Related papers: Phase transition in non-Markovian animal explorati…
We study an epidemic model for a constant population by taking into account four compartments of the individuals characterizing their states of health. Each individual is in one of the compartments susceptible (S); incubated - infected yet…
State space models are well-known for their versatility in modeling dynamic systems that arise in various scientific disciplines. Although parametric state space models are well studied, nonparametric approaches are much less explored in…
We introduce a general approach for the study of the collective dynamics of non-interacting random walkers on connected networks. We analyze the movement of $R$ independent (Markovian) walkers, each defined by its own transition matrix. By…
The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…
Random walks process on networks plays a fundamental role in understanding the importance of nodes and the similarity of them, which has been widely applied in PageRank, information retrieval, and community detection, etc. Individual's…
The initial transient phase of an emerging epidemic is of critical importance for data-driven model building, model-based prediction of the epidemic trend, and articulation of control/prevention strategies. In principle, quantitative models…
We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…
Dynamical phase transitions in the relaxation behavior of stochastic quantum walks are investigated, focusing on systems where coherent unitary evolution is periodically interrupted by dephasing. This interplay leads to a classicalization…
Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…
We examine an interacting particle system on trees commonly referred to as the frog model. For its initial state, it begins with a single active particle at the root and i.i.d. $\mathrm{Poiss}(\lambda)$ many inactive particles at each…
Very recently, a fundamental observable has been introduced and analyzed to quantify the exploration of random walks: the time $\tau_k$ required for a random walk to find a site that it never visited previously, when the walk has already…
1. Spatial memory plays a role in the way animals perceive their environments, resulting in memory-informed movement patterns that are observable to ecologists. Developing mathematical techniques to understand how animals use memory in…
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…
We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…
Consider a random medium consisting of points randomly distributed so that there is no correlation among the distances. This is the random link model, which is the high dimensionality limit (mean field approximation) for the euclidean…
We consider a random walker whose motion is tethered around a focal point. We use two models that exhibit the same spatial dependence in the steady state but widely different dynamics. In one case, the walker is subject to a deterministic…
We introduce state-space models where the functionals of the observational and the evolutionary equations are unknown, and treated as random functions evolving with time. Thus, our model is nonparametric and generalizes the traditional…
We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…
This paper considers a class of non-Markovian discrete-time random processes on a finite state space {1,...,d}. The transition probabilities at each time are influenced by the number of times each state has been visited and by a fixed a…
We examine birth--death processes with state dependent transition probabilities and at least one absorbing boundary. In evolution, this describes selection acting on two different types in a finite population where reproductive events occur…