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Little's law allows to express the mean user throughput in any region of the network as the ratio of the mean traffic demand to the steady-state mean number of users in this region. Corresponding statistics are usually collected in…

Networking and Internet Architecture · Computer Science 2014-03-25 Bartlomiej Blaszczyszyn , Miodrag Jovanovic , Mohamed Kadhem Karray

We analyze the ordinal structure of long-range dependent time series. To this end, we use so called ordinal patterns which describe the relative position of consecutive data points. We provide two estimators for the probabilities of ordinal…

Assume that $T$ is a conservative ergodic measure preserving transformation of the infinite measure space $(X,\mathcal{A},\mu)$.We study the asymptotic behaviour of occupation times of certain subsets of infinite measure. Specifically, we…

Dynamical Systems · Mathematics 2007-05-23 Jon Aaronson , Maximilian Thaler , Roland Zweimueller

We consider bootstrap percolation and diffusion in sparse random graphs with fixed degrees, constructed by configuration model. Every node has two states: it is either active or inactive. We assume that to each node is assigned a…

Probability · Mathematics 2022-09-27 Hamed Amini , Erhan Bayraktar , Suman Chakraborty

Dynamical processes taking place on networks have received much attention in recent years, especially on various models of random graphs (including small world and scale free networks). They model a variety of phenomena, including the…

Probability · Mathematics 2007-05-23 Jonathan Rowe , Boris Mitavskiy

We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…

Probability · Mathematics 2018-06-20 Pascal Maillard , Elliot Paquette

Conventional studies of network growth models mainly look at the steady state degree distribution of the graph. Often long time behavior is considered, hence the initial condition is ignored. In this contribution, the time evolution of the…

Physics and Society · Physics 2013-05-10 Babak Fotouhi , Michael Rabbat

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

Analysis of PDEs · Mathematics 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…

Probability · Mathematics 2021-10-12 Michael A. Kouritzin , Khoa Lê

We derive an exact expression for the probability density of work done on a particle that diffuses in a parabolic potential with a stiffness varying by an arbitrary piecewise constant protocol. Based on this result, the work distribution…

Statistical Mechanics · Physics 2022-08-26 Petr Chvosta , Dominik Lips , Viktor Holubec , Artem Ryabov , Philipp Maass

The argmax theorem is a useful result for deriving the limiting distribution of estimators in many applications. The conclusion of the argmax theorem states that the argmax of a sequence of stochastic processes converges in distribution to…

Econometrics · Economics 2022-09-20 Gregory Cox

Motivated by applications to the study of depth functions for tree-indexed random variables generated by point processes, we describe functional limit theorems for the intensity measure of point processes. Specifically, we establish uniform…

Probability · Mathematics 2024-02-08 Giacomo Francisci , Anand N. Vidyashankar

Diffusive transport is characterized by the scaling law $(length)^{2}\propto(time)$. In this letter we show that this relationship is significantly altered in curved analogue spacetimes. This circumstance provides an opportunity to tailor…

Statistical Mechanics · Physics 2012-06-21 Matteo Smerlak

We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from non-integrable observables over certain piecewise…

Dynamical Systems · Mathematics 2016-08-03 Jon. Aaronson , Roland Zweimüller

Flows over time are used to model many real-world logistic and routing problems. The networks underlying such problems -- streets, tracks, etc. -- are inherently undirected and directions are only imposed on them to reduce the danger of…

Data Structures and Algorithms · Computer Science 2014-10-03 Ashwin Arulselvan , Martin Groß , Martin Skutella

We study the long-time behavior of variants of the telegraph process with position-dependent jump-rates, which result in a monotone gradient-like drift toward the origin. We compute their invariant laws and obtain, via probabilistic…

Probability · Mathematics 2015-07-14 Joaquin Fontbona , Hélène Guérin , Florent Malrieu

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

Probability · Mathematics 2015-01-16 Takashi Owada , Gennady Samorodnitsky

We consider the following problem arising from the study of human problem solving: Let $G$ be a vertex-weighted graph with marked "in" and "out" vertices. Suppose a random walker begins at the in-vertex, steps to neighbors of vertices with…

Combinatorics · Mathematics 2009-05-28 Joshua N. Cooper

Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…

Probability · Mathematics 2008-09-24 Naresh Jain , Nicolai Krylov

With respect to a class of long-range exclusion processes on $\mathbb{Z}^d$, with single particle transition rates of order $|\cdot|^{-(d+\alpha)}$, starting under Bernoulli invariant measure $\nu_\rho$ with density $\rho$, we consider the…

Probability · Mathematics 2014-07-31 Cédric Bernardin , Patrícia Gonçalves , Sunder Sethuraman