Related papers: On telegraph processes, their first passage times …
Some iterative calculations can be carried out by parallel communicating processors, and yield the same results whether or not the processors are synchronized. We show that this is the case if and only if the iteration is a contraction that…
Relays in cellular systems are interference limited. The highest end-to-end sum rates are achieved when the relays are jointly optimized with the transmit strategy. Unfortunately, interference couples the links together making joint…
We report some additional examples of explicit solutions to an inverse first-passage place problem for one-dimensional diffusions with jumps, introduced in a previous paper. If $X(t)$ is a one-dimensional diffusion with jumps, starting from…
We present an analytical approximation scheme for the first passage time distribution on a finite interval of a random walker on a random forcing energy landscape. The approximation scheme captures the behavior of the distribution over all…
We derive a universal, exact asymptotic form of the splitting probability for symmetric continuous jump processes, which quantifies the probability $ \pi_{0,\underline{x}}(x_0)$ that the process crosses $x$ before 0 starting from a given…
Telescoping sums very naturally lead to probability distributions on ${\mathbb Z}^+$. But are these distributions typically cosmetic and devoid of motivation? In this paper we give three examples of "first occurrence" distributions, each…
The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study…
We apply the theory of continuous time random walks to study some aspects of the extreme value problem applied to financial time series. We focus our attention on extreme times, specifically the mean exit time and the mean first-passage…
We propose a numerical method to learn Maximum Entropy (MaxEnt) distributions with spatio-temporal constraints from experimental spike trains. This is an extension of two papers [10] and [4] who proposed the estimation of parameters where…
Diffusive cosmic-ray transport in nonuniform large-scale magnetic fields in the presence of boundaries is considered. Reflecting and absorbing boundary conditions are derived for a modified telegraph equation with a convective term.…
We consider a network (that is capable of network coding) with a set of sources and terminals, where each terminal is interested in recovering the sum of the sources. Considering directed acyclic graphs with unit capacity edges and…
Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimension, can be studied giving a general formulation of the…
We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences.…
A computational technique borrowed from the physical sciences is introduced to obtain accurate closed-form approximations for the transition probability of arbitrary diffusion processes. Within the path integral framework the same technique…
We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…
The extremal characteristics of random structures, including trees, graphs, and networks, are discussed. A statistical physics approach is employed in which extremal properties are obtained through suitably defined rate equations. A variety…
We derive an exact closed-form analytical expression for the distribution of the cover time for a random walk over an arbitrary graph. In special case, we derive simplified exact expressions for the distributions of cover time for a…
We calculate the highest possible information gain in a measurement of entangled states when employing a beamsplitter. The result is used to evaluate the fidelity, averaged over all unknown inputs, in a realistic teleportation protocol that…
We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and $H>0$. The process experiences hard reflection at the boundaries (with random switching to full absorption). Namely, when the process hits the origin…
We study the asymmetric one-dimensional telegraph process in the bounded domain. Lower boundary is absorbing and upper boundary is reflecting with delay. Point stays in the upper boundary until switch of regime occurs. We obtain the…