Related papers: Occupation times via Bessel functions

We propose to model time-varying periodic and oscillatory processes by means of a hidden Markov model where the states are defined through the spectral properties of a periodic regime. The number of states is unknown along with the relevant…

Stochastic processes time-changed by an inverse subordinator have been suggested as a way to model the price of assets in illiquid markets, where the jumps of the subordinator correspond to periods of time where one is unable to sell an…

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

In this work, we establish, for a strong Feller process, the large deviation principle for the occupation measure conditioned not to exit a given subregion. The rate function vanishes only at a unique measure, which is the so-called…

Functional limit theorems are presented for the rescaled occupation time fluctuations process of a critical finite variance branching particle system in $R^d$ with symmetric a-stable motion starting off from either a standard Poisson random…

Cover times quantify the speed of exhaustive search. In this work, we compute exactly the mean cover time associated with a one-dimensional Brownian search under exponentially distributed resetting. We also approximate the moments of cover…

We study the distribution of occupation times for a one-dimensional random walk restricted to a finite interval by reflecting boundary conditions. At short times the classical bimodal distribution due to L\'evy is reproduced with walkers…

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

This paper considers a class of non-Markovian discrete-time random processes on a finite state space {1,...,d}. The transition probabilities at each time are influenced by the number of times each state has been visited and by a fixed a…

We investigate the work dissipated during the irreversible unfolding of single molecules by mechanical force, using the simplest model necessary to represent experimental data. The model consists of two levels (folded and unfolded states)…

We consider an elementary model for self-organised criticality, the activated random walk on the complete graph. We introduce a discrete time Markov chain as follows. At each time step, we add an active particle at a random vertex and let…

We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…

Brownian motion whose infinitesimal variance changes according to a three-state continuous time Markov Chain is studied. This Markov Chain can be viewed as a telegraph process with one on state and two off states. We first derive the…

The drawdown process of an one-dimensional regular diffusion process $X$ is given by $X$ reflected at its running maximum. The drawup process is given by $X$ reflected at its running minimum. We calculate the probability that a drawdown…

We consider a system of non-interacting Brownian particles on the line with steplike initial condition and study the statistics of the occupation time on the positive half-line. We demonstrate that this system exhibits long-lasting memory…

We study Markov processes conditioned so that their local time must grow slower than a prescribed function. Building upon recent work on Brownian motion with constrained local time in [5] and [33], we study transience and recurrence for a…

Experiments, in particular on biological systems, typically probe lower-dimensional observables which are projections of high-dimensional dynamics. In order to infer consistent models capturing the relevant dynamics of the system, it is…

We study on-site occupation number fluctuations in a system of interacting bosons in an optical lattice. The ground-state distribution is obtained analytically in the limiting cases of strong and weak interaction, and by means of exact…

Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment governed by a Gaussian noise $W=\{W(t, x),t\geq 0,x\in\mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g$. We consider the occupation time process…

We consider the connections among `clumped' residual allocation models (RAMs), a general class of stick-breaking processes including Dirichlet processes, and the occupation laws of certain discrete space time-inhomogeneous Markov chains…