Related papers: Universal hitting time statistics for integrable f…
In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…
Particle flows injected as beams and scattered by an intruder are numerically studied. We find a crossover of the drag force from Epstein's law to Newton's law, depending on the ratio of the speed to the thermal speed. These laws can be…
We consider a d-dimensional symmetric inclusion process (SIP), where particles are allowed to jump arbitrarily far apart. We establish both the hydrodynamic limit and non-equilibrium fluctuations for the empirical measure of particles. With…
We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
We consider transient random walks in random environment on Z in the positive speed (ballistic) and critical zero speed regimes. A classical result of Kesten, Kozlov and Spitzer proves that the hitting time of level $n$, after proper…
In this work we make use of generalized inverses associated with quantum channels acting on finite-dimensional Hilbert spaces, so that one may calculate the mean hitting time for a particle to reach a chosen goal subspace. The questions…
In classical physics the joint probability of a number of individually rare independent events is given by the Poisson distribution. It describes, for example, unidirectional transfer of population between the densely and sparsely populated…
We consider a discrete time simple symmetric random walk on Z^d, d>=1, where the path of the walk is perturbed by inserting deterministic jumps. We show that for any time n and any deterministic jumps that we insert, the expected number of…
We define the hitting (or absorbing) time for the case of continuous quantum walks by measuring the walk at random times, according to a Poisson process with measurement rate $\lambda$. From this definition we derive an explicit formula for…
We have studied the kinetics of cluster formation for dynamical systems of dimensions up to $n=8$ interacting through elastic collisions or coalescence. These systems could serve as possible models for gas kinetics, polymerization and…
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…
The state space of our model is the Euclidean space in dimension d = 2. Simultaneously, from all points of a homogeneous Poisson point process, we let grow independent and identically distributed random continuum paths. Each path stops…
Let (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion with drift and a compound Poisson process. We consider T_x the first hitting time of a fixed level x > 0 by (Xt, t >= 0). We prove that the law of T_x has a…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…
In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…
We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of…
The coherent quantum evolution of a one-dimensional many-particle system after sweeping the Hamiltonian through a critical point is studied using a generalized quantum Ising model containing both integrable and non-integrable regimes. It is…