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In this paper we present the distribution of the maximum of the asymmetric telegraph process in an arbitrary time interval $[0,t]$ under the conditions that the initial velocity $V(0)$ is either $c_1$ or $-c_2$ and the number of changes of…

Probability · Mathematics 2020-10-07 Fabrizio Cinque , Enzo Orsingher

This work considers distributed sensing and transmission of sporadic random samples. Lower bounds are derived for the reconstruction error of a single normally or uniformly-distributed finite-dimensional vector imperfectly measured by a…

Information Theory · Computer Science 2015-11-20 Ayşe Ünsal , Raymond Knopp

We consider in this paper a solvable model for the motion of molecular motors. Based on the averaging principle, we reduce the problem to a diffusion process on a graph. We then calculate the effective speed of transportation of these…

Probability · Mathematics 2013-06-11 Mark Freidlin , Wenqing Hu

The versatility of renewal theory is owed to its abstract formulation. Renewals can be interpreted as steps of a random walk, switching events in two-state models, domain crossings of a random motion, etc. We here discuss a renewal process…

Statistical Mechanics · Physics 2014-03-03 Johannes H. P. Schulz , Eli Barkai , Ralf Metzler

This paper considers differential problems with random switching, with specific applications to the motion of cells and centrally coordinated motion. Starting with a differential-equation model of cell motion that was proposed previously,…

We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is reversible with respect to the law of a Dirichlet process,…

Statistics Theory · Mathematics 2014-11-19 Omiros Papaspiliopoulos , Matteo Ruggiero , Dario Spanò

This study investigates the dynamics of alternating minimization applied to a bilinear regression task with normally distributed covariates, under the asymptotic system size limit where the number of parameters and observations diverge at…

Optimization and Control · Mathematics 2025-02-03 Koki Okajima , Takashi Takahashi

We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…

Soft Condensed Matter · Physics 2014-09-19 M. Reza Shaebani , Zeinab Sadjadi , Igor M. Sokolov , Heiko Rieger , Ludger Santen

We introduce a process where a connected rooted multigraph evolves by splitting events on its vertices, occurring randomly in continuous time. When a vertex splits, its incoming edges are randomly assigned between its offspring and a…

Probability · Mathematics 2022-01-05 Agelos Georgakopoulos , John Haslegrave

Several numerical evaluations of the density and distribution of convolution of independent gamma variables are compared in their accuracy and speed. In application to renewal processes, an efficient formula is derived for the probability…

Computation · Statistics 2022-12-15 Chaoran Hu , Vladimir Pozdnyakov , Jun Yan

Given a Poisson process on a bounded interval, its random geometric graph is the graph whose vertices are the points of the Poisson process and edges exist between two points if and only if their distance is less than a fixed given…

Probability · Mathematics 2010-08-31 Laurent Decreusefond , Eduardo Ferraz

Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement $\overline{\delta^2}$ of individual particles remains a random variable while indicating that the particle…

Statistical Mechanics · Physics 2009-11-13 Y. He , S. Burov , R. Metzler , E. Barkai

We analyse a continuous-time random walk model with stochastic reversals of direction. There is no external potential but the reorientation mechanism generates a non-zero current from asymmetry in the forward and backward waiting-time…

Statistical Mechanics · Physics 2026-02-27 Venkata D. Pamulaparthy , Rosemary J. Harris

Renewal process is a point process where an inter-event time between successive renewals is an independent and identically distributed random variable. Alternating renewal process is a dichotomous process and a slight generalization of the…

Statistical Mechanics · Physics 2023-06-02 Takuma Akimoto

We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…

Probability · Mathematics 2009-07-15 Olivier Raimond , Bruno Schapira

In vitro velocities of several cell types have been measured using computer controlled video microscopy, which allowed to record the cells' trajectories over several days. On the basis of our large data sets we show that the locomotion…

Biological Physics · Physics 2009-10-31 A. Czirok , K. Schlett , E. Madarasz , T. Vicsek

Chemical master equation plays an important role to describe the time evolution of homogeneous chemical system. In addition to the reaction process, it is also accompanied by physical diffusion of the reactants in complex system that is…

Chemical Physics · Physics 2025-03-06 Hong Zhang , Guohua Li

We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…

Methodology · Statistics 2020-07-28 Rahi Kalantari , Mingyuan Zhou

We introduce a random intersection graph process aimed at modeling sparse evolving affiliation networks that admit tunable (power law) degree distribution and assortativity and clustering coefficients. We show the asymptotic degree…

Probability · Mathematics 2013-01-24 Mindaugas Bloznelis , Michal Karonski

Statistical properties of coherent radiation propagating in a quasi - 1D random media is studied in the framework of random matrix theory. Distribution functions for the total transmission coefficient and the angular transmission…

Condensed Matter · Physics 2009-10-28 Eugene Kogan , Moshe Kaveh
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