Related papers: A class of spatio-temporal and causal stochastic p…
We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…
The height fluctuations of the models in the KPZ class are expected to converge to a universal process. The spatial process at equal time is known to converge to the Airy process or its variations. However, the temporal process, or more…
We characterize completely the Gneiting class of space-time covariance functions and give more relaxed conditions on the involved functions. We then show necessary conditions for the construction of compactly supported functions of the…
The field-driven magnetisation reversal processes in disordered systems exhibit a collective behaviour that is manifested in the scale-invariance of avalanches, closely related to underlying dynamical mechanisms. Using the multifractal time…
We explore in stochastic gravity theory whether non-Gaussian noises from the higher order correlation functions of the stress tensor for quantum matter fields when back-reacting on the spacetime may reveal hints of multi-scale structures.…
We study a one dimensional model of gravitational instability in an Einstein-de Sitter universe. Scaling in both space and time results in an autonomous set of coupled Poisson-Vlasov equations for the field and phase space density, and the…
This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…
We review recent theoretical progress and observational constraints on multifractional spacetimes, geometries that change with the probed scale. On the theoretical side, the basic structure of the Standard Model and of the gravitational…
Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…
Scaling analysis of seismicity in the space-time-magnitude domain very often starts from the relation N(m,L)=a(L)*10**(-bm)*L**c for the rate of seismic events of magnitude M>m in an area of size L. There are some evidences in favor of…
We introduce a probabilistic generative model for disentangling spatio-temporal disease trajectories from series of high-dimensional brain images. The model is based on spatio-temporal matrix factorization, where inference on the sources is…
We review in this paper the use of the theory of scale relativity and fractal space-time as a tool particularly well adapted to the possible development of a future genuine theoretical systems biology. We emphasize in particular the concept…
The semiclassical Einstein-Langevin equations which describe the dynamics of stochastic perturbations of the metric induced by quantum stress-energy fluctuations of matter fields in a given state are considered on the background of the…
The Kraichnan rapid advection model is recast as the stochastic dynamics of tracer trajectories. This framework replaces the random fields with a small set of stochastic ordinary differential equations. Multiscaling of correlation functions…
The spacetime discreteness of causal set theory has enabled the formulation of novel spacetime dynamics. In these so-called "growth" dynamics, a causal set spacetime is generated probabilistically by means of a random walk on certain tree…
Spatial and spatiotemporal volatility models are a class of models designed to capture spatial dependence in the volatility of spatial and spatiotemporal data. Spatial dependence in the volatility may arise due to spatial spillovers among…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…
We adapt the classical definition of locally stationary processes in discrete-time to the continuous-time setting and obtain equivalent representations in the time and frequency domain. From this, a unique time-varying spectral density is…
We exactly calculate two-point spatial correlation functions in steady state in a broad class of conserved-mass transport processes, which are governed by chipping, diffusion and coalescence of masses. We find that the spatial correlations…