Related papers: Log-normal distribution in growing systems with we…
A random graph evolution rule is considered. The graph evolution is based on interactions of three vertices. The weight of a clique is the number of its interactions. The asymptotic behaviour of the weights is described. It is known that…
Many populations, e.g. of cells, bacteria, viruses, or replicating DNA molecules, start small, from a few individuals, and grow large into a noticeable fraction of the environmental carrying capacity $K$. Typically, the elements of the…
We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…
Quadratic Hawkes (QHawkes) processes have proved effective at reproducing the statistics of price changes, capturing many of the stylised facts of financial markets. Motivated by the recently reported strong occurrence of endogenous…
Polydispersity is a universal feature of synthetic polymers and biological molecules in the cytoplasm. However, its quantitative impact on collective behavior remains poorly understood because conventional metrics, such as the…
In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…
The muliplicative attribute graph (MAG) model was introduced by Kim and Leskovec as a mathematically tractable model for networks where network structure is believed to be shaped by features or attributes associated with individual nodes.…
Accurate interaction potentials between microscopic components such as colloidal particles or cells are crucial to understanding a range of processes, including colloidal crystallization, bacterial colony formation, and cancer metastasis.…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
We analyzed the stochastic behavior of systems controlled by autocatalytic reaction A+X -> X+X, X+X -> A+X, X -> B provided that the distribution of reacting particles in the system volume is uniform, i.e. the point model of reaction…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
A method of moment inequalities is used to derive the principle of minimum growth rate in multiplicatively interacting stochastic processes(MISPs). When a value of a power-law exponent at the tail of probability distribution function exists…
For several flows of laboratory turbulence, we obtain long records of velocity data. These records are divided into numerous segments. In each segment, we calculate the mean rate of energy dissipation, the mean energy at each scale, and the…
We study a stochastic multiplicative system composed of finite asynchronous elements to describe the wealth evolution in financial markets. We find that the wealth fluctuations or returns of this system can be described by a walk with…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
We consider a zero-range process with two species of interacting particles. The steady state phase diagram of this model shows a variety of condensate phases in which a single site contains a finite fraction of all the particles in the…
Weighted networks capture the structure of complex systems where interaction strength is meaningful. This information is essential to a large number of processes, such as threshold dynamics, where link weights reflect the amount of…
We provide a numerical study of the macroscopic model of [3] derived from an agent-based model for a system of particles interacting through a dynamical network of links. Assuming that the network remodelling process is very fast, the…
In particle-based algorithms, the effect of binary collisions is commonly described in a statistical way, using Monte Carlo techniques. It is shown that, in the relativistic regime, stringent constraints should be considered on the sampling…
This paper concerns the long term behaviour of a growth model describing a random sequential deposition of particles on a finite graph. The probability of allocating a particle at a vertex is proportional to a log-linear function of numbers…