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We investigate the one-dimensional telegraph random process in the presence of an elastic boundary at the origin. This process describes a finite-velocity random motion that alternates between two possible directions of motion (positive or…

Probability · Mathematics 2021-03-17 Antonio Di Crescenzo , Barbara Martinucci , Shelemyahu Zacks

We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…

Statistical Mechanics · Physics 2018-12-17 Mucong Ding , Kwok Yip Szeto

We give a new coherent description of the first-order Fermi acceleration of particles in shock waves from the point of view of stochastic process of the individual particles, under the test particle approximation. The time development of…

Astrophysics · Physics 2009-11-07 Tsunehiko N. Kato , Fumio Takahara

Design of filters for graph signal processing benefits from knowledge of the spectral decomposition of matrices that encode graphs, such as the adjacency matrix and the Laplacian matrix, used to define the shift operator. For shift matrices…

Numerical Analysis · Computer Science 2017-01-10 Stephen Kruzick , José M. F. Moura

We consider the first passage percolation model in Z2 with a distribution F for 0 < F (0) < pc. In this paper, we solve the height problem.

Probability · Mathematics 2021-03-03 Yu Zhang

We investigate fast diffusions on finite directed graphs. We prove results in a way dual to presented in Bobrowski, A. Ann. Henri Poincar\'e (2012) 13(6): 1501-1510 and Bobrowski, A., Morawska, K. DCDS-B (2012), 17(7): 2313-2327, and obtain…

Analysis of PDEs · Mathematics 2019-02-20 Adam Gregosiewicz

The paper examines a class of first order linear hyperbolic systems, proposed as a generalization of the Goldstein-Kac model for velocity-jump processes and determined by a finite number of speeds and corresponding transition rates. It is…

Analysis of PDEs · Mathematics 2013-10-21 Corrado Mascia

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Data Analysis, Statistics and Probability · Physics 2014-12-09 Bernd Lehle , Joachim Peinke

We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…

Statistical Mechanics · Physics 2025-12-01 Fazil Najeeb , Arnab Pal , V. V. Prasad

Comparability graphs are the undirected graphs whose edges can be directed so that the resulting directed graph is transitive. They are related to posets and have applications in scheduling theory. This paper considers the problem of…

Data Structures and Algorithms · Computer Science 2015-03-11 Marc Tedder

We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…

Statistical Mechanics · Physics 2024-03-20 Iago N Mamede , Prashant Singh , Arnab Pal , Carlos E. Fiore , Karel Proesmans

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

In first-passage percolation, one places nonnegative i.i.d. random variables (T(e)) on the edges of Z^d. A geodesic is an optimal path for the passage times T(e). Consider a local property of the time environment. We call it a pattern. We…

Probability · Mathematics 2023-10-09 Antonin Jacquet

We study the phase transition phenomena for long-range oriented percolation and contact process. We studied a contact process in which the range of each vertex are independent, updated dynamically and given by some distribution $N$. We also…

Probability · Mathematics 2025-01-03 Pablo A. Gomes , Bernardo N. B. de Lima

Consider $\Xi$ a homogeneous Poisson point process on $\mathbb{R}^d$ ($d\geq 2$) with unit intensity with respect to the Lebesgue measure. For $\varepsilon\geq 0$, we define the Boolean model $\Sigma_{p, \varepsilon}$ as the union of the…

Probability · Mathematics 2025-02-11 Anne-Laure Basdevant , Jean-Baptiste Gouéré , Marie Théret

We analyse diffusion dynamics on weakly-coupled networks (interconnected networks) by means of separation of time scales. Using an adiabatic approximation we reduced the system dynamics to a Markov chain with aggregated variables and…

Chaotic Dynamics · Physics 2018-12-14 Grzegorz Siudem , Janusz A. Hołyst

Since 1997 a considerable effort has been spent to study the mixing time of switch Markov chains on the realizations of graphic degree sequences of simple graphs. Several results were proved on rapidly mixing Markov chains on unconstrained,…

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

Statistical Mechanics · Physics 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article we generalise this system and…

Statistical Mechanics · Physics 2015-06-18 Robin Forsling , Lloyd Sanders , Tobias Ambjörnsson , Ludvig Lizana

The second largest eigenvalue of a transition matrix $P$ has connections with many properties of the underlying Markov chain, and especially its convergence rate towards the stationary distribution. In this paper, we give an asymptotic…

Probability · Mathematics 2018-07-27 Simon Coste
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