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The amount of randomness in a signal generated by physical or non-physical process can reveal important information about that process. For example, the presence of randomness in ECG signals may indicate a cardiac disease. On the hand, the…

Data Analysis, Statistics and Probability · Physics 2020-05-05 R. V. Ramos

We show that anomalous diffusion can result when the steps of a random walk are not statistically independent. We present an algorithm that counts all the possible paths of particles diffusing on random graphs with arbitrary degree…

Soft Condensed Matter · Physics 2007-05-23 Joseph Snider , Clare C. Yu

We prove an invariance principle for Brownian motion in Gaussian or Poissonian random scenery by the method of characteristic functions. Annealed asymptotic limits are derived in all dimensions, with a focus on the case of dimension $d=2$,…

Probability · Mathematics 2014-01-03 Yu Gu , Guillaume Bal

We analyze a stochastic particle system of 5 neighbors. Considering eigenvalue problem of transition matrix, we propose a conjecture that asymptotic distribution of the system is determined by the number of specific local patterns in the…

Mathematical Physics · Physics 2022-02-08 Kazushige Endo

Collective phenomena emerge from the interaction of natural or artificial units with a complex organization. The interplay between structural patterns and dynamics might induce functional clusters that, in general, are different from…

Physics and Society · Physics 2017-04-25 Manlio De Domenico

For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…

Statistics Theory · Mathematics 2015-09-10 János Marcell Benke , Gyula Pap

This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…

Probability · Mathematics 2025-04-29 Wei Xu

In this paper, we study random walks evolving with a directional bias in a two-dimensional random environment with correlations that vanish polynomially. Using renormalization methods first employed for one-dimensional dynamic environments…

Probability · Mathematics 2024-06-14 Julien Allasia

A rigorous asymptotic procedure with the Mach number as a small parameter is used to derive the equations of mean flows which coexist and are affected by the background acoustic waves in the limit of very high Reynolds number.

Fluid Dynamics · Physics 2015-06-16 Vladimir A. Vladimirov , Konstantin Ilin

Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…

Statistics Theory · Mathematics 2020-05-05 Jeremie Houssineau , Neil K. Chada , Emmanuel Delande

Propulsion of otherwise passive objects is achieved by mechanisms of active driving. We concentrate on cases in which the direction of active drive is subject to spontaneous symmetry breaking. In our case, this direction will be maintained,…

Biological Physics · Physics 2022-07-08 Andreas M. Menzel

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

Hamiltonian flows on compact surfaces are characterized, and the topological invariants of such flows with finitely many singular points are constructed from the viewpoints of integrable systems, fluid mechanics, and dynamical systems.…

Dynamical Systems · Mathematics 2022-06-24 Tomoo Yokoyama

We develop a bifurcation theory for infinite dimensional systems satisfying abstract hypotheses that are tailored for applications to mean field coupled chaotic maps. Our abstract theory can be applied to many cases, from globally coupled…

Dynamical Systems · Mathematics 2025-01-14 Wael Bahsoun , Carlangelo Liverani

In this paper, we consider a nonlocal advection model for two populations on a bounded domain. The first part of the paper is devoted to the existence and uniqueness of solutions and the associated semi-flow properties. Here we use the…

Analysis of PDEs · Mathematics 2018-12-18 Xiaoming Fu , Pierre Magal

Recently Simenhaus proved that for any elliptic random walk in random environment, transience in the neighborhood of a given direction is equivalent to the a.s. existence of a deterministic asymptotic direction and to transience in any…

Probability · Mathematics 2009-02-09 Alexander Drewitz , Alejandro F. Ramírez

An invariant measure for a flow is, of course, an invariant measure for any of its time-t maps. But the converse is far from being true. Hence, one may naturally ask: What is the obstruction for an invariant measure for the time-one map to…

Dynamical Systems · Mathematics 2017-06-02 Gabriel Ponce , Régis Varão

We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…

Soft Condensed Matter · Physics 2014-09-19 M. Reza Shaebani , Zeinab Sadjadi , Igor M. Sokolov , Heiko Rieger , Ludger Santen

Routing choices of walking pedestrians in geometrically complex environments are regulated by the interplay of a multitude of factors such as local crowding, (estimated) time to destination, (perceived) comfort. As individual choices…

Physics and Society · Physics 2022-10-03 Alessandro Gabbana , Federico Toschi , Philip Ross , Antal Haans , Alessandro Corbetta

In Nature, liquids often circulate in channels textured with leaflets, cilia or porous walls that deform with the flow. These soft structures are optimized to passively control flows and inspire the design of novel microfluidic and soft…

Soft Condensed Matter · Physics 2020-08-19 Martin Brandenbourger , Adrien Dangremont , Rudolf Sprik , Corentin Coulais