Related papers: Entry and return times for semi-flows
Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms of the state of a latent diffusion process. In this…
Concepts from the Ergodic Theory are used to describe the existence of non-transitive maps in attractors of phase synchronous chaotic systems. It is shown that for a class of phase-coherent systems, e.g. the sinusoidally forced Chua's…
We consider open quantum walks on a graph, and consider the random variables defined as the passage time and number of visits to a given point of the graph. We study in particular the probability that the passage time is finite, the…
In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…
Different observations of a relation between inputs ("sources") and outputs ("targets") are often reported in terms of histograms (discretizations of the source and the target densities). Transporting these densities to each other provides…
We study adaptive control of classical ergodic Hamiltonian systems, where the controlling parameter varies slowly in time and is influenced by system's state (feedback). An effective adiabatic description is obtained for slow variables of…
For a given target density, there exist an infinite number of diffusion processes which are ergodic with respect to this density. As observed in a number of papers, samplers based on nonreversible diffusion processes can significantly…
Parallel replica dynamics is a method for accelerating the computation of processes characterized by a sequence of infrequent events. In this work, the processes are governed by the overdamped Langevin equation. Such processes spend much of…
The ergodic properties of two uncoupled oscillators, a horizontal and vertical one, residing in a class of non rectangular star-shaped polygons with only vertical and horizontal boundaries and impacting elastically from its boundaries are…
We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…
Birkhoff's theorem states that for an ergodic automorphism, the time averages converge to the space average. Given sequence $\psi(n)\to+0$, U. Krengel proved that for any ergodic automorphism there is an indicator such that the…
An analytic effective medium theory is constructed to study the mean access times for random walks on hybrid disordered structures formed by embedding complex networks into regular lattices, considering transition rates $F$ that are…
Dead time effects have been considered a major limitation for fast data acquisition in various time-correlated single photon counting applications, since a commonly adopted approach for dead time mitigation is to operate in the low-flux…
Many records in environmental sciences exhibit asymmetric trajectories and there is a need for simple and tractable models which can reproduce such features. In this paper we explore an approach based on applying both a time change and a…
The question of how to interpret and compute arrival-time distributions in quantum mechanics remains unsettled, reflecting the longstanding tension between treating time as a quantum observable or as a classical parameter. Most previous…
Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…
In this paper we develop a method for the estimation of {\bf T}ransport {\bf I}nduced by the {\bf M}ean-{\bf E}ddy interaction (TIME) in two-dimensional unsteady flows. The method is built on the dynamical systems approach and can be viewed…
In three-dimensional turbulent flows, the flux of energy from large to small scales breaks time symmetry. We show here that this irreversibility can be quantified by following the relative motion of several Lagrangian tracers. We find by…
We study a distributed particle filter proposed by Boli\'c et al.~(2005). This algorithm involves $m$ groups of $M$ particles, with interaction between groups occurring through a "local exchange" mechanism. We establish a central limit…
For a graph $G$ on $n$ vertices, naively sampling the position of a random walk of at time $t$ requires work $\Omega(t)$. We desire local access algorithms supporting $\text{position}(G,s,t)$ queries, which return the position of a random…