Related papers: Long time behavior of telegraph processes under co…
The transport properties of a random velocity field with Kolmogorov spectrum and time correlations defined along Lagrangian trajectories are analyzed. The analysis is carried on in the limit of short correlation times, as a perturbation…
We present a time dependent variational method to learn the mechanisms of equilibrium reactive processes and efficiently evaluate their rates within a transition path ensemble. This approach builds off variational path sampling methodology…
New aspects of turbulence are uncovered if one considers flow motion from the perspective of a fluid particle (known as the Lagrangian approach) rather than in terms of a velocity field (the Eulerian viewpoint). Using a new experimental…
Consider $n$ independent Goldstein-Kac telegraph processes $X_1(t), \dots ,X_n(t), \; n\ge 2, \; t\ge 0,$ on the real line $\Bbb R$. Each the process $X_k(t), \; k=1,\dots,n,$ describes a stochastic motion at constant finite speed $c_k>0$…
The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…
In this paper we present the distribution of the maximum of the telegraph process in the cases where the initial velocity is positive or negative with an even and an odd number of velocity reversals. For the telegraph process with positive…
Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…
We study a multivariate Hawkes process with long-range interactions, where the interaction strength decays as a power-law in the distance of the particles with exponent $1+\alpha.$ Our main focus is on the long-time asymptotic behavior of…
A particle switching between two sides of a symmetric system in interaction with a continuum exhibits a telegraph-like time development without the need of the Born-Bohr principle of reduction on eigenstates of the measuring equipment. The…
The dynamics and thermostatistics of a classical inertial XY model, characterized by long-range interactions, are investigated on $d$-dimensional lattices ($d=1,2,$ and 3), through molecular dynamics. The interactions between rotators decay…
Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…
L\'{e}vy processes with completely monotone jumps appear frequently in various applications of probability. For example, all popular stock price models based on L\'{e}vy processes (such as the Variance Gamma, CGMY/KoBoL and Normal Inverse…
The equilibrium distributions of a Markovian model describing the interaction of several classes of permanent connections in a network are analyzed. It has been introduced by Graham and Robert. For this model each of the connections has a…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the…
We present a theoretical approach to solve Markovian master equation for quantum transport with stochastic telegraph noise. Considering probabilities as functionals of a random telegraph process we use the Novikov's functional method to…
The long time behavior of a model for a first order, weakly reversible chemical reaction network is considered, where the movement of the reacting species is described by kinetic transport. The reactions are triggered by collisions with a…
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…