Related papers: On distributional limit laws for recurrence
In this paper we prove two results. First we show that dynamical systems with a $\phi$-mixing measure have in the limit Poisson distributed return times almost everywhere. We use the Chen-Stein method to also obtain rates of convergence.…
From a physical/dynamical system perspective, the potential well represents the proportional mass of points that escape the neighbourhood of a given point. In the last 20 years, several works have shown the importance of this quantity to…
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…
Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…
Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…
The generalised random graph contains $n$ vertices with positive i.i.d. weights. The probability of adding an edge between two vertices is increasing in their weights. We require the weight distribution to have finite second moments and…
The study of the number of collisions in a Poisson-Dirichlet coalescent leads to the analysis of the following version of a stochastic leader-elec\-tion algorithm. Consider an infinite family of persons, labeled by $1,2,3,\ldots$, who…
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…
We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…
We describe a simple framework for teaching the principles that underlie the dynamical laws of transport: Fick's law of diffusion, Fourier's law of heat flow, the Newtonian viscosity law, and mass-action laws of chemical kinetics. In…
We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…
This paper consider the functional mechanics as one of modern approaches to a problem of the correspondence between classical mechanics and the statistical physics. Deviations from classical trajectories are calculated and evolution of the…
In the present paper we show that the processes $X_n = \{X_n(t) \colon t \in [0,1]\}$, $n \in \mathbb{N}$, defined by $X_n(t) = \sqrt{n}C\int_0^t (-1)^{L(nu)} du$, where $L = \{L(t) \colon t \geq 0\}$ is a renewal processes whose…
Real count data time series often show the phenomenon of the underdispersion and overdispersion. In this paper, we develop two extensions of the first-order integer-valued autoregressive process with Poisson innovations, based on binomial…
In this paper, we study "demi-caract\'eristique" and (Poisson) stability in the sense of Poincar\'e. Using the definitions \'a la Poincar\'e for $\R$-actions $v$ on compact connected surfaces, we show that "$R$-closed" $\Rightarrow$…
Recurrence time quantifies the duration required for a physical system to return to its initial state, playing a pivotal role in understanding the predictability of complex systems. In quantum systems with subspace measurements, recurrence…
Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…
The radiation (reaction, Robin) boundary condition for the continuum diffusion equation is widely used in chemical and biological applications to express reactive boundaries. The underlying trajectories of the diffusing particles are…
We present a general framework to study the distribution of the flux through the origin up to time $t$, in a non-interacting one-dimensional system of particles with a step initial condition with a fixed density $\rho$ of particles to the…
The multiple Birkhoff recurrence theorem states that for any $d\in\mathbb N$, every system $(X,T)$ has a multiply recurrent point $x$, i.e. $(x,x,\ldots, x)$ is recurrent under $\tau_d=:T\times T^2\times \ldots \times T^d$. It is natural to…