Related papers: Scenery entropy as an invariant of RWRS processes
A local homeomorphism between open subsets of a locally compact Hausdorff space induces dynamical systems with a wide range of applications, including in C*-algebras. In this paper, we introduce the concepts of nonwandering and wandering…
We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…
We show that the product or convex combination of two Markov operators with equivalent stationary measures need not have a stationary measure from the same measure class. More specifically, we exhibit examples of a hitherto undescribed…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
Reinforced random walks are random walks on graphs whose transition probabilities along edges from a vertex are proportional to the weights of those edges, but where the weight of an edge evolves in a way that depends on the past traversals…
We study asymptotic properties of spatially non-homogeneous random walks with non-integrable increments, including transience, almost-sure bounds, and existence and non-existence of moments for first-passage and last-exit times. In our…
In this paper we consider a d-dimensional scenery seen along a simple symmetric branching random walk, where at each time each particle gives the color record it is seeing. We show that we can a.s. reconstruct the scenery up to equivalence…
Consider a point particle moving through a Poisson distributed array of cubes all oriented along the axes - the random wind-tree model introduced in Ehrenfest-Ehrenfest (1912). We show that, in the joint Boltzmann-Grad and diffusive limit…
Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…
Random walks on dynamic graphs have received increasingly more attention from different academic communities over the last decade. Despite the relatively large literature, little is known about random walks that construct the graph where…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
In addition to the emergent complexity of patterns that appears when many agents come in interaction, it is also useful to characterize the dynamical processes that lead to their self-organization. A set of ergodic invariants is identified…
The Boltzmann-Gibbs celebrated entropy $S_{BG}=-k\sum_ip_i \ln p_i$ is {\it concave} (with regard to all probability distributions $\{p_i\}$) and {\it stable} (under arbitrarily small deformations of any given probability distribution). It…
Non-Hermitian systems can manifest rich static and dynamical properties at their exceptional points (EPs). Here, we identify yet another class of distinct phenomena that is hinged on EPs, namely, the emergence of a series of non-Hermitian…
Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…
We prove that when a sequence of L\'evy processes $X^{(n)}$ or a normed sequence of random walks $S^{(n)}$ converges a.s. on the Skorokhod space toward a L\'evy process $X$, the sequence $L^{(n)}$ of local times at the supremum of $X^{(n)}$…
The article presents a new perspective on the isomorphism problem for non-ergodic measure-preserving dynamical systems with discrete spectrum which is based on the connection between ergodic theory and topological dynamics constituted by…
We analyze dynamical properties of the Shannon information entropy of a continuous probability distribution, which is driven by a standard diffusion process. This entropy choice is confronted with another option, employing the conditional…