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We describe two classes of Gaussian self-similar random fields: with strictly stationary rectangular increments and with mild stationary rectangular increments. We find explicit spectral and moving average representations for the fields…

Probability · Mathematics 2019-04-02 Vitalii Makogin , Yuliya Mishura

We study here a standard next-nearest-neighbor (NNN) model of ballistic growth on one- and two-dimensional substrates focusing our analysis on the probability distribution function $P(M,L)$ of the number $M$ of maximal points (i.e., local…

Statistical Mechanics · Physics 2007-05-23 F. Hivert , S. Nechaev , G. Oshanin , O. Vasilyev

The statistical distribution of levels of an integrable system is claimed to be a Poisson distribution. In this paper, we numerically generate an ensemble of N dimensional random diagonal matrices as a model for regular systems. We evaluate…

Exactly Solvable and Integrable Systems · Physics 2011-09-27 A. A. Abul-Magd , A. Y. Abul-Magd

A single permutation, seen as union of disjoint cycles, represents a regular graph of degree two. Consider $d$ many independent random permutations and superimpose their graph structures. It is a common model of a random regular (multi-)…

Probability · Mathematics 2014-12-30 Shirshendu Ganguly , Soumik Pal

We present a simple yet rigorous approach to the determination of the spectral dimension of random trees, based on the study of the massless limit of the Gaussian model on such trees. As a byproduct, we obtain evidence in favor of a new…

Condensed Matter · Physics 2008-11-26 C. Destri , L. Donetti

We consider the multi-time correlation and covariance structure of a random surface growth with a wall introduced in arXiv:0904.2607. It is shown that the correlation functions associated with the model along space-like paths have…

Probability · Mathematics 2022-03-31 Zhengye Zhou

In Puplinskaite and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields $X$ on $\mathbb{Z}^2$ in terms of partial sums limits, or scaling limits, of $X$ over rectangles whose sides grow at possibly…

Statistics Theory · Mathematics 2014-12-09 Donata Puplinskaite , Donatas Surgailis

Many stochastic complex systems are characterized by the fact that their configuration space doesn't grow exponentially as a function of the degrees of freedom. The use of scaling expansions is a natural way to measure the asymptotic growth…

Statistical Mechanics · Physics 2020-04-15 Jan Korbel , Rudolf Hanel , Stefan Thurner

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

In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…

Mathematical Physics · Physics 2011-04-06 Patrik L. Ferrari , René Frings

Many real phenomena may be modelled as locally finite unions of $d$-dimensional time dependent random closed sets in $\mathbb{R}^d$, described by birth-and-growth stochastic processes, so that their mean volume and surface densities, as…

Probability · Mathematics 2008-05-06 Elena Villa

We present a random matrix interpretation of the distribution functions which have appeared in the study of the one-dimensional polynuclear growth (PNG) model with external sources. It is shown that the distribution, GOE$^2$, which is…

Mathematical Physics · Physics 2007-05-23 T. Imamura , T. Sasamoto

We discuss a general growth curve including several parameters, whose choice leads to a variety of models including the classical cases of Malthusian, Richards, Gompertz, Logistic and some their generalizations. The advantage is to obtain a…

Statistical Mechanics · Physics 2024-02-05 G. Albano , V. Giorno , P. Román-Román , F. Torres-Ruiz

We prove that all 'gradient span algorithms' have asymptotically deterministic behavior on scaled Gaussian random functions as the dimension tends to infinity. In particular, this result explains the counterintuitive phenomenon that…

Machine Learning · Statistics 2024-10-15 Felix Benning , Leif Döring

During training, weight matrices in machine learning architectures are updated using stochastic gradient descent or variations thereof. In this contribution we employ concepts of random matrix theory to analyse the resulting stochastic…

Disordered Systems and Neural Networks · Physics 2024-11-22 Gert Aarts , Ouraman Hajizadeh , Biagio Lucini , Chanju Park

With large-scale Monte Carlo simulations, we investigate the nonsteady relaxation at the dynamic depinning transition in the two-dimensional Gaussian random-field Ising model. The dynamic scaling behavior is carefully analyzed, and the…

Statistical Mechanics · Physics 2023-06-21 Xiaohui Qian , Gaotian Yu , Nengji Zhou

We consider the polynuclear growth (PNG) model in 1+1 dimension with flat initial condition and no extra constraints. The joint distributions of surface height at finitely many points at a fixed time moment are given as marginals of a…

Mathematical Physics · Physics 2010-03-09 Alexei Borodin , Patrik L. Ferrari , Tomohiro Sasamoto

Stochastic motion of a point -- known as Brownian motion -- has many successful applications in science, thanks to its scale invariance and consequent universal features such as Gaussian fluctuations. In contrast, the stochastic motion of a…

Statistical Mechanics · Physics 2011-08-11 Kazumasa A. Takeuchi , Masaki Sano , Tomohiro Sasamoto , Herbert Spohn

We introduce a simple geometric model which describes the kinetics of fragmentation of d-dimensional objects. In one dimension our model coincides with the random scission model and show a simple scaling behavior in the long-time limit. For…

Condensed Matter · Physics 2009-10-22 P. L. Krapivsky , E. Ben-Naim

We generalize the diffusion-limited aggregation by issuing many randomly-walking particles, which stick to a cluster at the discrete time unit providing its growth. Using simple combinatorial arguments we determine probabilities of…

Statistical Mechanics · Physics 2017-05-24 Oleg Alekseev , Mark Mineev-Weinstein