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Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…

Statistical Mechanics · Physics 2013-03-11 R. Toenjes , H. Kori

Temporal networks are commonly used to model real-life phenomena. When these phenomena represent interactions and are captured at a fine-grained temporal resolution, they are modeled as link streams. Community detection is an essential…

Social and Information Networks · Computer Science 2024-09-02 Victor Brabant , Yasaman Asgari , Pierre Borgnat , Angela Bonifati , Remy Cazabet

We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of $n$ nodes and on $n^\gamma$ additional edges, where $\gamma < 1$. We find that the…

Probability · Mathematics 2015-06-26 Balázs Gerencsér

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…

Probability · Mathematics 2021-05-21 Aleksandr Shchegolev

We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.

Probability · Mathematics 2016-11-28 V. Konakov , A. Kozhina , S. Menozzi

We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper…

Probability · Mathematics 2007-05-23 Richard F. Bass , Takashi Kumagai

In this paper, instability at an interface between two miscible liquids with identical mechanical properties but different electrical conductivities is analyzed in the presence of an electric field that is perpendicular to the interface. A…

Fluid Dynamics · Physics 2014-02-11 H. -Y. Hsu , Neelesh A. Patankar

A framework for defining stochastic currents associated with diffusion processes on curved Riemannian manifolds is presented. This is achieved by introducing an overdamped Stratonovich-Langevin equation that remains fully covariant under…

Statistical Mechanics · Physics 2024-07-23 Harry J. D. Miller

In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…

Probability · Mathematics 2016-08-16 Florence Merlevède , Magda Peligrad , Sergey Utev

The electron tunneling through a molecular junction modeled by a single site weakly coupled to two leads is studied in the presence of a time-dependent external field using a master equation approach. In the case of small bias voltages and…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Guangqi Li , Michael Schreiber , Ulrich Kleinekathoefer

Stock networks, constructed from stock price time series, are a well-established tool for the characterization of complex behavior in stock markets. Following Mantegna's seminal paper, the linear Pearson's correlation coefficient between…

Statistical Finance · Quantitative Finance 2018-06-27 David Hartman , Jaroslav Hlinka

Many natural systems are organized as networks, in which the nodes (be they cells, individuals or populations) interact in a time-dependent fashion. The dynamic behavior of these networks depends on how these nodes are connected, which can…

Neurons and Cognition · Quantitative Biology 2015-06-22 Anca Radulescu , Sergio Verduzco-Flores

The theory of pattern formation in reaction-diffusion systems is extended to the case of a directed network. Due to the structure of the network Laplacian of the scrutinised system, the dispersion relation has both real and imaginary parts,…

Pattern Formation and Solitons · Physics 2014-08-01 Malbor Asllani , Joseph D. Challenger , Francesco Saverio Pavone , Leonardo Sacconi , Duccio Fanelli

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new norm-wise…

Probability · Mathematics 2012-08-27 Yuanyuan Liu

Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…

Probability · Mathematics 2024-04-03 Karim Abbas , Joost Berkhout , Bernd Heidergott

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…

Probability · Mathematics 2022-02-14 Phil. Pollett

Following up on the recently published circuit theory for thermodynamic devices, we consider networks of Thermo-Electric Converters (TECs) in stationary non-equilibrium. Assuming constant thermoelectric properties, the integration over a…

Statistical Mechanics · Physics 2025-06-30 Paul Raux , Christophe Goupil , Gatien Verley

Links in most real networks often change over time. Such temporality of links encodes the ordering and causality of interactions between nodes and has a profound effect on network dynamics and function. Empirical evidences have shown that…

Social and Information Networks · Computer Science 2020-07-10 Disheng Tang , Wenbo Du , Louis Shekhtman , Yijie Wang , Shlomo Havlin , Xianbin Cao , Gang Yan

I briefly survey several fascinating topics in networks and nonlinearity. I highlight a few methods and ideas, including several of personal interest, that I anticipate to be especially important during the next several years. These topics…

Social and Information Networks · Computer Science 2019-11-13 Mason A. Porter