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Related papers: Occupation times via Bessel functions

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In this paper, we prove a fluctuation theorem for the occupation time of the multi-species stirring process on a lattice starting from a stationary distribution. Our result shows that the occupation times of different species interact with…

Probability · Mathematics 2025-03-11 Xiaofeng Xue

We study finite-time mixing in time-periodic open flow systems. We describe the transport of densities in terms of a transfer operator, which is represented by the transition matrix of a finite-state Markov chain. The transport processes in…

Fluid Dynamics · Physics 2022-05-05 Anna Klünker , Kathrin Padberg-Gehle , Jean-Luc Thiffeault

We prove limit theorems for rescaled occupation time fluctuations of a (d,alpha,beta)-branching particle system (particles moving in R^d according to a spherically symmetric alpha-stable Levy process, (1+beta)-branching, 0<beta<1, uniform…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We investigate the asymptotic state of time-periodic quantum systems with regular and chaotic Floquet states weakly coupled to a heat bath. The asymptotic occupation probabilities of these two types of states follow fundamentally different…

Statistical Mechanics · Physics 2010-08-25 Roland Ketzmerick , Waltraut Wustmann

This work focuses on Exchangeable Occupancy Models (EOM) and their relations with the Uniform Order Statistics Property (UOSP) for point processes in discrete time. As our main purpose, we show how definitions and results presented in…

Probability · Mathematics 2013-01-08 Francesca Collet , Fabrizio Leisen , Fabio Spizzichino , Florentina Suter

For an Ornstein-Uhlenbeck process driven by a double exponential jump diffusion process, we obtain formulas for the joint Laplace transform of it and its occupation times. The approach used is remarkable and can be extended to investigate…

Probability · Mathematics 2016-03-25 Jiang Zhou , Lan Wu

In this paper, we consider a Markov decision process (MDP) with a Borel state space $\textbf{X}\cup\{\Delta\}$, where $\Delta$ is an absorbing state (cemetery), and a Borel action space $\textbf{A}$. We consider the space of finite…

Optimization and Control · Mathematics 2023-07-07 Alexey Piunovskiy , Yi Zhang

Multi-state models are commonly used for intermittent observations of a state over time, but these are generally based on the Markov assumption, that transition rates are independent of the time spent in current and previous states. In a…

Methodology · Statistics 2026-05-07 Christopher Jackson

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

We study the almost sure convergence of the occupation measure of evolution models where mutation rates decrease over time. We show that if the mutation parameter vanishes at a controlled rate, then the empirical occupation measure…

Probability · Mathematics 2026-04-30 Michel Benaïm , Mario Bravo , Mathieu Faure

We apply Doeblin's ergodicity coefficient as a computational tool to approximate the occupancy distribution of a set of states in a homogeneous but possibly non-stationary finite Markov chain. Our approximation is based on new properties…

Probability · Mathematics 2010-03-16 Stephen Chestnut , Manuel Lladser

Time-periodic light fields can dress electronic states in quantum materials, forming Floquet states whose dynamic occupation determines transient material properties. Here by using time- and angle-resolved photoemission spectroscopy…

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

For the one-dimensional telegraph process, we obtain explicit distribution of the occupation time of the positive half-line. The long-term limiting distribution is then derived when the initial location of the process is in the range of…

Probability · Mathematics 2010-07-20 Leonid Bogachev , Nikita Ratanov

In this paper we consider the occupation number of induced quasi-particles produced during a time-dependent process using three-different methods: Instantaneous diagonalization, Bogolyubov transformation between two different vacua, and the…

General Relativity and Quantum Cosmology · Physics 2015-06-18 Eric Greenwood

The $\Delta$SCF DFT approach defines the system energy as a function of orbital occupancy. Inspired by Landau Fermi liquid theory, we develop an occupancy extrapolation (OE) method that captures excited-state energies via a Taylor expansion…

Chemical Physics · Physics 2026-03-30 Yichen Fan , Weitao Yang

We consider a discrete-time two-dimensional process $\{(X_{1,n},X_{2,n})\}$ on $\mathbb{Z}^2$ with a background process $\{J_n\}$ on a finite set $S_0$, where individual processes $\{X_{1,n}\}$ and $\{X_{2,n}\}$ are both skip free. We…

Probability · Mathematics 2020-02-24 Toshihisa Ozawa

We consider a stationary spatio-temporal random process and assume that we have a sample. By defining a sequence of discrete Fourier transforms at canonical frequencies at each location, and using these complex valued random varables as…

Statistics Theory · Mathematics 2015-12-31 T. Subba Rao , Gy. Terdik

Stochastic resetting is a rapidly developing topic in the field of stochastic processes and their applications. It denotes the occasional reset of a diffusing particle to its starting point and effects, inter alia, optimal first-passage…

Statistical Mechanics · Physics 2023-05-25 C. Di Bello , A. V. Chechkin , A. K. Hartmann , Z. Palmowski , R. Metzler

Our aim is to find sufficient conditions for weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain. First, we study properties of the state indicator function and the state occupation…

Probability · Mathematics 2017-12-12 H. M. Jansen
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