Related papers: Stochastic flows in the Brownian web and net
Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…
The paper generalizes the construction by stochastic flows of consistent utility processes introduced by M. Mrad and N. El Karoui in (2010). The utilities random fields are defined from a general class of processes denoted by $\GX$. Making…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
Many geophysical and astrophysical phenomena are driven by turbulent fluid dynamics, containing behaviors separated by tens of orders of magnitude in scale. While direct simulations have made large strides toward understanding geophysical…
The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…
We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…
The stable under iterated tessellation (STIT) process is a stochastic process that produces a recursive partition of space with cut directions drawn independently from a distribution over the sphere. The case of random axis-aligned cuts is…
In line with Pomeau's conjecture about the relevance of directed percolation (DP) to turbulence onset/decay in wall-bounded flows, we propose a minimal stochastic model dedicated to the interpretation of the spatially intermittent regimes…
Using Huisken results about the mean curvature flow on a strictly convex hypersurface, and Kendall-Cranston coupling, we will build a stochastic process without birth, and show that there exists a unique law of such process. This process…
We study how to construct a stochastic process on a finite interval with given `roughness' and finite joint moments of marginal distributions. We first extend Ciesielski's isomorphism along a general sequence of partitions, and provide a…
We consider a diffusion in $\mathbb{R}^n$ whose coordinates each behave as one-dimensional Brownian motions, that behave independently when apart, but have a sticky interaction when they meet. The diffusion in $\mathbb{R}^n$ can be viewed…
We consider learning on graphs, guided by kernels that encode similarity between vertices. Our focus is on random walk kernels, the analogues of squared exponential kernels in Euclidean spaces. We show that on large, locally treelike,…
The quantum wave-function of a massive particle with small initial uncertainties (consistent with the uncertainty relation) is believed to spread very slowly, so that the dynamics is deterministic. This assumes that the classical motions…
As random operations for quantum systems are intensively used in various quantum information tasks, a trustworthy measure of the randomness in quantum operations is highly demanded. The Haar measure of randomness is a useful tool with wide…
We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…
The interest in non-Markovian dynamics within the complex systems community has recently blossomed, due to a new wealth of time-resolved data pointing out the bursty dynamics of many natural and human interactions, manifested in an…