Exit times in non-Markovian drifting continuous-time random walk processes

By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show that when drift and jumps have the same sign the relevant integral equations can be solved in closed form. The case when holding times have the classical Erlang distribution is considered in detail.Comment: 9 pages, 3 color plots, two-column revtex 4; new Appendix and references adde

Stochastic Chemical Reactions in Micro-domains

Traditional chemical kinetics may be inappropriate to describe chemical reactions in micro-domains involving only a small number of substrate and reactant molecules. Starting with the stochastic dynamics of the molecules, we derive a master-diffusion equation for the joint probability density of a mobile reactant and the number of bound substrate in a confined domain. We use the equation to calculate the fluctuations in the number of bound substrate molecules as a function of initial reactant distribution. A second model is presented based on a Markov description of the binding and unbinding and on the mean first passage time of a molecule to a small portion of the boundary. These models can be used for the description of noise due to gating of ionic channels by random binding and unbinding of ligands in biological sensor cells, such as olfactory cilia, photo-receptors, hair cells in the cochlea.Comment: 33 pages, Journal Chemical Physic

Random trees between two walls: Exact partition function

We derive the exact partition function for a discrete model of random trees embedded in a one-dimensional space. These trees have vertices labeled by integers representing their position in the target space, with the SOS constraint that adjacent vertices have labels differing by +1 or -1. A non-trivial partition function is obtained whenever the target space is bounded by walls. We concentrate on the two cases where the target space is (i) the half-line bounded by a wall at the origin or (ii) a segment bounded by two walls at a finite distance. The general solution has a soliton-like structure involving elliptic functions. We derive the corresponding continuum scaling limit which takes the remarkable form of the Weierstrass p-function with constrained periods. These results are used to analyze the probability for an evolving population spreading in one dimension to attain the boundary of a given domain with the geometry of the target (i) or (ii). They also translate, via suitable bijections, into generating functions for bounded planar graphs.Comment: 25 pages, 7 figures, tex, harvmac, epsf; accepted version; main modifications in Sect. 5-6 and conclusio

Analytical Solution of a Stochastic Content Based Network Model

We define and completely solve a content-based directed network whose nodes consist of random words and an adjacency rule involving perfect or approximate matches, for an alphabet with an arbitrary number of letters. The analytic expression for the out-degree distribution shows a crossover from a leading power law behavior to a log-periodic regime bounded by a different power law decay. The leading exponents in the two regions have a weak dependence on the mean word length, and an even weaker dependence on the alphabet size. The in-degree distribution, on the other hand, is much narrower and does not show scaling behavior. The results might be of interest for understanding the emergence of genomic interaction networks, which rely, to a large extent, on mechanisms based on sequence matching, and exhibit similar global features to those found here.Comment: 13 pages, 5 figures. Rewrote conclusions regarding the relevance to gene regulation networks, fixed minor errors and replaced fig. 4. Main body of paper (model and calculations) remains unchanged. Submitted for publicatio

Transition probabilities for general birth-death processes with applications in ecology, genetics, and evolution

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle dies with instantaneous rate $\mu_n$. Currently no robust and efficient method exists to evaluate the finite-time transition probabilities in a general birth-death process with arbitrary birth and death rates. In this paper, we first revisit the theory of continued fractions to obtain expressions for the Laplace transforms of these transition probabilities and make explicit an important derivation connecting transition probabilities and continued fractions. We then develop an efficient algorithm for computing these probabilities that analyzes the error associated with approximations in the method. We demonstrate that this error-controlled method agrees with known solutions and outperforms previous approaches to computing these probabilities. Finally, we apply our novel method to several important problems in ecology, evolution, and genetics

Minimal Absent Words in Prokaryotic and Eukaryotic Genomes

Minimal absent words have been computed in genomes of organisms from all domains of life. Here, we explore different sets of minimal absent words in the genomes of 22 organisms (one archaeota, thirteen bacteria and eight eukaryotes). We investigate if the mutational biases that may explain the deficit of the shortest absent words in vertebrates are also pervasive in other absent words, namely in minimal absent words, as well as to other organisms. We find that the compositional biases observed for the shortest absent words in vertebrates are not uniform throughout different sets of minimal absent words. We further investigate the hypothesis of the inheritance of minimal absent words through common ancestry from the similarity in dinucleotide relative abundances of different sets of minimal absent words, and find that this inheritance may be exclusive to vertebrates

Aging in the random energy model

In this letter we announce rigorous results on the phenomenon of aging in the Glauber dynamics of the random energy model and their relation to Bouchaud's 'REM-like' trap model. We show that, below the critical temperature, if we consider a time-scale that diverges with the system size in such a way that equilibrium is almost, but not quite reached on that scale, a suitably defined autocorrelation function has the same asymptotic behaviour than its analog in the trap model.Comment: 4pp, P

First-passage and first-exit times of a Bessel-like stochastic process

We study a stochastic process $X_t$ related to the Bessel and the Rayleigh processes, with various applications in physics, chemistry, biology, economics, finance and other fields. The stochastic differential equation is $dX_t = (nD/X_t) dt + \sqrt{2D} dW_t$, where $W_t$ is the Wiener process. Due to the singularity of the drift term for $X_t = 0$, different natures of boundary at the origin arise depending on the real parameter $n$: entrance, exit, and regular. For each of them we calculate analytically and numerically the probability density functions of first-passage times or first-exit times. Nontrivial behaviour is observed in the case of a regular boundary.Comment: 15 pages, 6 figures, submitted to Physical Review

Watermelon configurations with wall interaction: exact and asymptotic results

We perform an exact and asymptotic analysis of the model of $n$ vicious walkers interacting with a wall via contact potentials, a model introduced by Brak, Essam and Owczarek. More specifically, we study the partition function of watermelon configurations which start on the wall, but may end at arbitrary height, and their mean number of contacts with the wall. We improve and extend the earlier (partially non-rigorous) results by Brak, Essam and Owczarek, providing new exact results, and more precise and more general asymptotic results, in particular full asymptotic expansions for the partition function and the mean number of contacts. Furthermore, we relate this circle of problems to earlier results in the combinatorial and statistical literature.Comment: AmS-TeX, 41 page

Hanbury Brown-Twiss interferometry and second-order correlations of inflaton quanta

The quantum theory of optical coherence is applied to the scrutiny of the statistical properties of the relic inflaton quanta. After adapting the description of the quantized scalar and tensor modes of the geometry to the analysis of intensity correlations, the normalized degrees of first-order and second-order coherence are computed in the concordance paradigm and are shown to encode faithfully the statistical properties of the initial quantum state. The strongly bunched curvature phonons are not only super-Poissonian but also super-chaotic. Testable inequalities are derived in the limit of large angular scales and can be physically interpreted in the light of the tenets of Hanbury Brown-Twiss interferometry. The quantum mechanical results are compared and contrasted with different situations including the one where intensity correlations are the result of a classical stochastic process. The survival of second-order correlations (not necessarily related to the purity of the initial quantum state) is addressed by defining a generalized ensemble where super-Poissonian statistics is an intrinsic property of the density matrix and turns out to be associated with finite volume effects which are expected to vanish in the thermodynamic limit.Comment: 42 pages, 3 included figures; corrected typos; to appear in Physical Review