Related papers: Time-averaged MSD for switching diffusion
Given a heterogeneous time-series sample, the objective is to find points in time (called change points) where the probability distribution generating the data has changed. The data are assumed to have been generated by arbitrary unknown…
We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…
Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…
A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and satisfies a curvature condition [Stochastic Process. Appl. 85 (2000) 341-361]. Many applications, including Bayesian…
Recent in-situ and remote observations suggest that the transport regime associated with shock accelerated particles may be anomalous {i.e., the Mean Square Displacement (MSD) of such particles scales non-linearly with time}. We use…
Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…
We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…
In this paper, we study the basic problem of a charged particle in a stochastic magnetic field. We consider dichotomous fluctuations of the magnetic field {where the sojourn time in one of the two states are distributed according to a given…
An increasing number of experimental studies employ single particle tracking to probe the physical environment in complex systems. We here propose and discuss new methods to analyze the time series of the particle traces, in particular, for…
We use the Random Matrix Theory (RMT) to study the probability distribution function and moments of the wave power transmitted inside systems with ergodic wave motion. The results describe either open multichannel systems or their closed…
We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptotic statistical guarantees for the least-squares…
Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
We quantify nonergodic and aging behaviors of nanocrystals (or quantum dots) based on stochastic model. Ergodicity breaking is characterized based on time average intensity and time average correlation function, which remain random even in…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
We study the long time behavior of an advection-diffusion equation with a random shear flow which depends on a stationary Ornstein-Uhlenbeck (OU) process in parallel-plate channels enforcing the no-flux boundary conditions. We derive a…
We show that the Turing patterns in reaction systems with subdiffusion can be replicated in an effective system with Markovian cross-diffusion. The effective system has the same Turing instability as the original system, and the same…
The phenomenology of turbulent relative dispersion is revisited. A heuristic scenario is proposed, in which pairs of tracers undergo a succession of independent ballistic separations during time intervals whose lengths fluctuate. This…
This work focuses on recurrence and ergodicity of switching diffusions consisting of continuous and discrete components, in which the discrete component takes values in a countably infinite set and the rates of switching at current time…