Related papers: Point processes and stochastic displacement fields
Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…
In the last decade, stochastic models have shown to be very useful for quantitative modelling of social processes. Here, a configurational master equation for the description of behavioral changes by pair interactions of individuals is…
We give an account of matter and (basically) a solution of a new class of problems synthesizing percolation theory and branching diffusion processes. They led us to realizing a novel type of stochastic processes, namely branching processes…
This series of papers models the dynamics of a large set of interacting neurons within the framework of statistical field theory. The system is described using a two-field model. The first field represents the neuronal activity, while the…
In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…
The special problem of transport in 2-dimensional divergence-free stochastic velocity fields is studied by developing a statistical approach, the nested subensemble method. The nonlinear process of trapping determined by such fields…
We study a stochastic lattice gas of particles undergoing asymmetric diffusion in two dimensions. Transitions between a low-density uniform phase and high-density non-uniform phases characterized by localized or extended structure are…
We study scaling properties of stochastic aggregation processes in one dimension. Numerical simulations for both diffusive and ballistic transport show that the mass distribution is characterized by two independent nontrivial exponents…
We investigate spatial random graphs defined on the points of a Poisson process in $d$-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the…
The class of random-cluster models is a unification of a variety of stochastic processes of significance for probability and statistical physics, including percolation, Ising, and Potts models; in addition, their study has impact on the…
The zero temperature relaxational dynamics of a particle in a short range correlated random potential is addressed. We derive a set of "two-times" mean-field dynamical equations, accounting for a possible mean displacement of the particle…
Second-order variational type equations for spatial point processes are established. In case of log linear parametric models for pair correlation functions, it is demonstrated that the variational equations can be applied to construct…
The spectrum and coherency are useful quantities for characterizing the temporal correlations and functional relations within and between point processes. This paper begins with a review of these quantities, their interpretation and how…
A general system of particles (of one or several species) on a one dimensional lattice with boundaries is considered. Two general behaviors of such systems are investigated. The stationary behavior of the system, and the dominant way of the…
Assume that a family of stochastic processes on some Polish space $E$ converges to a deterministic process; the convergence is in distribution (hence in probability) at every fixed point in time. This assumption holds for a large family of…
Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…
Random point patterns are ubiquitous in nature, and statistical models such as point processes, i.e., algorithms that generate stochastic collections of points, are commonly used to simulate and interpret them. We propose an application of…
How does transport cost affect the spatial organization of economic activities? This study develops a theoretical framework that distinguishes between two types of dispersion forces in spatial models: "local" dispersion forces acting within…
A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…
Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as the energy dissipation in fully developed turbulence. We propose a dynamical generalization describing the energy…