相关论文: Persistence with Partial Survival

The persistence exponent $\theta_o$ for the simple diffusion equation ${\phi}_t({\it x},t) = \triangle \phi (x,t)$ , with random Gaussian initial condition {\color{red},} has been calculated exactly using a method known as selective…

In this paper, we present the detailed calculation of the persistence exponent $\theta$ for a nearly-Markovian Gaussian process $X(t)$, a problem initially introduced in [Phys. Rev. Lett. 77, 1420 (1996)], describing the probability that…

We obtain \theta_p(q) = 2\theta_s(q) for one-dimensional q-state ferromagnetic Potts models evolving under parallel dynamics at zero temperature from an initially disordered state, where \theta_p(q) is the persistence exponent for parallel…

We consider a particle diffusing in the y-direction, dy/dt=\eta(t), subject to a transverse shear flow in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We treat the class of models defined by f(y) = \pm…

The persistence properties of a set of random walkers obeying the A+B -> 0 reaction, with equal initial density of particles and homogeneous initial conditions, is studied using two definitions of persistence. The probability, P(t), that an…

We calculate the survival probability of a diffusing test particle in an environment of diffusing particles that undergo coagulation at rate lambda_c and annihilation at rate lambda_a. The test particle dies at rate lambda' on coming into…

We present a new method for extracting the persistence exponent theta for the diffusion equation, based on the distribution P of `sign-times'. With the aid of a numerically verified Ansatz for P we derive an exact formula for theta in…

Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…

We consider the d-dimensional diffusion equation for a field phi(x,t) with random initial condition, and observe that, when appropriately scaled, phi(0,t) is Gaussian and Markovian in the limit d->0. This leads via the Majumdar-Sire…

We calculate the survival probability P_S(t) up to time t of a tracer particle moving along a deterministic trajectory in a continuous d-dimensional space in the presence of diffusing but mutually noninteracting traps. In particular, for a…

With $\{\xi_i\}_{i\ge 0}$ being a centered stationary Gaussian sequence with non-negative correlation function $\rho(i):=\mathbb{E}[ \xi_0\xi_i]$ and $\{\sigma(i)\}_{i\ge 1}$ a sequence of positive reals, we study the asymptotics of the…

Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…

Motivated by infinite-dimensional ecological and biological models such as reaction-diffusion SPDEs and stochastic functional differential equations, we develop a general criteria for stochastic persistence (coexistence) in terms of an…

We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…

For many stochastic processes, the probability $S(t)$ of not-having reached a target in unbounded space up to time $t$ follows a slow algebraic decay at long times, $S(t)\sim S_0/t^\theta$. This is typically the case of symmetric compact…

We describe the topology of superlevel sets of ($\alpha$-stable) L\'evy processes X by introducing so-called stochastic $\zeta$-functions, which are defined in terms of the widely used $\text{Pers}_p$-functional in the theory of persistence…

We investigate a family of multiple-stable processes that may exhibit either long-range or short-range dependence, depending on the parameters. There are two parameters for the processes, the memory parameter $\beta\in(0,1)$ and the…

We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of…

We consider the persistence probability of a certain fractional Gaussian process $M^H$ that appears in the Mandelbrot-van Ness representation of fractional Brownian motion. This process is self-similar and smooth. We show that the…

We consider a stochastic differential equation of the form \[dX_t=\theta a(t,X_t)\,dt+\sigma_1(t,X_t)\sigma_2(t,Y_t)\,dW_t\] with multiplicative stochastic volatility, where $Y$ is some adapted stochastic process. We prove…