相关论文: Stable Distributions in Stochastic Fragmentation

We use extreme value statistics to study the dynamics of coarsening in aggregation-fragmentation models which form condensates in the steady state. The dynamics is dominated by the formation of local condensates on a coarsening length scale…

We describe a new phenomenon in models of coalescence and fragmentation, that of gel-shatter cycles. These are dynamical, unforced, stochastic cycles in which slow, approximately deterministic coalescence up to and beyond gelation is…

Light propagation through turbulence produces speckles, whose ensemble behavior is typically characterized by snapshot intensity statistics. Here, we track the spatiotemporal evolution of individual speckles and quantify fragmentation,…

We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…

The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…

The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…

We shift the perspective on the interval fragmentation problem from division points to division spacings. This leads to a proof that is both simpler and stronger, establishing limiting distributions for partition points and spacings and,…

Dilative semistability extends the notion of semi-selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. It is shown that this scaling relation is a natural extension…

Diffusion on a T fractal lattice under the influence of topological biasing fields is studied by finite size scaling methods. This allows to avoid proliferation and singularities which would arise in a renormalization group approach on…

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…

In some fields of applications of stable distributions, especially in economics, it appears, that data have distributions similar to stable in a large region, but do not have such heavy tails. Our aim in this note is to propose several…

We consider a class of biologically-motivated stochastic processes in which a unicellular organism divides its resources (volume or damaged proteins, in particular) symmetrically or asymmetrically between its progeny. Assuming the final…

We study a random fragmentation process and its associated random tree. The process has earlier been studied by Dean and Majumdar (J. Phys. A: Math. Gen., vol. 35, L501--L507), who found a phase transition: the number of fragmentations is…

We consider five different peer-to-peer file sharing systems with two chunks, with the aim of finding chunk selection algorithms that have provably stable performance with any input rate and assuming non-altruistic peers who leave the…

We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…

We consider a stochastic version of the point vortex system, in which the fluid velocity advects single vortices intermittently for small random times. Such system converges to the deterministic point vortex dynamics as the rate at which…

We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

We are interested in the large time behavior of the solutions to the growth-fragmentation equation. We work in the space of integrable functions weighted with the principal dual eigenfunction of the growth-fragmentation operator. This space…