Related papers: Long range trap models on Z and quasistable proces…
We introduce and study a class of random walks defined on the integer lattice $ \mathbb{Z} ^d$ -- a discrete space and time counterpart of the symmetric $\alpha$-stable process in $\mathbb{R} ^d$. When $0< \alpha <2$ any coordinate axis in…
Extensive empirical investigation has shown that a plethora of real networks synchronously exhibit scale-free and modular structure, and it is thus of great importance to uncover the effects of these two striking properties on various…
Complex or hostile environments can sometimes inhibit the movement capabilities of diffusive particles or active swimmers, who may thus become stuck in fixed positions. This occurs, for example, in the adhesion of bacteria to surfaces at…
In this work the diffusion in the quenched trap model with diverging mean waiting times is examined. The approach of randomly stopped time is extensively applied in order to obtain asymptotically exact representation of the disorder…
We study the support (i.e. the set of visited sites) of a t step random walk on a two-dimensional square lattice in the large t limit. A broad class of global properties M(t) of the support is considered, including, e.g., the number S(t) of…
We consider a one-dimensional simple random walk surviving among a field of static soft traps : each time it meets a trap the walk is killed with probability 1--e --$\beta$ , where $\beta$ is a positive and fixed parameter. The positions of…
Although the title seems self-contradictory, it does not contain a misprint. The model we study is a seemingly minor modification of the "true self-avoiding walk" (TSAW) model of Amit, Parisi, and Peliti in two dimensions. The walks in it…
Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian.…
We study the correlation and response dynamics of trap models of glassy dynamics, considering observables that only partially decorrelate with every jump. This is inspired by recent work on a microscopic realization of such models, which…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the univariate case, the coefficients depend on time but not on…
We study the limit of the joint distribution of a multidimensional Generalized Tempered Stable (GTS) process and its quadratic covariation process when the stable index tends to two. Under a proper scaling, the GTS processes converges to a…
The long-time asymptotic behavior is studied for a long-range variant of the Emch-Radin model of interacting spins. We derive upper and lower bounds on the expectation values of a class of observables. We prove analytically that the time…
We consider nearest neighbour spatial random permutations on $\mathbb{Z}^d$. In this case, the energy of the system is proportional the sum of all cycle lengths, and the system can be interpreted as an ensemble of edge-weighted, mutually…
Consider a sequence {X(i,0) : i = 1, ..., n} of i.i.d. random variables. Associate to each X(i,0) an independent mean-one Poisson clock. Every time a clock rings replace that X-variable by an independent copy. In this way, we obtain i.i.d.…
Systems with long-range interactions, while relaxing towards equilibrium, sometimes get trapped in long-lived non-Boltzmann quasistationary states (QSS) which have lifetimes that grow algebraically with the system size. Such states have…
We describe a new class of self-similar symmetric $\alpha$-stable processes with stationary increments arising as a large time scale limit in a situation where many users are earning random rewards or incurring random costs. The resulting…
Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…
We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a nonnegative function of a Volterra type continuous Gaussian process that may have very rough sample paths. The main results obtained in…