Related papers: Benford's Law and Continuous Dependent Random Vari…
We consider the long-time behavior of systems close to a system with a smooth first integral. Under certain assumptions, the limiting behavior, to some extent, turns out to be universal: it is determined by the first integral, the…
We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…
Among econophysics investigations, studies of religious groups have been of interest. On one hand, the present paper concerns the Antoinist community financial reports, - a community which appeared at the end of the 19-th century in…
Random diffeomorphisms with bounded absolutely continuous noise are known to possess a finite number of stationary measures. We discuss dependence of stationary measures on an auxiliary parameter, thus describing bifurcations of families of…
Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…
The measurement of $B_s$-meson branching fractions is a fundamental tool to probe physics beyond the Standard Model. Every measurement of untagged time-integrated $B_s$-meson branching fractions is model-dependent due to the time dependence…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…
Diffusion has been widely used to describe a random walk of particles or waves, and it requires only one parameter -- the diffusion constant. For waves, however, diffusion is an approximation that disregards the possibility of interference.…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
Surprise-based learning allows agents to rapidly adapt to non-stationary stochastic environments characterized by sudden changes. We show that exact Bayesian inference in a hierarchical model gives rise to a surprise-modulated trade-off…
The generalized gamma distribution shows up in many problems related to engineering, hydrology as well as survival analysis. Earlier work has been done that estimated the deviation of the exponential and the Weibull distribution from…
We give a construction of a real number that is normal to all integer bases and continued fraction normal. The computation of the first n digits of its continued fraction expansion performs in the order of n^4 mathematical operations. The…
The importance of statistical patterns of language has been debated over decades. Although Zipf's law is perhaps the most popular case, recently, Menzerath's law has begun to be involved. Menzerath's law manifests in language, music and…
We introduce a methodology for seeking conservation laws within a Hamiltonian dynamical system, which we term ``neural deflation''. Inspired by deflation methods for steady states of dynamical systems, we propose to {iteratively} train a…
The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior --…
We study the inductive biases of diffusion models with a conditioning-variable, which have seen widespread application as both text-conditioned generative image models and observation-conditioned continuous control policies. We observe that…
We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…
Laplace's first law of errors, which states that the frequency of an error can be represented as an exponential function of the error magnitude, was overlooked for many decades but was recently shown to describe the statistical behavior of…