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In this paper, we prove that ergodic point processes with moments of all orders, driven by particular infinite measure preserving transformations, have to be a superposition of shifted Poisson processes. This rigidity result has a lot of…
This paper deals with dependence across marginally exponentially distributed arrival times, such as default times in financial modeling or inter-failure times in reliability theory. We explore the relationship between dependence and the…
A cellular automata approach using a Directed Cyclic Graph is used to model interrelationships of fluctuating time, state and space. This model predicts phenomena including a constant and maximum speed at which any moving entity can travel,…
Topological transitivity is a fundamental notion in topological dynamics and is widely regarded as a basic indicator of global dynamical complexity. For general cellular automata, topological transitivity is known to be undecidable. By…
Motivated by stability questions on piecewise deterministic Markov models of bacterial chemotaxis, we study the long time behavior of a variant of the classic telegraph process having a non-constant jump rate that induces a drift towards…
We simulate the dynamics of a single-electron source, modeled as a quantum dot with on-site Coulomb interaction and tunnel coupling to an adjacent lead, in time-dependent density functional theory. Based on this system, we develop a…
The phase diagram of the coupled sine circle map lattice shows spatio-temporal intermittency of two distinct types: spatio-temporal intermittency of the directed percolation (DP) class, and spatial intermittency which does not belong to…
We show that alpha stable L\'evy motions can be simulated by any ergodic and aperiodic probability preserving transformation. Namely we show: - for $0<\alpha<1$ and every $\alpha$ stable L\'evy motion $\mathbb{W}$, there exists a function f…
We consider pairs of toral automorphisms (A,B) satisfying an invariant cone property. At each iteration, A acts with probability p and B with probability 1-p. We prove exponential decay of correlations for a class of Holder continuous…
We introduce a stochastic cellular automaton with power law spatial decaying long-range interactions. In some limit this model reduces to the Domany-Kinzel cellular automaton. Monte Carlo and mean field calculations of the phase diagram of…
In this article, basing upon probabilistic methods, we discuss periodic homogenization of a class of weakly coupled systems of linear elliptic and parabolic partial differential equations. Under the assumption that the systems have rapidly…
Coupling is a widely used technique in the theoretical study of interacting stochastic processes. In this paper I present an example demonstrating its usefulness also in the efficient computer simulation of such processes. I first describe…
Based on a detailed microscopic test scenario motivated by recent empirical studies of single-vehicle data, several cellular automaton models for traffic flow are compared. We find three levels of agreement with the empirical data: 1)…
We consider the problem of approximate sampling from the finite volume Gibbs measure with a general pair interaction. We exhibit a parallel dynamics (Probabilistic Cellular Automaton) which efficiently implements the sampling. In this…
We study the local (in time) expansion of a continuous-time process and its conditional moments, including the process' characteristic function. The expansions are conducted by using the properties of the (time-extended) Ito signature, a…
We consider a left permutive cellular automaton Phi, with no memory and positive anticipation, defined on the space of all doubly infinite sequences with entries from a finite alphabet. For each such automaton that is not one-to-one, there…
In this paper we consider invertible one-dimensional linear cellular automata (CA hereafter) defined on a finite alphabet of cardinality $p^k$, i.e. the maps $T_{f[l,r]}:\mathbb{Z}^{\mathbb{Z}}_{p^k}\to\mathbb{Z}^{\mathbb{Z}}_{p^k}$ which…
Consider a continuous-state branching population constructed as a flow of nested subordinators. Inverting the subordinators and reversing time give rise to a flow of coalescing Markov processes (with negative jumps) which correspond to the…
We consider the lambda-coalescent processes with positive frequency of singleton clusters. The class in focus covers, for instance, the beta$(a,b)$-coalescents with $a>1$. We show that some large-sample properties of these processes can be…
We prove that the spin-boson system is ergodic, for arbitrary strengths of the coupling between the spin and the boson bath, provided the spin tunneling matrix element is small enough.