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The convergence of stochastic interacting particle systems in the mean-field limit to solutions of conservative stochastic partial differential equations is established, with optimal rate of convergence. As a second main result, a…

Probability · Mathematics 2022-12-15 Benjamin Gess , Rishabh S. Gvalani , Vitalii Konarovskyi

We provide a pedagogical review of CFT techniques to compute certain Schramm-Loewner Evolution (SLE) observables in the upper half-plane. The approach relies on the ability to express the observables as bulk-boundary correlation functions…

Mathematical Physics · Physics 2026-05-07 Federico Camia , Valentino F. Foit , Rongvoram Nivesvivat

In this paper, we abstract a kind of stochastic processes from evolving processes of growing networks, this process is called growing network Markov chains. Thus the existence and the formulas of degree distribution are transformed to the…

Mathematical Physics · Physics 2015-05-13 Zhenting Hou , Xiangxing Kong , Dinghua Shi , Guanrong Chen , Qinggui Zhao

A point source on a plane constantly emits particles which rapidly diffuse and then stick to a growing cluster. The growth probability of a cluster is presented as a sum over all possible scenarios leading to the same final shape. The…

Statistical Mechanics · Physics 2016-12-28 Oleg Alekseev , Mark Mineev-Weinstein

A simple, discrete, parametric model is proposed to describe conditional (correlated) deposition of particles on a surface and formation of a connecting (percolating) cluster. The surface changes spontaneously its properties (phase…

Statistical Mechanics · Physics 2007-05-23 Ana Proykova , Boris Karadjov

We construct a family of stochastic growth models in 2+1 dimensions, that belong to the anisotropic KPZ class. Appropriate projections of these models yield 1+1 dimensional growth models in the KPZ class and random tiling models. We show…

Mathematical Physics · Physics 2014-04-24 Patrik L. Ferrari , Alexei Borodin

A one-dimensional cellular automaton with a probabilistic evolution rule can generate stochastic surface growth in $(1 + 1)$ dimensions. Two such discrete models of surface growth are constructed from a probabilistic cellular automaton…

Statistical Mechanics · Physics 2015-06-25 Pratip Bhattacharyya

The crystallization proceeds by the advance of the crystal faces into the disordered phase at the expense of the supersaturation which is not sustained in our model. Using a conservation constraint for the transformation ratio and a kinetic…

Materials Science · Physics 2024-03-08 V. V. Ivanov , C. Tielemann , K. Avramova , S. Reinsch , V. Tonchev

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

Statistical Finance · Quantitative Finance 2009-11-13 Martin Rypdal , Kristoffer Rypdal

Structural properties of evolving random graphs are investigated. Treating linking as a dynamic aggregation process, rate equations for the distribution of node to node distances (paths) and of cycles are formulated and solved analytically.…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…

Plasma Physics · Physics 2023-05-10 J. M. Losada , A. Theodorsen , O. E. Garcia

In this lecture we present an overview of the physics of irreversible fractal growth process, with particular emphasis on a class of models characterized by {\em quenched disorder}. These models exhibit self-organization, with critical…

Statistical Mechanics · Physics 2007-05-23 L. Pietronero , R. Cafiero , A. Gabrielli

This paper studies high-dimensional curve time series with common stochastic trends. A dual functional factor model structure is adopted with a high-dimensional factor model for the observed curve time series and a low-dimensional factor…

Econometrics · Economics 2025-09-16 Degui Li , Yu-Ning Li , Peter C. B. Phillips

Statistical learning theory is the foundation of machine learning, providing theoretical bounds for the risk of models learned from a (single) training set, assumed to issue from an unknown probability distribution. In actual deployment,…

Machine Learning · Computer Science 2024-10-25 Michele Caprio , Maryam Sultana , Eleni Elia , Fabio Cuzzolin

Many complex systems have been shown to share universal properties of organization, such as scale independence, modularity and self-similarity. We borrow tools from statistical physics in order to study structural preferential attachment…

It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…

Probability · Mathematics 2015-03-17 Steven N. Evans , Rudolf Gruebel , Anton Wakolbinger

We study the correlation functions of logarithmic conformal field theories. First, assuming conformal invariance, we explicitly calculate two-- and three-- point functions. This calculation is done for the general case of more than one…

High Energy Physics - Theory · Physics 2015-06-26 M. R. Rahimi Tabar , A. Aghamohammadi , M. Khorrami

The first chapter concerns monotype population models. We first study general birth and death processes and we give non-explosion and extinction criteria, moment computations and a pathwise representation. We then show how different scales…

Probability · Mathematics 2017-07-06 Vincent Bansaye , Sylvie Méléard

We study a stochastic lattice gas of particles undergoing asymmetric diffusion in two dimensions. Transitions between a low-density uniform phase and high-density non-uniform phases characterized by localized or extended structure are…

Condensed Matter · Physics 2009-10-22 Kwan-tai Leung

We have studied the iso-height lines on the $\mathrm{WO_3}$ surface as a physical candidate for conformally invariant curves. We have shown that these lines are conformally invariant with the same statistics of domain walls in the critical…

Statistical Mechanics · Physics 2009-11-13 A. A. Saberi , M. A. Rajabpour , S. Rouhani
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