Related papers: On Ergodicity, Infinite Flow and Consensus in Rand…
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…
We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…
Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…
Consensus of autonomous agents is a benchmark problem in cooperative control. In this paper, we consider standard continuous-time averaging consensus policies (or Laplacian flows) over time-varying graphs and focus on robustness of…
This article deals with the consensus problem involving agents with time-varying singularities in the dynamics or communication in undirected graph networks. Existing results provide control laws which guarantee asymptotic consensus. These…
The use of higher-order stochastic processes such as nonlinear Markov chains or vertex-reinforced random walks is significantly growing in recent years as they are much better at modeling high dimensional data and nonlinear dynamics in…
The present paper is meant to give a simple introduction to the problem of the connection between microscopic dynamics and statistical laws. For sake of simplicity, we mostly refer to non-dissipative dynamics, since dissipation adds…
We compare ergodic properties of the kinetic energy for three stochastic models of subrecoil-laser-cooled gases. One model is based on a heterogeneous random walk (HRW), another is an HRW with long-range jumps (the exponential model), and…
We study the Bowen topological entropy of generic and irregular points for certain dynamical systems. We define the topological entropy of noncompact sets for flows, analogous to Bowen's definition. We show that this entropy coincides with…
This work focuses on recurrence and ergodicity of switching diffusions consisting of continuous and discrete components, in which the discrete component takes values in a countably infinite set and the rates of switching at current time…
We analyze the phenomenon of spontaneous stochasticity in fluid dynamics formulated as the nonuniqueness of solutions resulting from viscosity at infinitesimal scales acting through intermediate on large scales of the flow. We study the…
In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…
In this paper we propose a new concept to prioritize the importance of a link in a directed network graph based on an ideal flow distribution. An ideal flow is the infinite limit of relative aggregated count of random walk agents'…
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…
Chaotic systems are characterised by exponential separation between close-by trajectories, which in particular leads to deterministic unpredictability over an infinite time-window. It is now believed, that such butterfly effect is not fully…
We consider a class of semi-linear differential Volterra equations with memory terms, polynomial nonlinearities and random perturbation. For a broad class of nonlinearities, we study statistically steady states of the system and find that…
We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…
Our goal is to find a necessary and sufficient condition on the consensus over a random network, generated by i.i.d. stochastic matrices. We show that the consensus problem in three different convergence modes (almost surely, in…
We study the mean-field limit and stationary distributions of a pulse-coupled network modeling the dynamics of a large neuronal assemblies. Our model takes into account explicitly the intrinsic randomness of firing times, contrasting with…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…