Pair correlation functions and limiting distributions of iterated cluster point processes

We consider a Markov chain of point processes such that each state is a super position of an independent cluster process with the previous state as its centre process together with some independent noise process. The model extends earlier work by Felsenstein and Shimatani describing a reproducing population. We discuss when closed term expressions of the first and second order moments are available for a given state. In a special case it is known that the pair correlation function for these type of point processes converges as the Markov chain progresses, but it has not been shown whether the Markov chain has an equilibrium distribution with this, particular, pair correlation function and how it may be constructed. Assuming the same reproducing system, we construct an equilibrium distribution by a coupling argument

Recent advances in directional statistics

Mainstream statistical methodology is generally applicable to data observed in Euclidean space. There are, however, numerous contexts of considerable scientific interest in which the natural supports for the data under consideration are Riemannian manifolds like the unit circle, torus, sphere and their extensions. Typically, such data can be represented using one or more directions, and directional statistics is the branch of statistics that deals with their analysis. In this paper we provide a review of the many recent developments in the field since the publication of Mardia and Jupp (1999), still the most comprehensive text on directional statistics. Many of those developments have been stimulated by interesting applications in fields as diverse as astronomy, medicine, genetics, neurology, aeronautics, acoustics, image analysis, text mining, environmetrics, and machine learning. We begin by considering developments for the exploratory analysis of directional data before progressing to distributional models, general approaches to inference, hypothesis testing, regression, nonparametric curve estimation, methods for dimension reduction, classification and clustering, and the modelling of time series, spatial and spatio-temporal data. An overview of currently available software for analysing directional data is also provided, and potential future developments discussed.Comment: 61 page

Averaging approach to phase coherence of uncoupled limit-cycle oscillators receiving common random impulses

Populations of uncoupled limit-cycle oscillators receiving common random impulses show various types of phase-coherent states, which are characterized by the distribution of phase differences between pairs of oscillators. We develop a theory to predict the stationary distribution of pairwise phase difference from the phase response curve, which quantitatively encapsulates the oscillator dynamics, via averaging of the Frobenius-Perron equation describing the impulse-driven oscillators. The validity of our theory is confirmed by direct numerical simulations using the FitzHugh-Nagumo neural oscillator receiving common Poisson impulses as an example

Modifying continuous-time random walks to model finite-size particle diffusion in granular porous media

The continuous-time random walk (CTRW) model is useful for alleviating the computational burden of simulating diffusion in actual media. In principle, isotropic CTRW only requires knowledge of the step-size, $P_l$, and waiting-time, $P_t$, distributions of the random walk in the medium and it then generates presumably equivalent walks in free space, which are much faster. Here we test the usefulness of CTRW to modelling diffusion of finite-size particles in porous medium generated by loose granular packs. This is done by first simulating the diffusion process in a model porous medium of mean coordination number, which corresponds to marginal rigidity (the loosest possible structure), computing the resulting distributions $P_l$ and $P_t$ as functions of the particle size, and then using these as input for a free space CTRW. The CTRW walks are then compared to the ones simulated in the actual media. In particular, we study the normal-to-anomalous transition of the diffusion as a function of increasing particle size. We find that, given the same $P_l$ and $P_t$ for the simulation and the CTRW, the latter predicts incorrectly the size at which the transition occurs. We show that the discrepancy is related to the dependence of the effective connectivity of the porous media on the diffusing particle size, which is not captured simply by these distributions. We propose a correcting modification to the CTRW model -- adding anisotropy -- and show that it yields good agreement with the simulated diffusion process. We also present a method to obtain $P_l$ and $P_t$ directly from the porous sample, without having to simulate an actual diffusion process. This extends the use of CTRW, with all its advantages, to modelling diffusion processes of finite-size particles in such confined geometries.Comment: 9 pages, 7 figure

Semi-Markov representations of some stochastic point processes

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The random geometry of equilibrium phases

This is a (long) survey about applications of percolation theory in equilibrium statistical mechanics. The chapters are as follows: 1. Introduction 2. Equilibrium phases 3. Some models 4. Coupling and stochastic domination 5. Percolation 6. Random-cluster representations 7. Uniqueness and exponential mixing from non-percolation 8. Phase transition and percolation 9. Random interactions 10. Continuum modelsComment: 118 pages. Addresses: [email protected] http://www.mathematik.uni-muenchen.de/~georgii.html [email protected] http://www.math.chalmers.se/~olleh [email protected]