Related papers: Diffusions interacting through a random matrix: un…
Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…
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…
Given a finite state space E, we build a universal dilation for all possible discrete time Markov chains on E, homogeneous or not: we introduce a second system (an ``environment'') and a deterministic invertible time-homogeneous global…
In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…
We consider Random Hopping Time (RHT) dynamics of the Sherrington - Kirkpatrick (SK) model and p-spin models of spin glasses. For any of these models and for any inverse temperature we prove that, on time scales that are sub-exponential in…
We study the stochastic dynamics of sequences evolving by single site mutations, segmental duplications, deletions, and random insertions. These processes are relevant for the evolution of genomic DNA. They define a universality class of…
For percolating systems, we propose a universal exponent relation connecting the leading corrections to scaling of the cluster size distribution with the dynamic corrections to the asymptotic transport behaviour at criticality. Our…
We construct both normal and anomalous deterministic biased diffusions to obtain the Einstein relation for their time-averaged transport coefficients. We find that the difference of the generalized Lyapunov exponent between biased and…
Driven surface diffusion occurs, for example, in molecular beam epitaxy when particles are deposited under an oblique angle. Elastic phase transitions happen when normal modes in crystals become soft due to the vanishing of certain elastic…
Has it ever occurred to you that the kinematic equations for uniformly accelerated one-dimensional motion are Taylor series expansions? If not, you are in good company. I didn't know this myself until a colleague pointed it out to me many…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
. We study the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random perturbation drawn from (i) a generalized Gaussian ensemble (ii) a non-Gaussian ensemble with a measure variable under the change of…
In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…
We found that models of evolving random networks exhibit dynamic scaling similar to scaling of growing surfaces. It is demonstrated by numerical simulations of two variants of the model in which nodes are added as well as removed [Phys.…
A stochastic hybrid system, also known as a switching diffusion, is a continuous-time Markov process with state space consisting of discrete and continuous parts. We consider parametric estimation of theQmatrix for the discrete state…
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…
The cover-time problem, i.e., time to visit every site in a system, is one of the key issues of random walks with wide applications in natural, social, and engineered systems. Addressing the full distribution of cover times for random walk…
We apply random matrix theory to complex networks. We show that nearest neighbor spacing distribution of the eigenvalues of the adjacency matrices of various model networks, namely scale-free, small-world and random networks follow…
We investigate model assessment and selection in a changing environment, by synthesizing datasets from both the current time period and historical epochs. To tackle unknown and potentially arbitrary temporal distribution shift, we develop…