相关论文: Sticky dispersion on the complete graph: a kinetic…

We develop a new thermodynamic formalism to investigate the transient behaviour of maps on the real line which are skew-periodic $\mathbb{Z}$-extensions of expanding interval maps. Our main focus lies in the dimensional analysis of the…

We develop diffusion models for time-varying correlation using stochastic processes defined on the unit circle. Specifically, we study Brownian motion on the circle and the von Mises diffusion, and propose their use as continuous-time…

Models for heteroskedastic data are relevant in a wide variety of applications ranging from financial time series to environmental statistics. However, the topic of modeling the variance function conditionally has not seen near as much…

This paper introduces a novel approach to investigate the dynamics of state distributions, which accommodate both cross-sectional distributions of repeated panels and intra-period distributions of a time series observed at high frequency.…

We introduce a mean-field framework for the study of systems of interacting particles sharing a conserved quantity. The work generalises and unites the existing fields of asset-exchange models, often applied to socio-economic systems, and…

The kinetic field theory is developed without assumptions of statistical homogeneity and isotropy. In a solvable toy model with short-ranged interactions, we compare first-order perturbation theory to an iterated mean-field approximation…

The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…

The notion of drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time. Albeit many attempts were made to deal with drift, formal notions of drift are application-dependent and…

The physical properties of granular materials have been extensively studied in recent years. So far, however, there exists no theoretical framework which can explain the observations in a unified manner beyond the phenomenological jamming…

We study the effects of $\delta$-function periodic kicks on the Floquet energy-momentum dispersion in graphene. We find that a rich variety of dispersions can appear depending on the parameters of the kicking: at certain points in the…

A continuum model for low-energy physisorption on a membrane under tension is proposed and studied with variational mean-field theory. A discontinuous change in the energy-dependent sticking coefficient is predicted under certain…

The behaviour of many dynamic real phenomena shows different phases, with each one following a sigmoidal type pattern. This requires studying sigmoidal curves with more than one inflection point. In this work, a diffusion process is…

Recent years have seen a rise in the development of representational learning methods for graph data. Most of these methods, however, focus on node-level representation learning at various scales (e.g., microscopic, mesoscopic, and…

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

A new complete invariant for acyclic graphs is presented

Despite extensive studies on either smooth granular-fluid flow or the solid-like deformation at the slow limit, the change between these two extremes remains largely unexplored. By systematically investigating the fluctuations of tightly…

We propose a simple phenomenological modification, a Gaussian screening, of the probability distribution function which was obtained by Beck to explain experimentally measured distribution from fully developed fluid turbulence, within the…

We propose a new financial model, the stochastic volatility model with sticky drawdown and drawup processes (SVSDU model), which enables us to capture the features of winning and losing streaks that are common across financial markets but…

Using a high-speed camera, we follow the propagation of the detachment front during the peeling of an adhesive tape from a flat surface. In a given range of peeling velocity, this front displays a multiscale unstable dynamics, entangling…