Related papers: Random motion with gamma-distributed alternating v…
We use random matrix theory (RMT) to study the first two moments of the wave power transmitted in time reversal invariant systems having ergodic motion. Dissipation is modeled by a number of loss channels of variable coupling strength. To…
Processes involving bursts of activity separated by quiescent periods occur across diverse systems and scales. In human dynamics, these phenomena have been described by power-law inter-event time distributions, $P(t)\sim t^{-\alpha}$, with…
There exist important stochastic physical processes involving infinite mean waiting times. The mean divergence has dramatic consequences on the process dynamics. Fractal time random walks, a diffusion process, and subrecoil laser cooling, a…
Consider the complete n-vertex graph whose edge-lengths are independent exponentially distributed random variables. Simultaneously for each pair of vertices, put a constant flow between them along the shortest path. Each edge gets some…
We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…
We review results on linearly edge-reinforced random walks. On finite graphs, the process has the same distribution as a mixture of reversible Markov chains. This has applications in Bayesian statistics and it has been used in studying the…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…
Biological and synthetic microswimmers display a wide range of swimming trajectories depending on driving forces and torques. In this paper we consider a simple overdamped model of self-propelled particles with a constant self-propulsion…
Stem cells, through their ability to produce daughter stem cells and differentiate into specialized cells, are essential in the growth, maintenance, and repair of biological tissues. Understanding the dynamics of cell populations in the…
We find in measurements of microwave transmission through quasi-1D dielectric samples for both diffusive and localized waves that the field normalized by the square root of the spatially averaged flux in a given sample configuration is a…
Branching processes are widely used to model the viral epidemic evolution. For more adequate investigation of viral epidemic modelling, we suggest to apply branching processes with transport of particles usually called branching random…
Transformed Generalized Autoregressive Moving Average (TGARMA) models were recently proposed to deal with non-additivity, non-normality and heteroscedasticity in real time series data. In this paper, a Bayesian approach is proposed for…
We consider a random object that is associated with both random walks and random media, specifically, the superposition of a configuration of subcritical Bernoulli percolation on an infinite connected graph and the trace of the simple…
We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…
Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…
The present paper introduces a fully objective Bayesian analysis to obtain the posterior distribution of an entropy measure. Notably, we consider the gamma distribution, which describes many natural phenomena in physics, engineering, and…
The various types of generalized Cattaneo, called also telegrapher's equation, are studied. We find conditions under which solutions of the equations considered so far can be recognized as probability distributions, \textit{i.e.} are…
We present a class of L\'evy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated L\'evy…
We present a simple stochastic algorithm for generating multiplicative processes with multiscaling both in space and in time. With this algorithm we are able to reproduce a synthetic signal with the same space and time correlation as the…