Related papers: Long time behavior of telegraph processes under co…
Temporal networks model how the interaction between elements in a complex system evolve over time. Just like complex systems display collective dynamics, here we interpret temporal networks as trajectories performing a collective motion in…
The complex spatiotemporal flow patterns in living tissues, driven by active forces, have many of the characteristics associated with inertial turbulence even though the Reynolds number is extremely low. Analyses of experimental data from…
We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
We study certain self-interacting walks on the set of integers, that choose to jump to the right or to the left randomly but influenced by the number of times they have previously jumped along the edges in the finite neighbourhood of their…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
We analyze how the transient dynamics of large dynamical systems in the vicinity of a stationary point, modeled by a set of randomly coupled linear differential equations, depends on the network topology. We characterize the transient…
We study the long time behavior of the solution to some McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the asymptotic dynamic of the membrane potential of a spiking neuron…
Structural properties of evolving random graphs are investigated. Treating linking as a dynamic aggregation process, rate equations for the distribution of node to node distances (paths) and of cycles are formulated and solved analytically.…
Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…
A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We…
The paper develops a new class of financial market models. These models are based on generalized telegraph processes: Markov random flows with alternating velocities and jumps occurring when the velocities are switching. While such markets…
This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…
We study the asymptotic behavior of multiscale stochastic gene networks using weak limits of Markov jump processes. Depending on the time and concentration scales of the system we distinguish four types of limits: continuous piecewise…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
We show that under certain simple assumptions on the topology (structure) of networks of strongly interacting chaotic elements a phenomenon of long range action takes place, namely that the asymptotic (as time goes to infinity) dynamics of…