Related papers: Intermittency of trawl processes
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…
Temporal point processes are the dominant paradigm for modeling sequences of events happening at irregular intervals. The standard way of learning in such models is by estimating the conditional intensity function. However, parameterizing…
In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…
The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW…
Tracking the solution of time-varying variational inequalities is an important problem with applications in game theory, optimization, and machine learning. Existing work considers time-varying games or time-varying optimization problems.…
It was shown recently that the anomalous scaling of simultaneous correlation functions in turbulence is intimately related to the breaking of temporal scale invariance, which is equivalent to the appearance of infinitely many times scales…
The time of the first occurrence of a threshold crossing event in a stochastic process, known as the first passage time, is of interest in many areas of sciences and engineering. Conventionally, there is an implicit assumption that the…
We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…
In this paper we consider convergence of moments in the small-time limit theorems for L\'evy processes. We provide precise asymptotics for all the absolute moments of positive order. The convergence of moments in limit theorems holds…
Small continuous sensory and mechanical perturbations have often been used to identify properties of the closed-loop neural control of posture and other systems that are approximately linear time invariant. Here we extend this approach to…
The usual development of the continuous time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper we address the theoretical setting of…
In empirical studies of random walks, continuous trajectories of animals or individuals are usually sampled over a finite number of points in space and time. It is however unclear how this partial observation affects the measured…
The analysis of temporal networks heavily depends on the analysis of time-respecting paths. However, before being able to model and analyze the time-respecting paths, we have to infer the timescales at which the temporal edges influence…
Droplets moving in a microfluidic loop device exhibit both periodic and chaotic behaviors based on the inlet droplet spacing. We propose that the periodic behavior is an outcome of a dispersed phase conservation principle. This conservation…
We present a solution to the problem of understanding a system that produces a sequence of temporally ordered observations. Our solution is based on generating and interpreting a set of temporal decision rules. A temporal decision rule is a…
In complex systems, external parameters often determine the phase in which the system operates, i.e., its macroscopic behavior. For nearly a century, statistical physics has extensively studied systems' transitions across phases,…
We have investigated the random walk problem in a finite system and studied the crossover induced in the the persistence probability scales by the system size.Analytical and numerical work show that the scaling function is an exponentially…
A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…
Recent work in the area of interdependent networks has focused on interactions between two systems of the same type. However, an important and ubiquitous class of systems are those involving monitoring and control, an example of…