Related papers: Occupation time distributions for the telegraph pr…
We investigate a refracted Levy process driven by a jump diffusion process, whose jumps have rational Laplace transforms. For such a stochastic process, formulas for the Laplace transform of its occupation times are deduced. To derive the…
A simple expression for the non-equilibrium distribution function in ultra-fast transient processes is proposed. Postulating its dependence on temporal derivatives of the equilibrium integrals of motion, non-equilibrium analogues of the…
The temporal lag between actions and their long-term consequences makes credit assignment a challenge when learning goal-directed behaviors from data. Generative world models capture the distribution of future states an agent may visit,…
Consider $n$ independent Goldstein-Kac telegraph processes $X_1(t), \dots ,X_n(t), \; n\ge 2, \; t\ge 0,$ on the real line $\Bbb R$. Each the process $X_k(t), \; k=1,\dots,n,$ describes a stochastic motion at constant finite speed $c_k>0$…
An analytic effective medium theory is constructed to study the mean access times for random walks on hybrid disordered structures formed by embedding complex networks into regular lattices, considering transition rates $F$ that are…
We consider a problem of estimation for the telegrapher's process on the line, say X(t), driven by a Poisson process with non constant rate. It turns out that the finite-dimensional law of the process X(t) is a solution to the telegraph…
We focus on a 2-period time-dependent quantum walk on the half line in this paper. The quantum walker launches at the edge of the half line in a localized superposition state and its time evolution is carried out with two unitary operations…
We study some limit theorems for the law of a generalized one-dimensional diffusion weighted and normalized by a non-negative function of the local time evaluated at a parametrized family of random times (which we will call a clock). As the…
Consider the following simple parking process on $\Lambda_n := \{-n, \ldots, n\}^d,d\ge1$: at each step, a site $i$ is chosen at random in $\Lambda_n$ and if $i$ and all its nearest neighbor sites are empty, $i$ is occupied. Once occupied,…
We consider the set of finite sequences of length n over a finite or countable alphabet C. We consider the function which associate each given sequence with the size of the maximum overlap with a (shifted) copy of itself. We compute the…
We prove two limit laws for functionals of one dimensional symmetric 1-stable process using the method of moments, and give a remark on Rosen's paper \cite{Rosen}.
We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions and show that there exists a phase transition in the behavior of local probabilites of…
A short proof is given of a necessary and sufficient condition for the normalized occupation measure of a L\'evy process in a metrizable compact group to be asymptotically uniform with probability one.
Staffing rules are an essential management tool in service industries for meeting target service levels. The square-root safety rule, based on the Poisson arrival assumption, has been commonly used. However, empirical findings suggest that…
We investigate the relevance of time ordering in the definition of off-diagonal parton distributions in terms of products of fields. The method we use easily allows determination of their support properties and provides a link to their…
We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…
We consider diffusion processes on power-law small-world networks in different dimensions. In one dimension, we find a rich phase diagram, with different transient and recurrent phases, including a critical line with continuously varying…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
We come up with a class of distributed quantized averaging algorithms on asynchronous communication networks with fixed, switching and random topologies. The implementation of these algorithms is subject to the realistic constraint that the…
The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…