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This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…

概率论 · 数学 2014-05-02 Andreas Basse-O'Connor , Jan Rosinski

The dynamics of droplet fragmentation in turbulence is described in the Kolmogorov-Hinze framework. Yet, a quantitative theory is lacking at higher concentrations when strong interactions between the phases and coalescence become relevant,…

流体动力学 · 物理学 2023-01-09 Marco Crialesi-Esposito , Sergio Chibbaro , Luca Brandt

In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…

We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…

统计理论 · 数学 2007-11-19 V. Csiszár

Growth-fragmentation processes describe the evolution of systems of cells which grow continuously and fragment suddenly; they are used in models of cell division and protein polymerisation. Typically, we may expect that in the long run, the…

概率论 · 数学 2021-01-22 Jean Bertoin , Alexander Watson

We derive an exact expression for the probability density function of the cascade size (total progeny) in a continuous state branching process when the generations are Gamma distributed. The distribution has application in the modelling of…

概率论 · 数学 2013-04-16 James Burridge

Turbulence is characterized by the non-linear cascades of energy and other inviscid invariants across a huge range of scales, from where they are injected to where they are dissipated. Recently, new experimental, numerical and theoretical…

流体动力学 · 物理学 2018-10-10 A. Alexakis , L. Biferale

The class of random-cluster models is a unification of a variety of stochastic processes of significance for probability and statistical physics, including percolation, Ising, and Potts models; in addition, their study has impact on the…

概率论 · 数学 2007-05-23 Geoffrey Grimmett

In this article a collection of random self-similar fractal dendrites is constructed, and their Hausdorff dimension is calculated. Previous results determining this quantity for random self-similar structures have relied on geometrical…

概率论 · 数学 2012-10-23 David A. Croydon

Consider n unit intervals, say [1,2], [3,4], ..., [2n-1,2n]. Identify their endpoints in pairs at random, with all (2n-1)!! = (2n-1) (2n-3) ... 3 1 pairings being equally likely. The result is a collection of cycles of various lengths, and…

组合数学 · 数学 2007-05-23 Nicholas Pippenger

The problem of subgroups is ubiquitous in scientific research (ex. disease heterogeneity, spatial distributions in ecology...), and piecewise regression is one way to deal with this phenomenon. Morse-Smale regression offers a way to…

机器学习 · 统计学 2017-08-22 Colleen M. Farrelly

We consider a self-similar fragmentation process in which the generic particle of size $x$ is replaced at probability rate $x^\alpha$, by its offspring made of smaller particles, where $\alpha$ is some positive parameter. The total of…

概率论 · 数学 2007-05-23 Jean Bertoin , Alexander Gnedin

This paper analyses the turbulent energy cascade from the perspective of statistical mechanics, and relates inter-scale energy fluxes to statistical irreversibility and information-entropy production. The microscopical reversibility of the…

流体动力学 · 物理学 2021-04-07 Alberto Vela-Martin , Javier Jimenez

A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…

经典分析与常微分方程 · 数学 2007-05-23 J. B. Sanders , N. M. Temme

We investigate the local time $(T_{loc})$ statistics for a run and tumble particle in an one dimensional inhomogeneous medium. The inhomogeneity is introduced by considering the position dependent rate of the form $R(x) = \gamma…

统计力学 · 物理学 2021-04-26 Prashant Singh , Anupam Kundu

We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…

统计力学 · 物理学 2025-10-22 Raphael Chetrite , Stefano Marcantoni

We present an analytical approach to determining the expected cascade size in a broad range of dynamical models on the class of random networks with arbitrary degree distribution and nonzero clustering introduced in [M.E.J. Newman, Phys.…

物理与社会 · 物理学 2013-06-06 Adam Hackett , Sergey Melnik , James P. Gleeson

Two models of binary fragmentation are introduced in which a time dependent transition size produces two regions of fragment sizes above and below the transition size. In the models we consider a fixed rate of fragmentation for the largest…

统计力学 · 物理学 2009-10-31 Z. Tavassoli , A. Esmaeilnia Shirvani

In this article, we discuss probability of inhomogeneous time in high or low energy scale of physics. Consequently, the possibility was investigated of using theories such as varying speed of light (VSL) and fractal mathematics to build a…

广义相对论与量子宇宙学 · 物理学 2014-05-09 S. Davood Sadatian

A method is described for predicting statistical properties of turbulence. Collections of Fourier amplitudes are represented by nonuniformly spaced modes with enhanced coupling coefficients. The statistics of the full dynamics can be…

chao-dyn · 物理学 2009-10-31 John C. Bowman , B. A. Shadwick , P. J. Morrison