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The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
The topological hypothesis claims that phase transitions in a classical statistical mechanical system are related to changes in the topology of the level sets of the Hamiltonian. So far, the study of this hypothesis has been restricted to…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…
In this paper, we derive the joint Laplace transforms of occupation times until its last passage times as well as its positions. Motivated by Baurdoux [2], the last times before an independent exponential variable are studied. By applying…
We compute exactly the distribution of the occupation time in a discrete {\em non-Markovian} toy sequence which appears in various physical contexts such as the diffusion processes and Ising spin glass chains. The non-Markovian property…
With the increasing ubiquity of safety-critical autonomous systems operating in uncertain environments, there is a need for mathematical methods for formal verification of stochastic models. Towards formally verifying properties of…
We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…
We consider cooperative processes (quantum spin chains and random walks) in one-dimensional fluctuating random and aperiodic environments characterized by fluctuating exponents omega>0. At the critical point the random and aperiodic systems…
A relation between O(n) lattice spin models and Ising models defined on the same lattice was recently put forward [L. Casetti, C. Nardini, and R. Nerattini, Phys. Rev. Lett. 106, 057208 (2011)]. Such a relation, inspired by an energy…
In this short communication we study a fluid queue with a finite buffer. The performance measure we are interested in is the occupation time over a finite time period, i.e., the fraction of time the workload process is below some fixed…
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…
Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In…
The $(d,\alpha,\beta,\gamma)$-branching particle system consists of particles moving in $R^d$ according to a symmetric $\alpha$-stable L\'evy process $(0<\alpha\leq 2)$, splitting with a critical $(1+\beta)$-branching law $(0<\beta\leq 1)$,…
We investigate the time dependence of correlation functions in the central spin model, which describes the electron or hole spin confined in a quantum dot, interacting with a bath of nuclear spins forming the Overhauser field. For large…
Binary random variables are the building blocks used to describe a large variety of systems, from magnetic spins to financial time series and neuron activity. In Statistical Physics the Kinetic Ising Model has been introduced to describe…
A dynamical model for the distribution of resources between competing agents is studied. While global competition leads to the accumulation of all the resources by a single agent, local competition allows for a wider resource distribution.…
The classical dynamics of a particle that is driven by a rapidly oscillating potential (with frequency $\omega$) is studied. The motion is separated into a slow part and a fast part that oscillates around the slow part. The motion of the…
We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…
We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…