Related papers: Multiple scattering in random mechanical systems a…
A single queueing system with time-dependent exponentially distributed arrival processes and exponential machine processes (Kendall notation $M_t/M_t/1$) is analyzed. Modeling the time evolution for the discrete queue-length distribution by…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We study a model inspired by the pinball machine involving chaotic scattering of particles on hard disks with inelasticity. This system exhibits sensitivity not only on the initial conditions of the scattering point particle but also on the…
We consider the billiard dynamics in a strip-like set that is tessellated by countably many translated copies of the same polygon. A random configuration of semidispersing scatterers is placed in each copy. The ensemble of dynamical systems…
H${\acute{e}}$non [8] used an inclined billiard to investigate aspects of chaotic scattering which occur in satellite encounters and in other situations. His model consisted of a piecewise mapping which described the motion of a point…
In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…
Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…
We study recurrence and transience for a particle that moves at constant velocity in the interior of an unbounded planar domain, with random reflections at the boundary governed by a Markov kernel producing outgoing angles from incoming…
This paper presents a stochastic approach to theorems concerning the behavior of iterations of the Bernstein operator $B_n$ taking a continuous function $f \in C[0,1]$ to a degree-$n$ polynomial when the number of iterations $k$ tends to…
The derivation of a quantum Markovian model for an opto-mechanical system consisting of a quantum mechanical mirror interacting with quantum optical input fields via radiation pressure is difficult problem which ultimately involves the…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…
We propose a model of Sinai billiards with moving scatterers, in which the locations and shapes of the scatterers may change by small amounts between collisions. Our main result is the exponential loss of memory of initial data at uniform…
We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…
Density dependent families of Markov chains, such as the stochastic models of mass-action chemical kinetics, converge for large values of the indexing parameter $N$ to deterministic systems of differential equations (Kurtz, 1970). Moreover…
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…
We scrutinize the anomalies in diffusion observed in an extended long-range system of classical rotors, the HMF model. Under suitable preparation, the system falls into long-lived quasi-stationary states presenting super-diffusion of rotor…
The application of random matrix theory to scattering requires introduction of system-specific information. This paper shows that the average impedance matrix, which characterizes such system-specific properties, can be semiclassically…
Scattering is an important phenomenon which is observed in systems ranging from the micro- to macroscale. In the context of nuclear reaction theory the Heidelberg approach was proposed and later demonstrated to be applicable to many chaotic…
The paper is devoted to the derivation of random unitary matrices whose spectral statistics is the same as statistics of quantum eigenvalues of certain deterministic two-dimensional barrier billiards. These random matrices are extracted…