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We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…

统计方法学 · 统计学 2025-09-25 Andrea Nigri , Marco Forti , Han Lin Shang

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

统计力学 · 物理学 2017-10-13 Erik Aurell , Stefano Bo

We propose a new model that describes the dynamics of epidemic spreading on connected graphs. Our model consists in a PDE-ODE system where at each vertex of the graph we have a standard SIR model and connexions between vertices are given by…

偏微分方程分析 · 数学 2020-11-25 Christophe Besse , Grégory Faye

A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…

统计力学 · 物理学 2018-04-05 Niels Buhl

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

概率论 · 数学 2016-10-23 Mark Freidlin , Leonid Koralov

We introduce a novel method, called Dispersion Entropy for Graph Signals, $DE_G$, as a powerful tool for analysing the irregularity of signals defined on graphs. We demonstrate the effectiveness of $DE_G$ in detecting changes in the…

组合数学 · 数学 2023-04-03 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

概率论 · 数学 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…

统计理论 · 数学 2024-10-01 Ramkrishna Jyoti Samanta

We study the mean-field limit of an elasto-plastic model introduced to describe the yielding transition of athermally and quasi-statically sheared amorphous solids. We focus on the sample-to-sample fluctuations, which we characterize…

无序系统与神经网络 · 物理学 2022-10-12 Saverio Rossi , Gilles Tarjus

A Particle Tracking Velocimetry experiment has been performed in a turbulent flow at intermediate Reynolds number. We present experimentally obtained stretching rates for particle pairs in the inertial range. When compensated by a…

流体动力学 · 物理学 2007-05-23 J. Berg , B. Luthi , S. Ott , J. Mann

This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…

概率论 · 数学 2021-06-24 Sarath Yasodharan , Rajesh Sundaresan

The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…

统计方法学 · 统计学 2014-06-18 Johan Segers

The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…

统计力学 · 物理学 2019-11-13 Paul E. Lammert

Building on B.Park and Vondrak's recent generalization of the J.Park-Pham Theorem (formerly known as Kahn-Kalai conjecture) to non-uniform probability measures, this paper introduces the notion of "spread" for the non-uniform setting. This…

组合数学 · 数学 2026-03-17 Thinula De Silva , Pu Gao

We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…

统计力学 · 物理学 2009-11-13 O. Benichou , J. Desbois

The out of equilibrium dynamics of finite dimensional spin glasses is considered from a point of view going beyond the standard `mean-field theory' versus `droplet picture' debate of the last decades. The main predictions of both theories…

统计力学 · 物理学 2009-11-07 Alain Barrat , Ludovic Berthier

Physical systems with complex unsteady dynamics, such as fluid flows, are often poorly represented by a single mean solution. For many practical applications, it is crucial to access the full distribution of possible states, from which…

计算物理 · 物理学 2025-04-07 Mario Lino , Tobias Pfaff , Nils Thuerey

In this article we propose to extend the model of simulation of dispersions in turning based on the geometrical specifications. Our study is articulated around two trends of development: the first trend relates to the geometrical model. The…

综合物理 · 物理学 2008-12-18 Arnaud Lefebvre , Valery Wolff

A phase-field approach describing the dynamics of a strained solid in contact with its melt is developed. By rigorous asymptotic analysis we show that the sharp-interface limit of this model recovers the continuum model equations for the…

统计力学 · 物理学 2007-05-23 Klaus Kassner , Chaouqi Misbah , Judith Mueller , Jens Kappey , Peter Kohlert

The behavior of a family of mean-field glass models is reviewed. The models are analyzed by means of a Langevin-based approach to the dynamics and a Replica theory computation of the thermodynamics. We focus on the phase diagram of a…

无序系统与神经网络 · 物理学 2009-04-23 Luca Leuzzi