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Related papers: Persistence with Partial Survival

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We define a block persistence probability $p_l(t)$ as the probability that the order parameter integrated on a block of linear size $l$ has never changed sign since the initial time in a phase ordering process at finite temperature T<T_c.…

Statistical Mechanics · Physics 2009-10-31 Stephane Cueille , Clement Sire

Renewal processes are zero-dimensional processes defined by independent intervals of time between zero crossings of a random walker. We subject renewal processes them to stochastic resetting by setting the position of the random walker to…

Statistical Mechanics · Physics 2023-03-02 Pascal Grange

We compute the persistence for the $2d$-diffusion equation with random initial condition, i.e., the probability $p_0(t)$ that the diffusion field, at a given point ${\bf x}$ in the plane, has not changed sign up to time $t$. For large $t$,…

Statistical Mechanics · Physics 2018-10-17 Mihail Poplavskyi , Gregory Schehr

A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…

Chaotic Dynamics · Physics 2007-05-23 M. A. Sozanski , J. J. Zebrowski

We obtained the global persistence exponent $\theta_g$ for a continuous spin model on the simple cubic lattice with double-exchange interaction by using two different methods. First, we estimated the exponent $\theta_g$ by following the…

Statistical Mechanics · Physics 2009-11-11 H. A. Fernandes , J. R. Drugowich de Felicio

This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregressive structure. We study the properties of the process and…

Methodology · Statistics 2020-02-12 Giulia Carallo , Roberto Casarin , Christian P. Robert

Understanding under what conditions populations, whether they be plants, animals, or viral particles, persist is an issue of theoretical and practical importance in population biology. Both biotic interactions and environmental fluctuations…

Dynamical Systems · Mathematics 2015-12-16 Sebastian J. Schreiber

We consider a structural model where the survival/default state is observed together with a noisy version of the firm value process. This assumption makes the model more realistic than most of the existing alternatives, but triggers…

Mathematical Finance · Quantitative Finance 2019-09-05 Cheikh Mbaye , Abass Sagna , Frédéric Vrins

We analyze the long-term stability of a stochastic model designed to illustrate the adaptation of a population to variation in its environment. A piecewise-deterministic process modeling adaptation is coupled to a Feller logistic diffusion…

Probability · Mathematics 2021-09-14 Aurélien Velleret

A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…

Probability · Mathematics 2021-11-05 Soveny Solís , Vicente Vergara

We study properties of a $p-$type subcritical branching process in random environment initiated at moment zero by a vector $\mathbf{z}=\left( z_{1},..,z_{p}\right) $\ of particles of different types. Assuming that the process belongs to the…

Probability · Mathematics 2020-07-07 Vladimir Vatutin , Elena Dyakonova

The persistence behavior for fluctuating steps on the $Si(111)$ $(\sqrt3 \times \sqrt3)R30^{0} - Al$ surface was determined by analyzing time-dependent STM images for temperatures between 770 and 970K. The measured persistence probability…

Statistical Mechanics · Physics 2009-11-07 D. B. Dougherty , I. Lyubinetsky , E. D. Williams , M. Constantin , C. Dasgupta , S. Das Sarma

It was recently realized that the persistence exponent appearing in the dynamics of nonequilibrium systems is a special member of a continuously varying family of exponents, describing generalized persistence properties. We propose and…

Statistical Mechanics · Physics 2009-10-31 A. Baldassarri , J. P. Bouchaud , I. Dornic , C. Godrèche

We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…

Probability · Mathematics 2026-04-02 Lyudmyla Sakhno , Artem Storozhuk

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare

We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…

Probability · Mathematics 2019-05-01 Frank Aurzada , Nadine Guillotin-Plantard , Françoise Pène

We derive a formula for the quasi-potential of one-dimensional symmetric exclusion process in weak contact with reservoirs. The interaction with the boundary is so weak that, in the diffusive scale, the density profile evolves as the one of…

Probability · Mathematics 2023-08-22 Claudio Landim , Sonia Velasco

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

Individuals within any species exhibit differences in size, developmental state, or spatial location. These differences coupled with environmental fluctuations in demographic rates can have subtle effects on population persistence and…

Populations and Evolution · Quantitative Biology 2015-12-16 Gregory Roth , Sebastian J. Schreiber

The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional…

Probability · Mathematics 2012-03-13 George Molchan
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