Related papers: Multiple scattering in random mechanical systems a…
By a random billiard we mean a billiard system in which the standard specular reflection rule is replaced with a Markov transition probabilities operator P that, at each collision of the billiard particle with the boundary of the billiard…
A scattering process can be described by suitably closing the system and considering the first return map from the entrance onto itself. This scattering map may be singular and discontinuous, but it will be measure preserving as a…
We consider random flights of point particles inside $n$-dimensional channels of the form $\mathbb{R}^{k} \times \mathbb{B}^{n-k}$, where $\mathbb{B}^{n-k}$ is a ball of radius $r$ in dimension $n-k$. The particle velocities immediately…
We develop an analytical framework and numerical approach to obtain the coefficient of self-diffusivity for the transport of a rarefied gas in channels in the limit of large Knudsen number. This framework provides a method for determining…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
We investigate statistical properties of several classes of periodic billiard models which are diffusive. An introductory chapter gives motivation, and then a review of statistical properties of dynamical systems is given in chapter 2. In…
Focusing on hybrid diffusion dynamics involving continuous dynamics as well as discrete events, this article investigates the explicit approximations for nonlinear switching diffusion systems modulated by a Markov chain. Different kinds of…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
Polygonal billiards exhibit a rich and complex dynamical behavior. In recent years polygonal billiards have attracted great attention due to their application in the understanding of anomalous transport, but also at the fundamental level,…
We explore some beginning steps in stochastic thermodynamics of billiard-like mechanical systems by introducing extremely simple and explicit random mechanical processes capable of exhibiting steady-state irreversible thermodynamical…
Analytically tractable dynamical systems exhibiting a whole range of normal and anomalous deterministic diffusion are rare. Here we introduce a simple non-chaotic model in terms of an interval exchange transformation suitably lifted onto…
Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…
We consider the convergence of a continuous-time Markov chain approximation X^h, h>0, to an R^d-valued Levy process X. The state space of X^h is an equidistant lattice and its Q-matrix is chosen to approximate the generator of X. In…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We introduce a class of random mechanical systems called random billiards to study the problem of quantifying the irreversibility of nonequilibrium macroscopic systems. In a random billiard model, a point particle evolves by free motion…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
The density of states for a chaotic billiard with randomly distributed point-like scatterers is calculated, doubly averaged over the positions of the impurities and the shape of the billiard. Truncating the billiard Hamiltonian to a N x N…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…