Related papers: A Note on the Conditional Probabilities of the Tel…
From the macroscopic viewpoint for describing the acceleration behavior of drivers, this letter presents a weighted probabilistic cellular automaton model (the WP model, for short) by introducing a kind of random acceleration probabilistic…
The problem of parameter estimation by the observations of the two-state telegraph process in the presence of white Gaussian noise is considered. The properties of estimator of the method of moments are described in the asymptotics of large…
Irreversible processes accomplished in a fixed time involve nonlinearly coupled flows of matter, energy, and information. Here, using entropy production as an example, we show how thermodynamic uncertainty relations and speed limits on…
We have studied the statistical mechanics of money circulation in a closed economic system. An explicit statistical formulation of the circulation velocity of money is presented for the first time by introducing the concept of holding time…
The paper is concerned with a class of two-sided stochastic processes of the form $X=W+A$. Here $W$ is a two-sided Brownian motion with random initial data at time zero and $A\equiv A(W)$ is a function of $W$. Elements of the related…
The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…
The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional…
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…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
We study persistent random walk with time dependent velocity reversal probabilities and identify a criterion for a non-equilibrium dynamical transition. As a representative example, we consider a power law reversal probability $p(t)\sim…
We study random graphs with latent geometric structure, where the probability of each edge depends on the underlying random positions corresponding to the two endpoints. We focus on the setting where this conditional probability is a…
We show that a signal can propagate in a particular direction through a model random medium regardless of the precise state of the medium. As a prototype, we consider a point particle moving on a one-dimensional lattice whose sites are…
We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…
We consider a particle undergoing run and tumble dynamics, in which its velocity stochastically reverses, in one dimension. We study the addition of a Poissonian resetting process occurring with rate $r$. At a reset event the particle's…
Transport of a Brownian particle moving in a periodic potential is investigated in the presence of symmetric unbiased external force. The viscous medium is alternately in contact with the two heat reservoirs. We present the analytical…
We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…
We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…
We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that…
This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>na_{n}) where a_{n}\rightarrow\infty. It is proved that when…
By analyzing empirical time headway distributions of traffic flow, a hypothesis about the underlying stochastic process can be drawn. The results found lead to the assumption that the headways $T_i$ of individual vehicles follow a linear…