Zobrazeno 1 - 10
of 168
pro vyhledávání: '"Großkinsky, Stefan"'
Autor:
Gottfried, Thomas, Grosskinsky, Stefan
We derive a simple expression for the tail-asymptotics of an explosive birth process at a fixed observation time conditioned on non-explosion. Using the well-established exponential embedding, we apply this result to compute the tail distribution of
Externí odkaz:
http://arxiv.org/abs/2406.15006
We introduce a simple zero-range process with constant rates and one fast rate for a particular occupation number, which diverges with the system size. Surprisingly, this minor modification induces a condensation transition in the thermodynamic limit
Externí odkaz:
http://arxiv.org/abs/2404.02590
We establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos. In a mean-field scaling limit, the evolution of the occupation number
Externí odkaz:
http://arxiv.org/abs/2403.18179
Autor:
Gottfried, Thomas, Grosskinsky, Stefan
It is a widely observed phenomenon that wealth is distributed significantly more unequal than wages. In this paper we study this phenomenon using a new extension of P\'olyas urn, modelling wealth growth through wages and capital returns. We focus in
Externí odkaz:
http://arxiv.org/abs/2401.17688
Publikováno v:
Electron. J. Probab. 29: 1-36 (2024)
We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled empirical mea
Externí odkaz:
http://arxiv.org/abs/2304.09722
Autor:
Gottfried, Thomas, Grosskinsky, Stefan
Generalized P\'olya urns with non-linear feedback are an established probabilistic model to describe the dynamics of growth processes with reinforcement, a generic example being competition of agents in evolving markets. Depending on the feedback fun
Externí odkaz:
http://arxiv.org/abs/2303.01210
Autor:
Forbes, Samuel, Grosskinsky, Stefan
Publikováno v:
PLoS ONE 17(8): e027286 (2022)
We study the wealth distribution of UK households through a detailed analysis of data from wealth surveys and rich lists, and propose a non-linear Kesten process to model the dynamics of household wealth. The main features of our model are that we fo
Externí odkaz:
http://arxiv.org/abs/2107.02169
Publikováno v:
Electron. J. Probab. 27: 1-35 (2022)
We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of the conde
Externí odkaz:
http://arxiv.org/abs/2106.09625
Publikováno v:
J. Stat. Phys 178, 682-710 (2020)
We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum occupation num
Externí odkaz:
http://arxiv.org/abs/1907.12166
Publikováno v:
Stoch. Proc. Appl. 138, 117-152 (2021)
Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning' algorithms have be
Externí odkaz:
http://arxiv.org/abs/1902.00509