# Tagged Questions

**5**

votes

**1**answer

397 views

### References for a physicist migrating to stochastic processes

I've studied "Markov Chains" - Norris and "Measure, Integral and Probability" - Capinski, Kopp. Now, I'm looking for a couple of books (or other references) that help me bridging these two topics. ...

**1**

vote

**0**answers

223 views

### What is the characteristic functional for Brownian motion on a sphere?

I'm a physicist, somewhat familiar with stochastic processes, but I'm a little unsure of what follows. What I basically have is a complicated quantity involving a vector that is equivalent to ...

**0**

votes

**0**answers

93 views

### Master Equation to Fokker-Planck for a Jump-Diffusion

Does anyone know if there is a derivation of the Master Equation approximation by a Kolmogorov backward equation (Fokker-Planck) to a jump-diffusion with a compensated Poissonian integral? If not, can ...

**3**

votes

**0**answers

179 views

### Generalized Markov Processes on CW complexes of dimension > 1

Markov processes have a large variety of applications to physics and chemistry (as well as many other fields). Such processes are formulated on graphs, i.e., CW complexes of dimension one. It is ...

**16**

votes

**1**answer

377 views

### How much universality is there for contact processes?

A couple of weeks ago I had to pick my daughter up from her nursery because of suspected chicken pox. It turned out to be a false alarm, but while I was waiting at the doctor's surgery to establish ...

**12**

votes

**2**answers

604 views

### Is there a percolation threshold in the hard discs model?

Take a random configuration of $n$ non-overlapping discs of radius $r$ in the unit square $[0,1]^2$. (You could think of this as taking $n$ points uniform randomly in $[r,1-r]^2$ and then restricting ...

**13**

votes

**0**answers

303 views

### Why, and how badly, does the proof of “no percolation at the critical point in half-spaces” fail for full spaces?

The proof by Barsky et. al. that there is no percolation in half-spaces proceeds by a dynamic renormalization argument. The proof couples critical percolation in the half-space $\mathbb{H}^d$ with a ...