Related papers: Long range trap models on Z and quasistable proces…
We consider trap models on Z^d, namely continuous time Markov jump process on Z^d with embedded chain given by a generic discrete time random walk, and whose mean waiting time at x is given by tau_x, with tau = (tau_x, x in Z^d) a family of…
For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…
In this work we investigate the dynamics of random walk processes on scale-free networks in a short to moderate time scale. We perform extensive simulations for the calculation of the mean squared displacement, the network coverage and the…
The relaxation dynamics of zero range process (ZRP) has always been an interesting problem. In this study, we set up the relationship between ZRP and traps model, and investigate the slow dynamics of ZRP in the framework of traps model.…
In the seminal work [5], Ben Arous and \v{C}ern\'y give a general characterization of aging for trap models in terms of $\alpha$-stable subordinators with $\alpha \in (0,1)$. Some of the important examples that fall into this universality…
We consider a discrete-time random walk on a one-dimensional lattice with space and time-dependent random jump probabilities, known as the Beta random walk. We are interested in the probability that, for a given realization of the jump…
Renewal processes are zero-dimensional processes defined by independent intervals of time between zero crossings of a random walker. We subject renewal processes them to stochastic resetting by setting the position of the random walker to…
Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…
Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw} and \cite{rad} we study the local behaviour of…
We investigate a family of multiple-stable processes that may exhibit either long-range or short-range dependence, depending on the parameters. There are two parameters for the processes, the memory parameter $\beta\in(0,1)$ and the…
We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…
We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…
The jump processes W(t) on [0,\infty[ with transitions w -> alpha w at rate b*w^beta (0 =< alpha =< 1, b>0, beta>0) are considered. Their moments are shown to decay not faster than algebraically for t -> \infty, and an equilibrium…
We propose a nonparametric estimator of the jump activity index $\beta$ of a pure-jump semimartingale $X$ driven by a $\beta$-stable process when the underlying observations are coming from a high-frequency setting at irregular times. The…
In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol $p(x,\xi)=-i\beta(x)\xi+\gamma(x)|\xi|^{\alpha(x)},$ where $\alpha(x)\in(0,2)$, $\beta(x)\in\R$ and…
We investigate the behaviour of the response function in the one dimensional trap model using scaling arguments that we confirm by numerical simulations. We study the average position of the random walk at time tw+t given that a small bias…
Let $\tau = (\tau_i : i \in {\Bbb Z})$ denote i.i.d.~positive random variables with common distribution $F$ and (conditional on $\tau$) let $X = (X_t : t\geq0, X_0=0)$, be a continuous-time simple symmetric random walk on ${\Bbb Z}$ with…
Quasistationary states are long-lived nonequilibrium states, observed in some systems with long-range interactions under deterministic Hamiltonian evolution. These intriguing non-Boltzmann states relax to equilibrium over times which…
We investigate the effects of a trapping space-dependent potential on the low-temperature quasi-long-range order phase of two-dimensional particle systems with a relevant U(1) symmetry, such as quantum atomic gases. We characterize the…
We prove non-convergence theorems towards an unstable equilibrium (or a trap) for stochastic processes. The processes we consider are continuous-time or discrete-time processes and can be pertubations of the flow generated by a vector…