English
Related papers

Related papers: Log-normal distribution in growing systems with we…

200 papers

A co-polycondensation reaction is discussed analytically and by Monte-Carlo simulations where two reactive units compete for reactions with an alternating third reactive unit, whereby irreversible reactions replace bonds which are able to…

Soft Condensed Matter · Physics 2021-05-26 Michael Lang , Frank Böhme

Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-28 Leran Cai , Thomas Sauerwald

In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…

Probability · Mathematics 2015-12-02 Jian-Guo Liu , Yuan Zhang

Chemical reaction networks in living cells maintain precise control over thousands of metabolites despite operating far from equilibrium under constant perturbations. While mass action kinetics accurately describe the underlying dynamics,…

Optimization and Control · Mathematics 2025-08-27 Steven Diamond

We present analytical investigations of a multiplicative stochastic process that models a simple investor dynamics in a random environment. The dynamics of the investor's budget, $x(t)$, depends on the stochasticity of the return on…

Portfolio Management · Quantitative Finance 2009-11-13 Emeterio Navarro , Ruben Cantero , Joao Rodrigues , Frank Schweitzer

Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…

Statistics Theory · Mathematics 2016-03-03 Hazhir Homei

We uncover a universal scaling law governing the dispersion of collective attention and identify its underlying stochastic criticality. By analysing large-scale ensembles of Wikipedia page views, we find that the variance of logarithmic…

Physics and Society · Physics 2026-01-21 Keisuke Okamura

We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…

Probability · Mathematics 2007-05-23 Anatolii A. Puhalskii

We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…

Probability · Mathematics 2012-10-12 Bertrand Cloez

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng

The ordinary contact process is used to model the spread of a disease in a population. In this model, each infected individual waits an exponentially distributed time with parameter 1 before becoming healthy. In this paper, we introduce and…

Probability · Mathematics 2011-11-10 Erik I. Broman

A molecule traveling in a realistic propagation environment can experience stochastic interactions with other molecules and the environment boundary. The statistical behavior of some isolated phenomena, such as dilute unbounded molecular…

Chemical Physics · Physics 2015-05-20 Adam Noel , Karen C. Cheung , Robert Schober

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

Statistical Mechanics · Physics 2019-06-26 Emilio N. M. Cirillo , Matteo Colangeli , Lamberto Rondoni

We experimentally investigate the distribution of the non-equilibrium work done by an external force on a mesoscopic system with many coupled degrees of freedom: a colloidal monolayer mechanically driven across a periodic light field. Since…

Statistical Mechanics · Physics 2015-04-30 Juan Ruben Gomez-Solano , Christoph July , Jakob Mehl , Clemens Bechinger

We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…

Statistical Mechanics · Physics 2007-05-23 Peter F. Arndt , Vladimir Rittenberg

We study a stochastic $N$-particle system representing economic agents in a population randomly exchanging their money, which is associated to a class of one-dimensional kinetic equations modelling the evolution of the distribution of…

Probability · Mathematics 2018-09-17 Roberto Cortez

The bivariate Gaussian distribution has been a key model for many developments in statistics. However, many real-world phenomena generate data that follow asymmetric distributions, and consequently bivariate normal model is inappropriate in…

Methodology · Statistics 2022-12-08 Roberto Vila , Narayanaswamy Balakrishnan , Helton Saulo , Ana Protazio

In this two-part paper, we consider multicomponent systems in which each component can iteratively exchange information with other components in its neighborhood in order to compute, in a distributed fashion, the average of the components'…

Systems and Control · Computer Science 2011-09-30 Nitin H. Vaidya , Christoforos N. Hadjicostis , Alejandro D. Dominguez-Garcia

This paper analyzes a stochastic logistic difference equation under the assumption that the population distribution follows a normal distribution. Our focus is on the mathematical relationship between the average growth rate and a newly…

Probability · Mathematics 2025-04-22 Haiyan Wang

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy