Related papers: Spectral analysis of the zigzag process
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $ \pm c $ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
The evolution of the Kolmogorov-Zakharov (K-Z) spectrum of weak turbulence is studied in the limit of strongly local interactions where the usual kinetic equation, describing the time evolution of the spectral wave-action density, can be…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
A theoretical analysis of the statistical distributions of the reflected intensities from random media is presented. We use random matrix theory to analytically deduce the probability densities in the localization regime. Numerical…
In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…
Multiplex networks consist of a fixed set of nodes connected by several sets of edges which are generated separately and correspond to different networks ("layers"). Here, a simple variant of the Ising model on multiplex networks with two…
We consider the Schr\"odinger operator on zigzag graphs with a periodic potential. The spectrum of this operator consists of an absolutely continuous part (intervals separated by gaps) plus an infinite number of eigenvalues with infinite…
The Arak process is a solvable stochastic process which generates coloured patterns in the plane. Patterns are made up of a variable number of random non-intersecting polygons. We show that the distribution of Arak process states is the…
The multifragmentation of excited spherical nuclear sources with various N/Z ratios and fixed mass number is studied within dynamical and statistical models. The dynamical model treats the multifragmentation process as a final stage of the…
A large variety of dynamical processes that take place on networks can be expressed in terms of the spectral properties of some linear operator which reflects how the dynamical rules depend on the network topology. Often such spectral…
The study of random graphs has become very popular for real-life network modeling such as social networks or financial networks. Inhomogeneous long-range percolation (or scale-free percolation) on the lattice $\mathbb Z^d$, $d\ge1$, is a…
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…
We consider random networks whose dynamics is described by a rate equation, with transition rates $w_{nm}$ that form a symmetric matrix. The long time evolution of the system is characterized by a diffusion coefficient $D$. In one dimension…
This paper investigates the problem of estimating the spectral power parameters of random analog sources using numerical measurements acquired with minimum digitization complexity. Therefore, spectral analysis has to be performed with…
This paper develops change-point methods for the spectrum of a locally stationary time series. We focus on series with a bounded spectral density that change smoothly under the null hypothesis but exhibits change-points or becomes less…
Studying time-dependent behavior in lasers is analytically difficult due to the saturating non-linearity inherent in the Maxwell-Bloch equations and numerically demanding because of the computational resources needed to discretize both time…
A system with a metastable phase and a pseudo continuous set of the heterogeneous centers is considered. An analytical theory for kinetics of the process of condensation in such a system is constructed. The free energy of formation of the…
A quasi one--dimensional system of trapped, repulsively interacting atoms (e.g., an ion chain) exhibits a structural phase transition from a linear chain to a zigzag structure, tuned by reducing the transverse trap potential or increasing…
We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…