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Both complete decoupling and tangent decoupling are classical tools aiming to compare two random processes where one has a weaker dependence structure. We give a new proof for the complete decoupling inequality, which provides a lower bound…

Probability · Mathematics 2025-12-23 Victor H. de la Pena , Heyuan Yao , Demissie Alemayehu

We present a Markov chain (Dikin walk) for sampling from a convex body equipped with a self-concordant barrier, whose mixing time from a "central point" is strongly polynomial in the description of the convex set. The mixing time of this…

Data Structures and Algorithms · Computer Science 2015-11-17 Hariharan Narayanan

Using a minimal model of active Brownian discs, we study the effect of a crucial parameter, namely the softness of the inter-particle repulsion, on motility-induced phase separation. We show that an increase in particle softness reduces the…

Soft Condensed Matter · Physics 2021-05-19 Monika Sanoria , Raghunath Chelakkot , Amitabha Nandi

We study level-set percolation for the harmonic crystal on $\mathbb{Z}^d$, $d \geq 3$, with uniformly elliptic random conductances. We prove that this model undergoes a non-trivial phase transition at a critical level that is almost surely…

Probability · Mathematics 2021-08-18 Alberto Chiarini , Maximilian Nitzschner

We study Anderson localization in a one-dimensional disordered system with long-range correlated hopping decaying as $1/r^{a}$ with complex hopping amplitudes that break time-reversal symmetry in a tunable fashion by varying their argument.…

Disordered Systems and Neural Networks · Physics 2026-04-03 Bikram Pain , Sthitadhi Roy , Jens H. Bardarson , Ivan M. Khaymovich

We show that the measure on markings of $\mathbf {Z}_n^d$, $d\geq3$, with elements of ${0,1}$ given by i.i.d. fair coin flips on the range $\mathcal {R}$ of a random walk $X$ run until time $T$ and 0 otherwise becomes indistinguishable from…

Probability · Mathematics 2012-04-05 Jason Miller , Yuval Peres

The vacant set of random interlacements on ${\mathbb{Z}}^d$, $d\ge3$, has nontrivial percolative properties. It is known from Sznitman [Ann. Math. 171 (2010) 2039--2087], Sidoravicius and Sznitman [Comm. Pure Appl. Math. 62 (2009) 831--858]…

Probability · Mathematics 2010-12-08 Alain-Sol Sznitman

We consider $\mathbb{Z}_q$-valued clock models on a regular tree, for general classes of ferromagnetic nearest neighbor interactions which have a discrete rotational symmetry. It has been proved recently that, at strong enough coupling,…

Probability · Mathematics 2024-11-18 Christof Kuelske , Niklas Schubert

The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in $\mathbb Z^d$, $d\geq 1$. We show that under proper diffusive scaling the random walk exhibits a non-standard limit behaviour.…

Probability · Mathematics 2017-10-25 Andrey Piatnitski , Elena Zhizhina

We consider simple random walk on Z^d, d bigger or equal to 3. Motivated by the work of A.-S. Sznitman and the author in arXiv:1304.7477 and arXiv:1310.2177, we investigate the asymptotic behaviour of the probability that a large body gets…

Probability · Mathematics 2017-06-20 Xinyi Li

We study a system of coalescing continuous-time random walks starting from every site on $\mathbb{Z}$, where the jump increments lie in the domain of attraction of an $\alpha$-stable distribution with $\alpha\in(0,1]$. We establish sharp…

Probability · Mathematics 2026-02-02 Jinjiong Yu

We survey recent results concerning the total-variation mixing time of the simple exclusion process on the segment (symmetric and asymmetric) and a continuum analog, the simple random walk on the simplex with an emphasis on cutoff results.…

Probability · Mathematics 2021-11-15 Hubert Lacoin

In order to extract hidden joint information from two possibly uncorrelated time-series, we explored the measures of network science. Alongside common methods in time-series analysis of the economic markets, mapping the joint structure of…

Computational Finance · Quantitative Finance 2021-02-03 Jamshid Ardalankia , Jafar Askari , Somaye Sheykhali , Emmanuel Haven , G. Reza Jafari

Recent studies show indication of the effectiveness of synchronization as a data assimilation tool for small or meso-scale forecast when less number of variables are observed frequently. Our main aim here is to understand the effects of…

Chaotic Dynamics · Physics 2015-03-19 Md. Nurujjaman , Sumanth Shivamurthy , Amit Apte , Tanu Singla , P. Parmananda

A simple lemma bounds $\mathrm{s.d.}(T)/\mathbb{E} T$ for hitting times $T$ in Markov chains with a certain strong monotonicity property. We show how this lemma may be applied to several increasing set-valued processes. Our main result…

Probability · Mathematics 2016-04-22 David J. Aldous

This article addresses a modification of local time for stochastic processes, to be referred to as `natural local time'. It is prompted by theoretical developments arising in mathematical treatments of recent experiments and observations of…

Probability · Mathematics 2012-04-03 Thilanka Appuhamillage , Vrushali Bokil , Enrique Thomann , Edward Waymire , Brian Wood

Attributing a positive value \tau_x to each x in Z^d, we investigate a nearest-neighbour random walk which is reversible for the measure with weights (\tau_x), often known as "Bouchaud's trap model". We assume that these weights are…

Probability · Mathematics 2015-05-18 Jean-Christophe Mourrat

In this work, we consider an inhomogeneous (discrete time) Markov chain and are interested in its long time behavior. We provide sufficient conditions to ensure that some of its asymptotic properties can be related to the ones of a…

Probability · Mathematics 2017-11-09 Michel Benaïm , Florian Bouguet , Bertrand Cloez

Methods for reconstructing the topology of complex networks from time-resolved observations of node dynamics are gaining relevance across scientific disciplines. Of biggest practical interest are methods that make no assumptions about…

By introducing extrinsic noise as well as intrinsic uncertainty into a network with stochastic events, this paper studies the dynamics of the resulting Markov random network and characterizes a novel phenomenon of intermittent…

Dynamical Systems · Mathematics 2021-05-26 Arno Berger , Hong Qian , Shirou Wang , Yingfei Yi
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