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We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism…

Statistical Mechanics · Physics 2007-05-23 Sanjib Sabhapandit , Satya N. Majumdar , Alain Comtet

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…

Dynamical Systems · Mathematics 2026-01-09 Juho Leppänen

We study time-dependent discrete-time quantum walks on the one-dimensional lattice. We compute the limit distribution of a two-period quantum walk defined by two orthogonal matrices. For the symmetric case, the distribution is determined by…

Quantum Physics · Physics 2015-05-18 Takuya Machida , Norio Konno

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

Statistics Theory · Mathematics 2023-01-05 Shayan Hundrieser , Gilles Mordant , Christoph Alexander Weitkamp , Axel Munk

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

Probability · Mathematics 2017-12-05 Bojan Basrak , Hrvoje Planinic , Philippe Soulier

We obtain long series (28 terms or more) for the coverage (occupation fraction) $\theta$, in powers of time $t$ for two models of random sequential adsorption with diffusional relaxation using an efficient algorithm developed by the…

Condensed Matter · Physics 2009-10-28 Chee Kwan Gan , Jian-Sheng Wang

A recent theorem giving the initial behavior of very short-time fluctuations of particle displacements in classical many-body systems is discussed. It has applications to equilibrium and non-equilibrium systems, one of which is a series…

Statistical Mechanics · Physics 2007-07-31 Ramses van Zon , S. S. Ashwin , E. G. D. Cohen

We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…

Probability · Mathematics 2010-05-20 Marta Tyran-Kaminska

We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as…

Probability · Mathematics 2013-03-19 Francoise Pene , Benoît Saussol , Roland Zweimüller

A meaningful probability distribution for measurements of a quantum stress tensor operator can only be obtained if the operator is averaged in time or in spacetime. This averaging can be regarded as a description of the measurement process.…

High Energy Physics - Theory · Physics 2015-11-11 Christopher J. Fewster , L. H. Ford

In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…

Probability · Mathematics 2008-12-16 Sophie Dede

We investigate statistics of occupation times for an over-damped Brownian particle in an external force field. A backward Fokker-Planck equation introduced by Majumdar and Comtet describing the distribution of occupation times is solved.…

Statistical Mechanics · Physics 2016-08-31 Eli Barkai

We study statistical properties of a zero-range process (ZRP) on random networks. We derive an analytic expression for the distribution of particles (also called node occupation distribution) in the steady state of the ZRP in the ensemble…

Statistical Mechanics · Physics 2009-11-13 B. Waclaw , Z. Burda , W. Janke

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

Probability · Mathematics 2011-03-31 Kohei Uchiyama

Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion. There is an interval $I$ such that the process starting…

Probability · Mathematics 2020-07-17 Nikita Ratanov

We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…

Probability · Mathematics 2021-02-16 Michel Benaïm , Nicolas Champagnat , Denis Villemonais

The problem of clock offset estimation in a two-way timing exchange regime is considered when the likelihood function of the observation time stamps is exponentially distributed. In order to capture the imperfections in node oscillators,…

Information Theory · Computer Science 2012-02-02 Aitzaz Ahmad , Davide Zennaro , Erchin Serpedin , Lorenzo Vangelista

A simple invisible structure made of two anisotropic homogeneous layers is analyzed theoretically in temporal regime. The frequency dispersion is introduced and analytic expression of the transient part of the field is derived for large…

Optics · Physics 2016-04-20 B. Gralak , G. Arismendi , B. Avril , A. Diatta , S. Guenneau

The binary contact path process (BCPP) introduced in Griffeath (1983) describes the spread of an epidemic on a graph and is an auxiliary model in the study of improving upper bounds of the critical value of the contact process. In this…

Probability · Mathematics 2022-09-12 Xiaofeng Xue

We present two long-time limit theorems of a 3-state quantum walk on the line when the walker starts from the origin. One is a limit measure which is obtained from the probability distribution of the walk at a long-time limit, and the other…

Quantum Physics · Physics 2015-06-16 Takuya Machida