Related papers: Hitting times distribution and extreme value law f…
We study a random walk in a N dimensional hypercube and exhibit results about stopping times when N diverges. The first theorem discusses the time in which two coupling processes spend to meet. A corollary provides a majorant for the…
Velocity distribution functions link the micro- and macro-level theories of fluid flow through porous media. Here we study them for the fluid absolute velocity and its longitudinal and lateral components relative to the macroscopic flow…
An intrinsic branching structure within the transient random walk on a strip in a random environment is revealed. As applications, which enables us to express the hitting time explicitly, and specifies the density of the absolutely…
We consider a general class of round-robin tournament models of equally strong players. In these models, each of the $n$ players competes against every other player exactly once. For each match between two players, the outcome is a value…
We prove quenched laws of hitting time statistics for random subshifts of finite type. In particular we prove a dichotomy between the law for periodic and for non-periodic points. We show that this applies to random Gibbs measures.
We prove that the distributional limit of the normalised number of returns to small neighbourhoods of periodic points of non-uniformly hyperbolic dynamical systems is compound Poisson. The returns to small balls around a fixed point in the…
In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…
We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…
We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…
This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…
There is a propensity for an extreme value analyses to be conducted as a consequence of the occurrence of a large flooding event. This timing of the analysis introduces bias and poor coverage probabilities into the associated risk…
We study rare events in the extreme value statistics of stochastic symmetric jump processes with power tails in the distributions of the jumps, using the big-jump principle. The principle states that in the presence of stochastic processes…
We consider the tail distribution of the edge cover time of a specific non-Markov process, $\delta$ once-reinforced random walk, on finite connected graphs, whose transition probability is proportional to weights of edges. Here the weights…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
The distributions of "time of flight" (time spent by a single fluid particle between two crossings of the Poincar\'e section) are investigated for five different 3D stationary chaotic mixers. Above all, we study the large tails of those…
A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…
We present a derivation of the exact sign-time distribution for a random walker in the presence of a boundary moving with constant velocity.
The probability distribution for multiple collisions observed in the chaotic low energy domain in the bouncing ball model is shown to be scaling invariant concerning the control parameters. The model considers the dynamics of a bouncing…
A length dependence of the effective mobility in the form of a power law, B ~ L^(1-1/alpha) is observed in dispersive transport in amorphous substances, with 0 < \alpha < 1. We deduce this behavior as a simple consequence of the statistical…