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Suppose we are given an infinite, finitely generated group $G$ and a transient random walk on the wreath product $(\mathbb{Z}/ 2\mathbb{Z})\wr G$, such that its projection on $G$ is transient and has finite first moment. This random walk…
Exceptional points (EPs) are distinct characteristics of non-Hermitian Hamiltonians that have no counterparts in Hermitian systems. In this study, we focus on EPs in continuous systems rather than discrete non-Hermitian systems, which are…
We propose solution methods for previously-unsolved constrained MDPs in which actions can continuously modify the transition probabilities within some acceptable sets. While many methods have been proposed to solve regular MDPs with large…
We study the problem of deciding whether a point escapes a closed subset of $\mathbb{R}^d$ under the iteration of a continuous map $f \colon \mathbb{R}^d \to \mathbb{R}^d$ in the bit-model of real computation. We give a sound partial…
We study the transient behavior in coupled dissipative dynamical systems based on the linear analysis around the steady state. We find that the transient time is minimized at a specific set of system parameters and show that at this…
Consider a non-explosive positive Feller process with no negative jumps. It is shown in this note that when infinity is an entrance boundary, in the sense that the entrance times of the process remain bounded when the initial value tends to…
Let X be some homogeneous additive functional of a skew Bessel process Y. In this note, we compute the asymptotics of the first passage time of X to some fixed level b, and study the position of Y when X exits a bounded interval [a, b]. As…
Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…
Extension conjecture states that if a simple module over an artin algebra has nonzero first self-extension group then it has nonzero i-th self-extension group for infinitely many positive integers i. It is shown by recollement of…
We investigate the rate of convergence of the iterates of an n-dimensional quasiregular mapping within the basin of attraction of a fixed point of high local index. A key tool is a refinement of a result that gives bounds on the distortion…
We prove sharp asymptotic estimates for the rate of escape of the two-dimensional simple random walk conditioned to avoid a fixed finite set. We derive it from asymptotics available for the continuous analogue of this process (cf…
The cutoff phenomenon, conceptualized at the origin for finite Markov chains, states that for a parametric family of evolution equations, started from a point, the distance towards a long time equilibrium may become more and more abrupt for…
First, we give a closed-form formula for first passage time of a reflected Brownian motion with drift. This modifies a formula by Perry et al (2004). Second, we show that the maximum before a fixed drawdown is exponentially distributed for…
We consider the dynamics associated with an arbitrary semigroup of transcendental entire functions. Fatou-Julia theory is used to investigate the dynamics of these semigroups. Several results of the dynamics associated with iteration of a…
The Fatou-Julia iteration theory of rational and transcendental entire functions has recently been extended to quasiregular maps in more than two real dimensions. Our goal in this paper is similar; we extend the iteration theory of analytic…
We present a master equation approach to the \emph{narrow escape time} (NET) problem, i.e. the time needed for a particle contained in a confining domain with a single narrow opening, to exit the domain for the first time. We introduce a…
Quantum escapes of a particle from an end of a one-dimensional finite region to $N$ number of semi-infinite leads are discussed by a scattering theoretical approach. Depending on a potential barrier amplitude at the junction, the…
We show that quantum trajectories become exponentially fast supported by one of their minimal invariant subspaces. Exponential convergence is shown in expectation using Lyapunov techniques. The proof is based on an in-depth study of the…
We consider transient nearest neighbor random walks on the positive part of the real line. We give criteria for the finiteness of the number of cutpoints and strong cutpoints. Examples and open problems are presented.
For a zero-delayed random walk on the real line, let $\tau(x)$, $N(x)$ and $\rho(x)$ denote the first passage time into the interval $(x,\infty)$, the number of visits to the interval $(-\infty,x]$ and the last exit time from $(-\infty,x]$,…