Halo abundances and counts-in-cells: The excursion set approach with correlated steps

The Excursion Set approach has been used to make predictions for a number of interesting quantities in studies of nonlinear hierarchical clustering. These include the halo mass function, halo merger rates, halo formation times and masses, halo clustering, analogous quantities for voids, and the distribution of dark matter counts in randomly placed cells. The approach assumes that all these quantities can be mapped to problems involving the first crossing distribution of a suitably chosen barrier by random walks. Most analytic expressions for these distributions ignore the fact that, although different k-modes in the initial Gaussian field are uncorrelated, this is not true in real space: the values of the density field at a given spatial position, when smoothed on different real-space scales, are correlated in a nontrivial way. As a result, the problem is to estimate first crossing distribution by random walks having correlated rather than uncorrelated steps. In 1990, Peacock & Heavens presented a simple approximation for the first crossing distribution of a single barrier of constant height by walks with correlated steps. We show that their approximation can be thought of as a correction to the distribution associated with what we call smooth completely correlated walks. We then use this insight to extend their approach to treat moving barriers, as well as walks that are constrained to pass through a certain point before crossing the barrier. For the latter, we show that a simple rescaling, inspired by bivariate Gaussian statistics, of the unconditional first crossing distribution, accurately describes the conditional distribution, independently of the choice of analytical prescription for the former. In all cases, comparison with Monte-Carlo solutions of the problem shows reasonably good agreement. (Abridged)Comment: 14 pages, 9 figures; v2 -- revised version with explicit demonstration that the original conclusions hold for LCDM, expanded discussion on stochasticity of barrier. Accepted in MNRA

Analytic crossing probabilities for certain barriers by Brownian motion

We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval $[0,T]$ via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class of barriers on $[0,T]$ by proving a Schwartz distribution version of the method of images. Analytic expressions for crossing probabilities and related densities are given for new explicit and semi-explicit barriers.Comment: Published in at http://dx.doi.org/10.1214/07-AAP488 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

The excursion set approach in non-Gaussian random fields

Insight into a number of interesting questions in cosmology can be obtained from the first crossing distributions of physically motivated barriers by random walks with correlated steps. We write the first crossing distribution as a formal series, ordered by the number of times a walk upcrosses the barrier. Since the fraction of walks with many upcrossings is negligible if the walk has not taken many steps, the leading order term in this series is the most relevant for understanding the massive objects of most interest in cosmology. This first term only requires knowledge of the bivariate distribution of the walk height and slope, and provides an excellent approximation to the first crossing distribution for all barriers and smoothing filters of current interest. We show that this simplicity survives when extending the approach to the case of non-Gaussian random fields. For non-Gaussian fields which are obtained by deterministic transformations of a Gaussian, the first crossing distribution is simply related to that for Gaussian walks crossing a suitably rescaled barrier. Our analysis shows that this is a useful way to think of the generic case as well. Although our study is motivated by the possibility that the primordial fluctuation field was non-Gaussian, our results are general. In particular, they do not assume the non-Gaussianity is small, so they may be viewed as the solution to an excursion set analysis of the late-time, nonlinear fluctuation field rather than the initial one. They are also useful for models in which the barrier height is determined by quantities other than the initial density, since most other physically motivated variables (such as the shear) are usually stochastic and non-Gaussian. We use the Lognormal transformation to illustrate some of our arguments.Comment: 14 pages, new sections and figures describing new results, discussion and references adde

Stochastic bias in multi-dimensional excursion set approaches

We describe a simple fully analytic model of the excursion set approach associated with two Gaussian random walks: the first walk represents the initial overdensity around a protohalo, and the second is a crude way of allowing for other factors which might influence halo formation. This model is richer than that based on a single walk, because it yields a distribution of heights at first crossing. We provide explicit expressions for the unconditional first crossing distribution which is usually used to model the halo mass function, the progenitor distributions, and the conditional distributions from which correlations with environment are usually estimated. These latter exhibit perhaps the simplest form of what is often called nonlocal bias, and which we prefer to call stochastic bias, since the new bias effects arise from `hidden-variables' other than density, but these may still be defined locally. We provide explicit expressions for these new bias factors. We also provide formulae for the distribution of heights at first crossing in the unconditional and conditional cases. In contrast to the first crossing distribution, these are exact, even for moving barriers, and for walks with correlated steps. The conditional distributions yield predictions for the distribution of halo concentrations at fixed mass and formation redshift. They also exhibit assembly bias like effects, even when the steps in the walks themselves are uncorrelated. Finally, we show how the predictions are modified if we add the requirement that halos form around peaks: these depend on whether the peaks constraint is applied to a combination of the overdensity and the other variable, or to the overdensity alone. Our results demonstrate the power of requiring models to reproduce not just halo counts but the distribution of overdensities at fixed protohalo mass as well.Comment: 9 pages, 5 figures, submitted to MNRA

Forming peculiarities and manifestation of tectonic faults in soft rocks

Features of distribution of tectonic structures in soft rocks confirm the presence of horizontal tectonic forces in the formation of faults and are based on the manifestation of their morphological features. Linear dependences of the amplitude on the length of tectonic dislocation in the area of wedging were obtained as a result of mathematical processing of the experimental data. Actual position of the crossing lines of fault plane with the seam were considered while studying the distribution of co-fault fracturing. Analysis of the data confirms that the distribution of faulting has an undulating character. Analysis of observations showed that the deviation of the crossing line of fault plane with the seam from the middle line is subject to the normal law of random variable distribution. Thus, the studies and the obtained results allow planning mining operations assessing the utility while developing fault areas

Forming peculiarities and manifestation of tectonic faults in soft rocks

Features of distribution of tectonic structures in soft rocks confirm the presence of horizontal tectonic forces in the formation of faults and are based on the manifestation of their morphological features. Linear dependences of the amplitude on the length of tectonic dislocation in the area of wedging were obtained as a result of mathematical processing of the experimental data. Actual position of the crossing lines of fault plane with the seam were considered while studying the distribution of co-fault fracturing. Analysis of the data confirms that the distribution of faulting has an undulating character. Analysis of observations showed that the deviation of the crossing line of fault plane with the seam from the middle line is subject to the normal law of random variable distribution. Thus, the studies and the obtained results allow planning mining operations assessing the utility while developing fault areas