Related papers: Escape rates for special flows and their higher or…
Intermittency of energy dissipation has long been studied via high-order moments in homogeneous and isotropic turbulence, but not much where the boundary effects are explicitly included. Here, we derive two fundamental Reynolds number…
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…
We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
A natural question of how the survival probability depends upon a position of a hole was seemingly never addressed in the theory of open dynamical systems. We found that this dependency could be very essential. The main results are related…
The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…
We prove the upper semicontinuity of the measure theoretic entropy for the geodesic flow on complete Riemannian manifolds without focal points and bounded sectional curvature. We then study the relationship between the escape of mass…
We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…
We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…
We use subgroup distortion to determine the rate of escape of a simple random walk on a class of polycyclic groups, and we show that the rate of escape is invariant under changes of generating set for these groups. For metabelian groups, we…
In this paper we give a criterion for a special flow to be not isomorphic to its inverse which is a refine of a result in \cite{Fr-Ku-Le}. We apply this criterion to special flows $T^f$ built over ergodic interval exchange transformations…
The escape mechanism of the four hill potential is explored. A thorough numerical investigation takes place in several types of two-dimensional planes and also in a three-dimensional subspace of the entire four-dimensional phase space in…
We derive moment estimates and a strong limit theorem for space inverses of stochastic flows generated by jump SDEs with adapted coefficients in weighted H\"older norms using the Sobolev embedding theorem and the change of variable formula.…
Probing deeper into the existing issues regarding the exit probability (EP) in one dimensional dynamical models, we consider several models where the states are represented by Ising spins and the information flows inwards. At zero…
The rate of escape of polymers from a two-dimensionally confining potential well has been evaluated using self-avoiding as well as ideal chain representations of varying length, up to 80 beads. Long timescale Langevin trajectories were…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
Energy dissipation rate is an important parameter for nearly every experiment on turbulent flow. Mathematically precise relationships between energy dissipation rate and other measurable statistics for the case of anisotropic turbulence are…
Reaching for a better understanding of turbulence, a line of investigation was followed, its main presupposition being that each scale dependent state, in a general renormalization flow, is a state that can be modeled using a class of ninth…
We study asymptotic properties of the Green metric associated with transient random walks on countable groups. We prove that the rate of escape of the random walk computed in the Green metric equals its asymptotic entropy. The proof relies…