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A random variable X is strictly stable if a sum of independent copies of X has the same distribution as X up to scaling, and is stable (in the broad sense) if the sum has the same distribution as X up to both scaling and shifting. Steutel…
Sinai's model of diffusion in one-dimension with random local bias is studied by a real space renormalization group which yields asymptotically exact long time results. The distribution of the position of a particle and the probability of…
The statistical properties of coherent radiation scattered from phase-ordering materials are studied in detail using large-scale computer simulations and analytic arguments. Specifically, we consider a two-dimensional model with a…
We extend a previous analysis [PRL {\bf 80}, 4693 (1998)] of breakdown of dynamical scale invariance in the coarsening of two-dimensional DLAs (diffusion-limited aggregates) as described by the Cahn-Hilliard equation. Existence of a second…
Using a steady state process of node duplication and deletion we produce networks with 1/k scale-free degree distributions in the limit of vanishing connectance. This occurs even though there is no growth involved and inherent preferential…
We investigate the dynamic scaling properties of stochastic particle systems on a non-deterministic scale-free network. It has been known that the dynamic scaling behavior depends on the degree distribution exponent of the underlying…
Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…
Several works have observed heavy-tailed behavior in the distributions of returns in different markets, which are observable indicators of underlying complex dynamics. Such prior works study return distributions that are marginalized across…
We present a relatively detailed analysis of the persistence probability distributions in financial dynamics. Compared with the auto-correlation function, the persistence probability distributions describe dynamic correlations non-local in…
We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…
We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…
We investigate the large-time scaling regimes arising from a variety of metastable structures in a chain of Ising spins with both first- and second-neighbor couplings while subject to a Kawasaki dynamics. Depending on the ratio and sign of…
We investigate the age distribution function P(tau,t) in prototypical one-dimensional coarsening processes. Here P(tau,t) is the probability density that in a time interval (0,t) a given site was last crossed by an interface in the…
We consider the percolation problem of sites on an $L\times L$ square lattice with periodic boundary conditions which were unvisited by a random walk of $N=uL^2$ steps, i.e. are vacant. Most of the results are obtained from numerical…
We use scattering theoretic methods to prove strong dynamical and exponential localization for one dimensional, continuum, Anderson-type models with singular distributions; in particular the case of a Bernoulli distribution is covered. The…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…
We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…
We consider a large class of spatially-embedded random graphs that includes among others long-range percolation, continuum scale-free percolation and the age-dependent random connection model. We assume that the model is supercritical:…
We study the dynamics of a Brownian motion with a diffusion coefficient which evolves stochastically. We first study this process in arbitrary dimensions and find the scaling form and the corresponding scaling function of the position…
Large scale simulations of two-dimensional bidisperse granular fluids allow us to determine spatial correlations of slow particles via the four-point structure factor $S_4(q,t)$. Both cases, elastic ($\varepsilon=1$) as well as inelastic…