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We introduce and study a dynamic transport model exhibiting Self-Organized Criticality. The novel concepts of our model are the probabilistic propagation of activity and unbiased random repartition of energy among the active site and its…

adap-org · 物理学 2015-06-24 Sergei Maslov , Yi-Cheng Zhang

We study diffusion-controlled single-species annihilation with sparse initial conditions. In this random process, particles undergo Brownian motion, and when two particles meet, both disappear. We focus on sparse initial conditions where…

统计力学 · 物理学 2016-11-23 E. Ben-Naim , P. L. Krapivsky

In this article we obtain uniform estimates on the absorption of Brownian motion by porous interfaces surrounding a compact set. An important ingredient is the construction of certain resonance sets, which are hard to avoid for Brownian…

概率论 · 数学 2020-07-08 Maximilian Nitzschner , Alain-Sol Sznitman

We consider an i.i.d. supercritical bond percolation on Z^d , every edge is open with a probability p > p\_c (d), where p\_c (d) denotes the critical parameter for this percolation. We know that there exists almost surely a unique infinite…

概率论 · 数学 2019-01-01 Barbara Dembin

Probabilistic models of directed polymers in random environment have received considerable attention in recent years. Much of this attention has focused on integrable models. In this paper, we introduce some new computational tools that do…

概率论 · 数学 2021-06-08 Erik Bates , Sourav Chatterjee

Discrete diffusion models have emerged as powerful frameworks for generating structured categorical data. However, efficiently sampling from reward-tilted distributions remains a fundamental challenge. While Twisted Sequential Monte Carlo…

机器学习 · 计算机科学 2026-05-25 Jaihoon Kim , Taehoon Yoon , Prin Phunyaphibarn , Seungjun Kim , Morteza Mardani , Minhyuk Sung

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

统计力学 · 物理学 2019-04-03 Alexander H O Wada , Alex Warhover , Thomas Vojta

Diffusion through semipermeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular…

统计力学 · 物理学 2023-01-11 Paul C Bressloff

The average number $S_N(t)$ of distinct sites visited up to time t by N noninteracting random walkers all starting from the same origin in a disordered fractal is considered. This quantity $S_N(t)$ is the result of a double average: an…

统计力学 · 物理学 2007-05-23 L. Acedo , S. B. Yuste

We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to…

概率论 · 数学 2015-11-30 F. C. Klebaner , A. V. Logachov , A. A. Mogulski

In this paper we develop an encounter-based model of reaction-subdiffusion in a domain $\Omega$ with a partially absorbing interior trap $\calU\subset \Omega$. We assume that the particle can freely enter and exit $\calU$, but is only…

统计力学 · 物理学 2023-03-21 Paul C Bressloff

In line with Pomeau's conjecture about the relevance of directed percolation (DP) to turbulence onset/decay in wall-bounded flows, we propose a minimal stochastic model dedicated to the interpretation of the spatially intermittent regimes…

流体动力学 · 物理学 2020-12-18 Paul Manneville , Masaki Shimizu

We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal…

统计力学 · 物理学 2022-11-01 Debraj Das , Luca Giuggioli

With the aim of generalizing histogram statistics to higher dimensional cases, density estimation via discrepancy based sequential partition (DSP) has been proposed to learn an adaptive piecewise constant approximation defined on a binary…

机器学习 · 统计学 2025-12-23 Zhengyang Lei , Lirong Qu , Sihong Shao , Yunfeng Xiong

We consider the simple random walk on the infinite cluster of a general class of percolation models on $\mathbb{Z}^d$, $d\geq 3$, including Bernoulli percolation as well as models with strong, algebraically decaying correlations. For almost…

概率论 · 数学 2026-02-25 Alberto Chiarini , Zhizhou Liu , Maximilian Nitzschner

The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…

统计力学 · 物理学 2009-11-07 Eli Barkai

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

概率论 · 数学 2025-07-08 Viet Hung Hoang , Kilian Raschel

We consider dynamical percolation on the $d$-dimensional discrete torus of side length $n$, $\mathbb{Z}_n^d$, where each edge refreshes its status at rate $\mu=\mu_n\le 1/2$ to be open with probability $p$. We study random walk on the…

概率论 · 数学 2017-07-25 Yuval Peres , Perla Sousi , Jeffrey E. Steif

We introduce a three-dimensional model for jamming and glasses, and prove that the fraction of frozen particles is discontinuous at the directed-percolation critical density. In agreement with the accepted scenario for jamming- and…

统计力学 · 物理学 2014-05-02 Antina Ghosh , Eial Teomy , Yair Shokef

Fractal percolation has been introduced by Mandelbrot in 1974. We study the two-dimensional case, with integer subdivision index M and survival probability p. It is well known that there exists a non-trivial critical value p_c(M) such that…

概率论 · 数学 2016-09-23 Henk Don