Related papers: Point processes and stochastic displacement fields
We develop a model-independent approach to lagrangian perturbation theory for the large scale structure of the universe. We focus on the displacement field for dark matter particles, and derive its most general structure without assuming a…
We study the evolution of interacting groups of agents in two-dimensional geometries. We introduce a microscopic stochastic model that includes floor fields modeling the global flow of individual groups as well as local interaction rules.…
The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…
In this research paper, the relationship between finite / countable state space stochastic processes and point processes is explored. Utilizing the known relationship between Poisson processes and continuous time Markov chains, finite /…
The theory of nucleation with depletion zones is discussed. The approach of stochastic effects of solitary droplet is analyzed. The negative features of a solution with fixed boundary are outlined. A new solution with effective fixed…
Stochastic biochemical and transport processes have various final outcomes, and they can be viewed as dynamic systems with multiple exits. Many current theoretical studies, however, typically consider only a single time scale for each…
The detection of change-points in a spatially or time ordered data sequence is an important problem in many fields such as genetics and finance. We derive the asymptotic distribution of a statistic recently suggested for detecting…
The zero range process is of particular importance as a generic model for domain wall dynamics of one-dimensional systems far from equilibrium. We study this process in one dimension with rates which induce an effective attraction between…
Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…
Spatial phenomena in environmental and biological contexts often involve events that are unevenly distributed across space and carry attributes, whose associations/variations are space-dependent. In this paper, we introduce the class of…
This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…
We explore how the existence of a field with a heavy mass influences the low energy dynamics of a quantum field with a light mass by expounding the stochastic characters of their interactions which take on the form of fluctuations in the…
Much of interesting complex biological behaviour arises from collective properties. Important information about collective behaviour lies in the time and space structure of fluctuations around average properties, and two-point correlation…
We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of observations. Motivated by this problem, in this contribution we first investigate the extremes of Gaussian fields…
U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…
We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs of drift and diffusion coefficients, depending on whether…
We study theoretically the simultaneous, photo-induced two-particle excitations of strongly correlated systems on the basis of the Hubbard model. Under certain conditions specified in this work, the corre- sponding transition probability is…
We derive a perturbative approach to study, in the large inertia limit, the dynamics of solid particles in a smooth, incompressible and finite-time correlated random velocity field. We carry on an expansion in powers of the inverse square…
An technique is extended to estimate some critical exponents without using the expansion over the coupling constant. The data obtained is in a agreement with those found by help of the 2D Onsager method or with recent 3D results. In the…