Related papers: Subdiffusive behavior generated by irrational rota…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
For irrational $\alpha$, $\{n\alpha\}$ is uniformly distributed mod 1 in the Weyl sense, and the asymptotic behavior of its discrepancy is completely known. In contrast, very few precise results exist for the discrepancy of subsequences…
Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…
Diffusion models generate samples by incrementally reversing a process that turns data into noise. We show that when the step size goes to zero, the reversed process is invariant to the distribution of these increments. This reveals a…
In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffusion converge a.s. to one another at an…
We investigate dynamically and statistically diffusive motion in a Klein-Gordon particle chain in the presence of disorder. In particular, we examine a low energy (subdiffusive) and a higher energy (self-trapping) case and verify that…
Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…
We study the probabilistic behaviour of the continued fraction expansion of a quadratic irrational number, when weighted by some "additive" cost. We prove asymptotic Gaussian limit laws, with an optimal speed of convergence. We deal with…
Given a countably infinite group $G$ acting on some space $X$, an increasing family of finite subsets $G_n$ and $x\in X$, a natural question to ask is what asymptotical distribution the sets $G_nx$ form. More formally, we define for a…
For a rotation by an irrational $\alpha$ on the circle and a BV function $\varphi$, we study the variance of the ergodic sums $S_L \varphi(x) := \sum_{j=0}^{L -1} \, \varphi(x + j\alpha)$. When $\alpha$ is not of constant type, we construct…
Anomalous dynamics in which local perturbations spread faster than diffusion are ubiquitously observed in the long-time behavior of a wide variety of systems. Here, the manner by which such systems evolve towards their asymptotic…
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
The nonlinear climbing sine map is a nonhyperbolic dynamical system exhibiting both normal and anomalous diffusion under variation of a control parameter. We show that on a suitable coarse scale this map generates an oscillating…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…