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Recently it has been demonstrated that the connectivity transition from microscopic connectivity to macroscopic connectedness, known as percolation, is generically announced by a cascade of microtransitions of the percolation order…
Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…
We investigate the component sizes of the critical configuration model, as well as the related problem of critical percolation on a supercritical configuration model. We show that, at criticality, the finite third moment assumption on the…
Non-equilibrium aspects of the BCS model have fascinated physicists for decades, from the seminal works of Eliashberg to modern realizations in cold atom experiments. The latter scenarios have lead to a great deal of interest in the quench…
In this paper we propose a new Eulerian modeling and related accurate and robust numerical methods, describing polydisperse evaporating sprays, based on high order moment methods in size. The main novelty of this model is its capacity to…
We study a two dimensional version of Neuhauser's long range sexual reproduction model and prove results that give bounds on the critical values $\lambda_f$ for the process to survive from a finite set and $\lambda_e$ for the existence of a…
A new simple method for the first order phase transition kinetics is suggested. The metastable phase consumption can be imagined in frames of the modisperse approximation for the distribution of the droplets sizes. In all situations of the…
In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…
We study incompressible systems of motile particles with alignment interactions. Unlike their compressible counterparts, in which the order-disorder (i.e., moving to static) transition, tuned by either noise or number density, is…
We discuss the parameter estimation of the probability of default (PD), the correlation between the obligors, and a phase transition. In our previous work, we studied the problem using the beta-binomial distribution. A non-equilibrium phase…
We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…
In a new type of percolation phase transition, which was observed in a set of non-equilibrium models, each new connection between vertices is chosen from a number of possibilities by an Achlioptas-like algorithm. This causes preferential…
We consider an off-lattice liquid crystal pair potential in strictly two dimensions. The potential is purely repulsive and short-ranged. Nevertheless, by means of a single parameter in the potential, the system is shown to undergo a…
We study limiting properties of ratios of ordered points of point processes whose intensity measures have regularly varying tails, giving a systematic treatment which points the way to "large-trimming" properties of extremal processes and a…
This paper is devoted to investigating non-equilibrium phase transitions to an absorbing state, which are generically encountered in reaction-diffusion processes. It is a review, based on [Phys. Rev. Lett. 92, 195703; Phys. Rev. Lett. 92,…
A numerical method is devised for study of stochastic partial differential equations describing directed percolation, the contact process, and other models with a continuous transition to an absorbing state. Owing to the heightened…
We show that the reaction-diffusion process 3A -> 4A, 3A -> 2A exhibits a different type of continuous phase transition from an active into an absorbing phase. Because of the upper critical dimension d_c = 4/3 we expect the phase transition…
The transition between the two phases of 4D Euclidean Dynamical Triangulation [1] was long believed to be of second order until in 1996 first order behavior was found for sufficiently large systems [3,4]. However, one may wonder if this…
We introduce a model for a population on a lattice with diffusion and birth/death according to 2A->3A and A->0 for a particle A. We find that the model displays a phase transition from an active to an absorbing state which is continuous in…
Direction of Arrival (DOA) estimation is a fundamental problem in signal processing. Diffuse sources, whose power density cannot be represented with a single angular coordinate, are usually characterized based on prior assumptions, which…