Related papers: On telegraph processes, their first passage times …
The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…
Two processors output correlated sequences using the help of a coordinator with whom they individually share independent randomness. For the case of unlimited shared randomness, we characterize the rate of communication required from the…
The methods of non-equilibrium thermodynamics of systems with an interface have been applied to the study of transport processes in semiconductor junctions. A complete phenomenological model for drift-diffusion processes in a junction has…
In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state…
We review the properties of time intervals between the crossings at a level M of a smooth stationary Gaussian temporal signal. The distribution of these intervals and the persistence are derived within the Independent Interval Approximation…
We derive novel results on the ergodic theory of irreducible, aperiodic Markov chains. We show how to optimally steer the network flow to a stationary distribution over a finite or infinite time horizon. Optimality is with respect to an…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
The paper is concerned with a system of linear hyperbolic differential equations on a network coupled through general transmission conditions of Kirchhoff's type at the nodes. We discuss the reduction of such a problem to a system of…
Consider n unit intervals, say [1,2], [3,4], ..., [2n-1,2n]. Identify their endpoints in pairs at random, with all (2n-1)!! = (2n-1) (2n-3) ... 3 1 pairings being equally likely. The result is a collection of cycles of various lengths, and…
The transmissions as functions of energy are central for electron or phonon transport in the Landauer transport picture. We suggest a simple and computationally "cheap" post-processing scheme to interpolate transmission functions over…
Within the scattering matrix approach to electronic transport, the scattering and transport properties of tight-binding random graphs are analyzed. In particular, we compute the scattering matrix elements, the transmission, the…
Maximization of the entropy rate is an important issue to design diffusion processes aiming at a well-mixed state. We demonstrate that it is possible to construct maximal-entropy random walks with only local information on the graph…
We consider a sequential cascade of molecular first-reaction events towards a terminal reaction centre in which each reaction step is controlled by diffusive motion of the particles. The model studied here represents a typical reaction…
We propose a method to determine the switching rates of a random telegraph signal. We apply digital low pass filtering with varying bandwidth to the raw signal, evaluate the cumulants of the resulting distributions and compare them with the…
We present an approximate calculation for the distribution of the maximum of a smooth stationary temporal signal X(t). As an application, we compute the persistence exponent associated to the probability that the process remains below a…
We study the mean time for a random walk to traverse between two arbitrary sites of the Erdos-Renyi random graph. We develop an effective medium approximation that predicts that the mean first-passage time between pairs of nodes, as well as…
Extreme economic outcomes are not shaped by tails alone. They are also shaped by unequal access to opportunities. This paper develops a theory of heterogeneous extremes by taking the distribution of opportunity access as the object of…
We show how to exploit symmetries of a graph to efficiently compute the fastest mixing Markov chain on the graph (i.e., find the transition probabilities on the edges to minimize the second-largest eigenvalue modulus of the transition…
The energy and charge fluxes carried by electrons in a two-terminal junction subjected to a random telegraph noise, produced by a single electronic defect, are analyzed. The telegraph processes are imitated by the action of a stochastic…
This article connects the theory of extremal doubly stochastic measures to the geometry and topology of optimal transportation. We begin by reviewing an old question (# 111) of Birkhoff in probability and statistics [4], which is to give a…