Related papers: A Note on the Conditional Probabilities of the Tel…
We present a new drift condition which implies rates of convergence to the stationary distribution of the iterates of a \psi-irreducible aperiodic and positive recurrent transition kernel. This condition, extending a condition introduced by…
We obtain expected number of arrivals, absorption probabilities and expected time until absorption for an asymmetric discrete random walk on a graph in the presence of multiple function barriers. On each edge of the graph and in each vertex…
In the multi-type totally asymmetric simple exclusion process (TASEP) on the line, each site of Z is occupied by a particle labeled with some number, and two neighboring particles are interchanged at rate one if their labels are in…
We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…
In a communication scheme, there exist points at the transmitter and at the receiver where the wave is reduced to a finite set of functions of time which describe amplitudes and phases. For instance, the information is summarized in…
We consider a standard binary branching Brownian motion on the real line. It is known that the maximal position $M_t$ among all particles alive at time $t$, shifted by $m_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t$ converges in law to a…
Mott variable range hopping is a fundamental mechanism for low-temperature electron conduction in disordered solids in the regime of Anderson localization. In a mean field approximation, it reduces to a random walk (shortly, Mott random…
We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…
Based on empirical financial time-series, we show that the "silence-breaking" probability follows a super-universal power law: the probability of observing a large movement is inversely proportional to the length of the on-going…
We compute the full probability distribution of the positions of a tagged particle exactly for given arbitrary initial positions of the particles and for general single-particle propagators. We consider the thermodynamic limit of our exact…
The various types of generalized Cattaneo, called also telegrapher's equation, are studied. We find conditions under which solutions of the equations considered so far can be recognized as probability distributions, \textit{i.e.} are…
Probability models have been proposed in the literature to account for "intelligent" behavior in many contexts. In this paper, probability propagation is applied to model agent's motion in potentially complex scenarios that include goals…
We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…
A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…
In Bayesian applications, there is a huge interest in rapid and accurate estimation of the posterior distribution, particularly for high dimensional or hierarchical models. In this article, we propose to use optimization to solve for a…
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…
We study a planar random motion $\big(X(t),Y(t)\big)$ with orthogonal directions which can turn clockwise, counterclockwise and reverse its direction each with a different probability. The support of the process is given by a time-varying…
Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown quantities. This method has been applied to the case of…
We analyze data from direct numerical simulations of homogeneous and isotropic turbulence (at Re_\lambda \approx 280) and study the statistics of curvature and torsion of Lagrangian trajectories in order to extract informations on the…
In the random acceleration process, a point particle is accelerated according to $\ddot{x}=\eta(t)$, where the right hand side represents Gaussian white noise with zero mean. We begin with the case of a particle with initial position $x_0$…