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Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

Machine Learning · Computer Science 2012-12-12 Chen-Hsiang Yeang , Martin Szummer

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…

Probability · Mathematics 2016-01-18 Constantinos Kardaras , Scott Robertson

Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the drift and diffusion functions, based on a marked empirical…

The persistence exponent, which characterises the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. Determining…

Statistical Mechanics · Physics 2025-06-23 Julien Brémont , Léo Régnier , Olivier Bénichou , Raphaël Voituriez

The local persistence R(t), defined as the proportion of the system still in its initial state at time t, is measured for the Bak--Sneppen model. For 1 and 2 dimensions, it is found that the decay of R(t) depends on one of two classes of…

Statistical Mechanics · Physics 2009-11-07 D. A. Head

In many biological systems, motile agents exhibit random motion with short-term directional persistence, together with crowding effects arising from spatial exclusion. We formulate and study a class of lattice-based models for multiple…

Biological Physics · Physics 2019-11-06 Stephen Zhang , Aaron Chong , Barry D. Hughes

We study the dynamics of the out-of-equilibrium nonlinear q-voter model with two types of susceptible voters and zealots, introduced in [EPL 113, 48001 (2016)]. In this model, each individual supports one of two parties and is either a…

Physics and Society · Physics 2017-01-06 Andrew Mellor , Mauro Mobilia , R. K. P. Zia

We calculate the survival probability of an immobile target surrounded by a sea of uncorrelated diffusive or subdiffusive evanescent traps, i.e., traps that disappear in the course of their motion. Our calculation is based on a fractional…

Statistical Mechanics · Physics 2015-06-11 E. Abad , S. B. Yuste , Katja Lindenberg

The time dependence of the survival probability, S(t), is determined for diffusing particles in two dimensions which are also driven by a random unidirectional zero-mean velocity field, v_x(y). For a semi-infinite system with unbounded y…

Statistical Mechanics · Physics 2009-10-30 Sidney Redner

We propose a simpler derivation of the probability density function of Feller Diffusion using the Fourier Transform and solving the resulting equation via the Method of Characteristics. We also discuss simulation algorithms and confirm key…

Probability · Mathematics 2019-06-28 Ranjiva Munasinghe , Leslie Kanthan , Pathum Kossinna

Numerically we solve the microscopic deterministic equations of motion with random initial states for the two-dimensional $\phi^4$ theory. Scaling behavior of the persistence probability at criticality is systematically investigated and the…

Statistical Mechanics · Physics 2009-10-31 B. Zheng

In this study we present an extension of the replicator equation with diffusion to multiplex graphs. We derive an exact formula for the diffusion term, which shows that, while diffusion is linear for numbers of agents, it is necessary to…

Physics and Society · Physics 2016-08-10 Rubén J. Requejo , Albert Díaz Guilera

There are many factors that can influence the outcome of an election. We here identify two dominant effects that can affect the votes obtained by a candidate, namely, the Majority Effect and the Media Effect. We mimic these two effects in a…

Physics and Society · Physics 2009-11-10 Chung-I Chou , Sai-Ping Li

We study the dynamics of the nonlinear $q$-voter model with inflexible zealots in a finite well-mixed population. In this system, each individual supports one of two parties and is either a susceptible voter or an inflexible zealot. At each…

Physics and Society · Physics 2015-07-09 Mauro Mobilia

The spatial distribution of persistent spins at zero-temperature in the pure two-dimensional Ising model is investigated numerically. A persistence correlation length, $\xi (t)\sim t^Z$ is identified such that for length scales $r<<\xi (t)$…

Statistical Mechanics · Physics 2009-10-31 S. Jain , H. Flynn

The constrained voter model describes the dynamics of opinions in a population of individuals located on a connected graph. Each agent is characterized by her opinion, where the set of opinions is represented by a finite sequence of…

Probability · Mathematics 2013-10-02 Nicolas Lanchier , Stylianos Scarlatos

We consider a reaction-diffusion system for two densities lying in adjacent domains of $\mathbb{R}^N$. We treat two configurations: either a cylinder and its complement, or two half-spaces. Diffusion and reaction heterogeneities for the two…

Analysis of PDEs · Mathematics 2025-06-06 Henri Berestycki , Luca Rossi , Andrea Tellini

Pull voting is a classic method to reach consensus among $n$ vertices with differing opinions in a distributed network: each vertex at each step takes on the opinion of a random neighbour. This method, however, suffers from two drawbacks.…

Discrete Mathematics · Computer Science 2017-04-14 Colin Cooper , Tomasz Radzik , Nicolás Rivera , Takeharu Shiraga

A reaction--diffusion replicator equation is studied. A novel method to apply the principle of global regulation is used to write down the model with explicit spatial structure. Properties of stationary solutions together with their…

Populations and Evolution · Quantitative Biology 2013-08-28 Artem S. Novozhilov , Vladimir P. Posvyanskii , Alexander S. Bratus