Related papers: Local time penalizations with various clocks for o…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
Probabilistic timed automata are classical timed automata extended with discrete probability distributions over edges. We introduce clock-dependent probabilistic timed automata, a variant of probabilistic timed automata in which transition…
Is this paper we study penalisations of diffusions satisfying some technical conditions, generalizing a result obtained by Najnudel, Roynette and Yor. If one of these diffusions has probability distribution $\mathbb{P}$, then our result can…
In statistics on manifolds, the notion of the mean of a probability distribution becomes more involved than in a linear space. Several location statistics have been proposed, which reduce to the ordinary mean in Euclidean space. A…
We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…
We discuss conditionings to avoid two points and one-point local time penalizations with conditioning to avoid another point, for which we adopt various clocks. We also give corrections to some of the previous results of Takeda--Yano for…
In this article, we study the family of probability measures (indexed by a positive real number t), obtained by penalization of the Brownian motion by a given functional of its local times at time t. We prove that this family tends to a…
For several classes of bounded sets $A$, the limit of a one-dimensional L\'{e}vy process conditioned to avoid $A$ up to a parametrized random time which tends to infinity. For $A$ we take the set of finite points with several clocks and a…
The standard formulation of quantum theory relies on a fixed space-time metric determining the localisation and causal order of events. In general relativity, the metric is influenced by matter, and is expected to become indefinite when…
We consider the ambiguity associated with the choice of clock in time reparameterization invariant theories. This arbitrariness undermines the goal of prescribing a fixed set of physical laws, since a change of time variable can completely…
Physicists are increasingly beginning to take seriously the possibility of laws outside the traditional time-evolution paradigm; yet our understanding of determinism is still predicated on a forwards time-evolution picture, making it…
Clock-dependent probabilistic timed automata extend classical timed automata with discrete probabilistic choice, where the probabilities are allowed to depend on the exact values of the clocks. Previous work has shown that the quantitative…
By proving a local limit theorem for higher-order transitions, we determine the time required for necklace chains to be close to stationarity. Because necklace chains, built by arranging identical smaller chains around a directed cycle, are…
We study non-terminating graph rewriting models, whose local rules are applied non-deterministically -- and yet enjoy a strong form of determinism, namely space-time determinism. Of course in the case of terminating computation it is…
Basic for the definition of 'time' are clocks operating under stationary conditions. The periods of two clocks can be compared with each other via two return experiments. The central clock mediates between the rotating and the inertial…
We provide an original and general sufficient criterion ensuring the exponential contraction of Feynman-Kac semi-groups of penalized processes. This criterion is applied to time-inhomogeneous one-dimensional diffusion processes conditioned…
In this paper, we study inverse local time at 0 of one-dimensional reflected diffusions on $[0, \infty)$, and establish a comparison principle for inverse local times. Applications to Green function estimates for non-local operators are…
We consider a one-dimensional diffusion in a stable L\'evy environment. We show that the normalized local time process refocused at the bottom of the standard valley with height $\log t$, $(L_X(t,\mathfrak m_{\log t}+x)/t,x\in \R)$,…
Local time is the measure of how much time a random walk has visited a given position. In multiple scattering media, where waves are diffuse, local time measures the sensitivity of the waves to the local medium's properties. Local…
A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…