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A grid poset -- or grid for short -- is a product of chains. We ask, what does a random linear extension of a grid look like? In particular, we show that the average "jump number," i.e., the number of times that two consecutive elements in…

Combinatorics · Mathematics 2007-05-23 Joshua Cooper

We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate…

Statistical Mechanics · Physics 2020-12-02 Davide Gabrielli , D. R. Michiel Renger

The universal fractality of river networks is very well known, however understanding of the underlying mechanisms for them is still lacking in terms of stochastic processes. By introducing probability changing dynamically, we have described…

Statistical Mechanics · Physics 2021-04-14 Hyun-Joo Kim

For any physical observable in statistical systems, the most frequently studied quantities are its average and standard deviation. Yet, its full distribution often carries extremely interesting information and can be invoked to put any…

Condensed Matter · Physics 2009-11-07 R. K. P. Zia , B. Schmittmann

We consider a random link, which is defined as the closure of a braid obtained from a random walk on the braid group. For such a random link, the expected value for the number of components was calculated by Jiming Ma. In this paper, we…

Geometric Topology · Mathematics 2015-12-02 Kazuhiro Ichihara , Ken-ichi Yoshida

The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…

Probability · Mathematics 2007-06-13 Johan Segers

Consider a finite renewal process in the sense that interrenewal times are positive i.i.d. variables and the total number of renewals is a random variable, independent of interrenewal times. A finite point process can be obtained by…

Statistics Theory · Mathematics 2012-01-06 Nelson Antunes , Vladas Pipiras

An alternating distance is a link invariant that measures how far away a link is from alternating. We study several alternating distances and demonstrate that there exist families of links for which the difference between certain…

Geometric Topology · Mathematics 2015-03-03 Adam M. Lowrance

Highlights: \begin{itemize} \item Relativistic effect of crystal dynamics "freezing". \item Non-statistical model of thermodynamic equilibration. \end{itemize} The dynamics of oscillations of a one-dimensional atomic chain is investigated…

Materials Science · Physics 2020-10-13 A. Yu. Zakharov , M. A. Zakharov

A simple spin system is constructed to simulate dynamics of asset prices and studied numerically. The outcome for the distribution of prices is shown to depend both on the dimension of the system and the introduction of price into the link…

General Finance · Quantitative Finance 2014-08-07 Krzysztof Urbanowicz , Peter Richmond , Janusz A. Hołyst

Asymptotic estimates of the hitting distribution of a long segment on the real axis for two dimensional random walks on ${\bf Z}^2$ of zero mean and finite variances are obtained: some are general and exhibit its apparent similarity to the…

Probability · Mathematics 2015-07-13 Kôhei Uchiyama

We generalize the concept of basin of attraction of a stable state in order to facilitate the analysis of dynamical systems with noise and to assess stability properties of metastable states and long transients. To this end we examine the…

Dynamical Systems · Mathematics 2019-08-28 Michael Lindner , Frank Hellmann

The probability distribution of the real and imaginary parts of atomic scattering lengths $a$ are derived, in a two-channel model that allows for inelastic scattering to occur. While the real part of $a$ remains Cauchy-distributed, as…

Atomic Physics · Physics 2023-09-28 John L. Bohn , Reuben R. W. Wang

Statistical thermodynamics delivers the probability distribution of the equilibrium state of matter through the constrained maximization of a special functional, entropy. Its elegance and enormous success have led to numerous attempts to…

Statistical Mechanics · Physics 2023-06-22 Themis Matsoukas

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

We study the asymptotic behaviour of the maximum interpoint distance of random points in a planar bounded set with an unique major axis and a boundary behaving like an ellipse at the endpoints. Our main result covers the case of uniformly…

Probability · Mathematics 2015-05-08 Michael Schrempp

The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with $N$ locations are considered. Several results on asymptotic distributions are obtained.

Probability · Mathematics 2010-09-22 Siva Athreya , Sunder Sethuraman , Balint Toth

The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the…

Statistical Mechanics · Physics 2023-01-16 Harsh Soni

We have studied the statistical mechanics of money circulation in a closed economic system. An explicit statistical formulation of the circulation velocity of money is presented for the first time by introducing the concept of holding time…

Physics and Society · Physics 2009-11-11 Yougui Wang , Ning Ding , Li Zhang

We consider the typical distance between vertices of the giant component of a random intersection graph having a power law (asymptotic) vertex degree distribution with infinite second moment. Given two vertices from the giant component we…

Probability · Mathematics 2009-11-30 Mindaugas P. Bloznelis