Related papers: Dynamics of Mandelbrot Cascades
Generalized multibaker maps are introduced to model dissipative systems which are spatially extended only in certain directions and escape of particles is allowed in other ones. Effects of nonlinearity are investigated by varying a control…
A broad range of nonlinear processes over networks are governed by threshold dynamics. So far, existing mathematical theory characterizing the behavior of such systems has largely been concerned with the case where the thresholds are…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
Subject of this letter is the dynamics of a chain obtained performing the continuous limit of a system of links and beads. In particular, the probability distribution of the relative position between two points of the chain averaged over a…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bridges are obtained by superimposing an additional guiding…
We consider impulsive dynamical systems defined on compact metric spaces and their respective impulsive semiflows. We establish sufficient conditions for the existence of probability measures which are invariant by such impulsive semiflows.…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
Parallel replica dynamics is a method for accelerating the computation of processes characterized by a sequence of infrequent events. In this work, the processes are governed by the overdamped Langevin equation. Such processes spend much of…
Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…
We demonstrate that the correlations observed in conditioned multiplier distributions of the energy dissipation in fully developed turbulence can be understood as an unavoidable artefact of the observation procedure. Taking the latter into…
We develop a Magnus formalism for periodically driven systems which provides an expansion both in the driving term and the inverse driving frequency, applicable to isolated and dissipative systems. We derive explicit formulas for a driving…
The gauge symmetries of a general dynamical system can be systematically obtained following either a Hamiltonean or a Lagrangean approach. In the former case, these symmetries are generated, according to Dirac's conjecture, by the first…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…