Stochastic Modelling of Interacting Systems

• Grant number: 04/07276-2
• Support Opportunities: Research Projects - Thematic Grants
• Duration: November 01, 2004 - October 31, 2009
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Probability
• Principal Investigator: Luiz Renato Gonçalves Fontes
• Grantee: Luiz Renato Gonçalves Fontes
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• Pesquisadores principais: Fabio Prates Machado ; Serguei Popov ; Vladimir Belitsky
• Associated grant(s): 08/51907-8 - Rahul Roy | Indian Statistical Institute - Índia, AV.EXT; 07/50459-9 - Mikhail Menshikov | University Durham - Inglaterra, AV.EXT; 07/53692-6 - Stephan Grossinsky | Statistical Laboratory Centre for Mathematical Sciences - Inglaterra, AV.EXT; 05/54085-0 - Eugene Pechersky | Institute Problems Information Transmission - Russian Academy of Sciences - Rússia, AV.EXT
• Associated scholarship(s): 09/02927-9 - Scaling limits of models with coalescence, BP.PD; 06/61042-9 - On the interface between two growing materials and its relation with particle systems., BP.PD

Abstract

The present project is the continuation of the previous projetos temáticos: dynamical phase transitions in evolutionary systems, large deviations, diffusion and localization, (1991 to 1994) and critical phenomena in evolutionary processes and equilibrium systems(in two editions, 1995 to 1998, and from 2000 to 2004). They all were highly sucessful and triggered a remarkable increase in the level of activity, prestige and recognition of theparticle-systems group at USP and UNICAMP. The research activities for the next four-year period will focus on central topics of the theory of probability, statistical mechanics and related areas. In particular: Properties of various stochastic processes and fields, percolation, interacting particle systems, hydrodinamical limits, rate of convergence to equilibrium, random surfaces, growth processes, random networks, stochastic flows, processes in random environment, disordered systems, inference of stochastic processes, stochastic models in finance, scaling limit and aging of dynamics of disordered systems, stochastic clusters, gene expression systems, statistical genomics. (AU)

Scientific publications

(9)

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

MACPHEE, IAIN; MENSHIKOV, MIKHAIL; PETRITIS, DIMITRI; POPOV, SERGUEI. POLLING SYSTEMS WITH PARAMETER REGENERATION, THE GENERAL CASE. ANNALS OF APPLIED PROBABILITY, v. 18, n. 6, p. 2131-2155, DEC 2008. (04/13610-2, 04/07276-2)

GANTERT, NINA; POPOV, SERGUEI; VACHKOVSKAIA, MARINA. Survival time of random walk in random environment among soft obstacles. ELECTRONIC JOURNAL OF PROBABILITY, v. 14, p. 569-593, FEB 24 2009. (04/07276-2)

GANTERT, NINA; MUELLER, SEBASTIAN; POPOV, SERGUEI; VACHKOVSKAIA, MARINA. Survival of Branching Random Walks in Random Environment. JOURNAL OF THEORETICAL PROBABILITY, v. 23, n. 4, p. 1002-1014, DEC 2010. (04/07276-2)

FERNANDEZ, ROBERTO; FONTES, LUIZ R.; NEVES, E. JORDAO. Density-Profile Processes Describing Biological Signaling Networks: Almost Sure Convergence to Deterministic Trajectories. Journal of Statistical Physics, v. 136, n. 5, p. 875-901, SEP 2009. (06/03227-2, 04/07276-2)

FONTES, L. R. G.; NEWMAN, C. M.; RAVISHANKAR, K.; SCHERTZER, E.. Exceptional times for the dynamical discrete web. Stochastic Processes and their Applications, v. 119, n. 9, p. 2832-2858, SEP 2009. (04/07276-2)

FONTES‚ L.R.; CHARLES‚ M.N.. The full Brownian web as scaling limit of stochastic flows. Stochastics and Dynamics, v. 6, n. 02, p. 213-228, 2006. (04/07276-2)

COMETS, FRANCIS; POPOV, SERGUEI; SCHUETZ, GUNTER M.; VACHKOVSKAIA, MARINA. QUENCHED INVARIANCE PRINCIPLE FOR THE KNUDSEN STOCHASTIC BILLIARD IN A RANDOM TUBE. ANNALS OF PROBABILITY, v. 38, n. 3, p. 1019-1061, MAY 2010. (04/07276-2)

FRIBERGH, ALEXANDER; GANTERT, NINA; POPOV, SERGUEI. On slowdown and speedup of transient random walks in random environment. PROBABILITY THEORY AND RELATED FIELDS, v. 147, n. 1-2, p. 43-88, MAY 2010. (04/07276-2)

MENSHIKOV, M. V.; SISKO, V. V.; VACHKOVSKAIA, M.. Introduction to Shape Stability for a Storage Model. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, v. 15, n. 1, p. 125-146, MAR 2013. (07/50459-9, 04/07276-2, 09/52379-8)