Related papers: The frequency of pattern occurrence in random walk…
The evolution of many dynamical systems that describe relationships or interactions between objects can be effectively modeled by temporal networks, which are typically represented as a sequence of static network snapshots. In this paper,…
This paper is devoted to change-point detection using only the ordinal structure of a time series. A statistic based on the conditional entropy of ordinal patterns characterizing the local up and down in a time series is introduced and…
A new class of one-dimensional, discrete time random walk model with memory, termed "Random walk with $n$ memory channels" (RW$n$MC) is proposed. In this model the information of $n$ ($n\in \mathbb{Z}$) previous steps from the walker's…
There is a close connection between intersections of Brownian motion paths and percolation on trees. Recently, ideas from probability on trees were an important component of the multifractal analysis of Brownian occupation measure, in joint…
Random walks on networks is the standard tool for modelling spreading processes in social and biological systems. This first-order Markov approach is used in conventional community detection, ranking, and spreading analysis although it…
This paper is dedicated to a robust ordinal method for learning the preferences of a decision maker between subsets. The decision model, derived from Fishburn and LaValle (1996) and whose parameters we learn, is general enough to be…
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…
Through the analysis of unbiased random walks on fractal trees and continuous time random walks, we show that even if a process is characterized by a mean square displacement (MSD) growing linearly with time (standard behaviour) its…
We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…
Forbidden ordinal patterns are ordinal patterns (or `rank blocks') that cannot appear in the orbits generated by a map taking values on a linearly ordered space, in which case we say that the map has forbidden patterns. Once a map has a…
Following a question of J. Cooper, we study the expected number of occurrences of a given permutation pattern $q$ in permutations that avoid another given pattern $r$. In some cases, we find the pattern that occurs least often, (resp. most…
Sinai's random walk in random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated…
Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…
We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
Random walk is one of the most classical and well-studied model in probability theory. For two correlated random walks on lattice, every step of the random walks has only two states, moving in the same direction or moving in the opposite…
We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics…
In animal societies as well as in human crowds, many observed collective behaviours result from self-organized processes based on local interactions among individuals. However, models of crowd dynamics are still lacking a systematic…
We study recurrence properties and the validity of the (weak) law of large numbers for (discrete time) processes which, in the simplest case, are obtained from simple symmetric random walk on $\Z$ by modifying the distribution of a step…
We investigate the dependence of Poincar\'e recurrence-times statistics on the choice of recurrence-set, by sampling the dynamics of two- and four-dimensional Hamiltonian maps. We derive a method that allows us to visualize the direct…