Random arrangements of points in the plane, interacting only through a simple hardcore exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved that, at high intensity, an infinite connected cluster of excluded volume appears almost surely.

We investigate “jump memory” using an extensive data base of short-term S&P 500 Index options. Jump memory refers to the attenuation of the implied jump intensity and magnitude parameters following a jump event. Behavioral and rational explanations for parameter attenuation are posited. A genetic algorithm is used to obtain implied parameter estimates. The pricing accuracy of the jump-diffusion...

‎In this paper‎, ‎first we discuss a local stability analysis of model was introduced by P‎. ‎J‎. ‎Mumby et‎. ‎al‎. ‎(2007)‎, ‎with $frac{gM^{2}}{M+T}$ as the functional response term‎. ‎We conclude that the grazing intensity is the important parameter to control the existence or extinction of the coral reef‎. ‎Next‎, ‎we consider this model under the influence of the time delay as the bifurcat...

Existence of nontrivial nonnegative equilibrium solutions for age structured population models with nonlinear diffusion is investigated. Introducing a parameter measuring the intensity of the fertility, global bifurcation is shown of a branch of positive equilibrium solutions emanating from the trivial equilibrium. Moreover, for the parameter-independent model we establish existence of positive...

We describe a realistic model for a focused high-intensity laser pulse in three dimensions. Relativistic dynamics of an electron submitted to such pulse is described by equations of motion with ponderomotive potential depending on a single free parameter in the problem, which we refer to as the “asymmetry parameter”. It is shown that the asymmetry parameter can be chosen to provide quantitative...

We construct superefficient estimators of Stein type for the intensity parameter λ > 0 of a Poisson process, using integration by parts and superharmonic functionals on the Poisson space.

We construct superefficient estimators of Stein type for the intensity parameter λ > 0 of a Poisson process, using integration by parts and superharmonic functionals on the Poisson space.

In nonlinear optics we are frequently measuring the functional dependence of a physical parameter on light intensity. This immediately presents a problem, since by their nature real optical beams have a varying transverse intensity profile. Any nonlinear measurement will inherently be different at the center of the beam than it is at the edges. A spatially integrated whole-beam measurement must...

Based on the synergetic approach, the theory of a single avalanche formation is presented for the simplest sandpile model. The stationary values of sand velocity, slope and avalanche intensity are derived as functions of control parameter (externally driven sandpile tilt). The statistical ensemble of avalanche intensities is considered to investigate diffusion in ultrametric space of hierarchic...