Related papers: Different Aspects of a Model for Random Fragmentat…
The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…
In this paper, a time series model with coefficients that take values from random matrix ensembles is proposed. Formal definitions, theoretical solutions, and statistical properties are derived. Estimation and forecast methodologies for…
We study the statistical mechanics of a model describing the coevolution of species interacting in a random way. We find that at high competition replica symmetry is broken. We solve the model in the approximation of one step replica…
Fracture processes in heterogeneous materials comprise a large number of disordered spatial degrees of freedom, representing the dynamical state of a sample over the entire domain of interest. This complexity is usually modeled directly,…
We consider branching process evolving in i.i.d. random environment. It is assumed that the process is intermediately subcritical. We investigate the initial stage of the evolution of the process given its survival for a long time.
Probabilistic model checking is an approach to the formal modelling and analysis of stochastic systems. Over the past twenty five years, the number of different formalisms and techniques developed in this field has grown considerably, as…
Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money. In this article we discuss some aspects of random shifting…
This paper explores the connection between dynamical system properties and statistical physics of ensembles of such systems. Simple models are used to give novel phase transitions; particularly for finite N particle systems with many…
This is a brief review, in relatively non-technical terms, of recent advances in the theory of random field geometry. These advances have provided a collection of explicit new formulae describing mean values of a variety of geometric…
We study a fragmentation problem where an initial object of size x is broken into m random pieces provided x>x_0 where x_0 is an atomic cut-off. Subsequently the fragmentation process continues for each of those daughter pieces whose sizes…
As an alternative to the paradigmatic fragmentation problem of a single object crushed into a great number of pieces, we survey a large collection of identical bodies, each one randomly split into two fragments only. While some key features…
This is the second component of a two-part paper dealing with a unification of characteristic mode decomposition. This second part addresses modal tracking and losses and presents several numerical examples for both surface- and…
Statistical properties of evolving random graphs are analyzed using kinetic theory. Treating the linking process dynamically, structural characteristics such as links, paths, cycles, and components are obtained analytically using the rate…
The tomographic map of quantum state of a system with several degrees of freedom which depends on one random variable, analogous to center of mass considered in rotated and scaled reference frame in the phase space, is constructed. Time…
This contribution derives from a rather extensive study on the foundations of probability. We start by discussing critically the two main models of the random event in Probability Theroy and cast light over a number of incongruities. We…
Random shapes arise naturally in many contexts. The topological and geometric structure of such objects is interesting for its own sake, and also for applications. In physics, for example, such objects arise naturally in quantum gravity, in…
We propose a stochastic model of a fragmentation process, developed by taking into account fragment lifetime as a function of their size based on the Gibrat process. If lifetime is determined by a power function of fragment size, numerical…
We develop a parameter-free model for the fragmentation of drops colliding off-center. The prediction is excellent over a wide range of liquid properties. The so-called stretching separation is attributed to the extension of the merged drop…
The aim of this paper is to describe a population model with transition. We analyze the spectral properties of the transition matrix considering both irreducible and reducible structures. We give physical interpretations of these properties…
When dealing with evolving or multi-dimensional complex systems, network theory provides with elegant ways of describing their constituting components, through respectively time-varying and multi-layer complex networks. Nevertheless, the…