Related papers: Persistence exponent for discrete-time, time-rever…
The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in…
We consider the persistence probability of a certain fractional Gaussian process $M^H$ that appears in the Mandelbrot-van Ness representation of fractional Brownian motion. This process is self-similar and smooth. We show that the…
Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…
Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighborhood of the origin. We address this question in…
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…
We examine persistence in one dimensional Ising model under zero temperature Glauber dynamics for random initial states with unequal fraction of up and down spins. We find the persistence exponent varies continuously with the fraction of up…
The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional…
We study the persistence properties of a fractional Brownian motion whose Hurst exponent is a random variable instead of a fixed constant. For each fixed $H \in (0,1)$, it is well known that the persistence probability of an FBM below a…
The time dependence of the survival probability, S(t), is determined for diffusing particles in two dimensions which are also driven by a random unidirectional zero-mean velocity field, v_x(y). For a semi-infinite system with unbounded y…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…
From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…
Extensive simulations are performed to study the persistence behavior of a conserved lattice gas model exhibiting an absorbing phase transition from an active phase into an inactive phase. Both the global and the local persistence exponents…
We review recent studies demonstrating a nonuniversal (continuously variable) survival exponent for history-dependent random walks, and analyze a new example, the hard movable partial reflector. These processes serve as a simplified models…
We study the persistence probabilities of a moving average process of order one with innovations that follow a Laplace distribution. The persistence probabilities can be computed fully explicitly in terms of classical combinatorial…
We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…
It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…
The persistence theory has been employed by several authors in order to study persistence properties of dynamical systems generated by ordinary differential equations or maps across diverse disciplines. In this note, the author discusses a…
A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…