Related papers: Persistence with Partial Survival
Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…
Theory and application of stochastic approximation (SA) have become increasingly relevant due in part to applications in optimization and reinforcement learning. This paper takes a new look at SA with constant step-size $\alpha>0$, defined…
The long time behaviour of the survival probability of initial state and its dependence on the initial states are considered, for the one dimensional free quantum particle. We derive the asymptotic expansion of the time evolution operator…
The survival probability and the first-passage-time statistics are important quantities in different fields. The Wiener process is the simplest stochastic processwith continuous variables, and important results can be explicitly found from…
Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
Numerical and analytic results for the exponent \theta describing the decay of the first return probability of an interface to its initial height are obtained for a large class of linear Langevin equations. The models are parametrized by…
In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…
We prove the existence of the persistence exponent $$\log\lambda:=\lim_{n\to\infty}\frac{1}{n}\log \mathbb{P}_\mu(X_0\in S,\ldots,X_n\in S)$$ for a class of time homogeneous Markov chains $\{X_i\}_{i\geq 0}$ taking values in a Polish space,…
The question of universality class of pair contact process with diffusion (PCPD) is revisited with an alternative approach. We study persistence in Generalized Pair-Contact Process with diffusion (GPCPD) introduced by Noh and Park, (Phys.…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
In studies involving lifetimes, observed survival times are frequently censored and possibly subject to biased sampling. In this paper, we model survival times under biased sampling (a.k.a., biased survival data) by a semi-parametric model,…
This is a method for discrete event simulation specified by survival analysis. It presents a sequence of steps. First, hazard rates from survival analysis specify the rates of a set of counting processes. Second, those counting processes…
Spreading processes are often modelled as a stochastic dynamics occurring on top of a given network with edge weights corresponding to the transmission probabilities. Knowledge of veracious transmission probabilities is essential for…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
We compute analytically the probability distribution function ${\cal P}(\epsilon)$ of the dissipation field $\epsilon =(\nabla \theta)^{2}$ of a passive scalar $\theta$ advected by a $d$-dimensional random flow, in the limit of large Peclet…
The conventional formal tool to detect effects of the financial persistence is in terms of the Hurst exponent. A typical corresponding result is that its value comes out close to 0.5, as characteristic for geometric Brownian motion, with at…
We study the dynamics of a one-dimensional run and tumble particle subjected to confining potentials of the type $V(x) = \alpha \, |x|^p$, with $p>0$. The noise that drives the particle dynamics is telegraphic and alternates between $\pm 1$…
We present an approximate calculation for the distribution of the maximum of a smooth stationary temporal signal X(t). As an application, we compute the persistence exponent associated to the probability that the process remains below a…
Persistence probabilities of the interface height in (1+1)- and (2+1)-dimensional atomistic, solid-on-solid, stochastic models of surface growth are studied using kinetic Monte Carlo simulations, with emphasis on models that belong to the…