 Ayan Bhattacharya

We consider the multi-time correlation and covariance structure of a random surface growth with a wall introduced in arXiv:0904.2607. It is shown that the correlation functions associated with the model along space-like paths have…

Probability · Mathematics 2022-03-31 Zhengye Zhou

The irreducible decomposition of successive restriction and induction of irreducible representations of a symmetric group gives rise to a Markov chain on Young diagrams keeping the Plancherel measure invariant. Starting from this Res-Ind…

Probability · Mathematics 2019-06-25 Akihito Hora

We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…

Statistical Mechanics · Physics 2020-08-05 Robert L. Jack , Rosemary J. Harris

* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to…

Probability · Mathematics 2011-03-15 Leonardo T. Rolla

We study here a standard next-nearest-neighbor (NNN) model of ballistic growth on one- and two-dimensional substrates focusing our analysis on the probability distribution function $P(M,L)$ of the number $M$ of maximal points (i.e., local…

Statistical Mechanics · Physics 2007-05-23 F. Hivert , S. Nechaev , G. Oshanin , O. Vasilyev

We study a discrete time multitype branching random walk on a finite space with finite set of types. Particles follow a Markov chain on the spatial space whereas offspring distributions are given by a random field that is fixed throughout…

Probability · Mathematics 2013-10-30 Onur Gün , Wolfgang König , Ozren Sekulović

We develop a framework for non-Markovian, well-mixed SIR and SIS models beyond mean field, utilizing the continuous-time random walk formalism. Using a gamma distribution for the infection and recovery inter-event times as a test case, we…

Populations and Evolution · Quantitative Biology 2026-04-07 Matan Shmunik , Michael Assaf

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

Probability · Mathematics 2019-11-12 A. V. Logachov , Y. M. Suhov , N. D. Vvedenskaya , A. A. Yambartsev

Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…

Probability · Mathematics 2009-06-29 Regis Ferriere , Viet Chi Tran

Classical ecological theory predicts that environmental stochasticity increases extinction risk by reducing the average per-capita growth rate of populations. To understand the interactive effects of environmental stochasticity, spatial…

Probability · Mathematics 2015-12-16 Steven N. Evans , Peter L. Ralph , Sebastian J. Schreiber , Arnab Sen

We study a class of McKean--Vlasov Stochastic Differential Equations (MV-SDEs) with drifts and diffusions having super-linear growth in measure and space -- the maps have general polynomial form but also satisfy a certain monotonicity…

Probability · Mathematics 2025-02-03 Xingyuan Chen , Goncalo dos Reis , Wolfgang Stockinger

We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…

Analysis of PDEs · Mathematics 2025-07-08 Jasper Hoeksema , Chun Yin Lam , André Schlichting

Exponential, and not Gaussian, decay of probability density functions was studied by Laplace in the context of his analysis of errors. Such Laplace propagators for the diffusive motion of single particles in disordered media were recently…

Statistical Mechanics · Physics 2022-09-09 Stanislav Burov , Wanli Wang , Eli Barkai

The theory of finite-size scaling explains how the singular behavior of thermodynamic quantities in the critical point of a phase transition emerges when the size of the system becomes infinite. Usually, this theory is presented in a…

Statistical Mechanics · Physics 2017-02-08 Alvaro Corral , Rosalba Garcia-Millan , Francesc Font-Clos

We consider trap models on Z^d, namely continuous time Markov jump process on Z^d with embedded chain given by a generic discrete time random walk, and whose mean waiting time at x is given by tau_x, with tau = (tau_x, x in Z^d) a family of…

Probability · Mathematics 2017-05-17 Luiz Renato Fontes , Pierre Mathieu

We consider the speed of propagation of a {continuous-time continuous-space} branching random walk with the additional restriction that the birth rate at any spatial point cannot exceed $1$. The dispersion kernel is taken to have density…

Probability · Mathematics 2022-02-23 Viktor Bezborodov , Luca Di Persio , Tyll Krueger , Pasha Tkachov