Related papers: Characteristics of asymmetric switch processes wit…

The switch process alternates independently between 1 and -1, with the first switch to 1 occurring at the origin. The expected value function of this process is defined uniquely by the distribution of switching times. The relation between…

We show, both analytically and numerically, that for a nonlinear system making a transition from one equilibrium state to another under the action of an external time dependent force, the work probability distribution is in general…

In one-dimensional random walks, the waiting time for each direction transitions is the same, even in the presence of bias, as a consequence of the microscopic-reversibility. We study the symmetry breaking of forward/ backward transition…

We present a numerical study of a two-lane version of the stochastic non-equilibrium model known as the totally asymmetric simple exclusion process. For such a system with open boundaries, and suitably chosen values of externally-imposed…

It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…

Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…

We assume that the forecast error follows a probability distribution which is symmetric and monotonically non-increasing on non-negative real numbers, and if there is a mismatch between observed and predicted value, then we suffer a loss.…

In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…

An asymmetric variant of the contact process where the activity spreads with different and independent random rates to the left and to the right is introduced. A real space renormalization scheme is formulated for model by means of which it…

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

Many spatial processes exhibit nonstationary features. We estimate a variance function from a single process observation where the errors are nonstationary and correlated. We propose a difference-based approach for a one-dimensional…

This paper investigates an expected average error for distributed averaging problems under asynchronous updates. The asynchronism in this context implies no existence of a global clock as well as random characteristics in communication…

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

We study synchronization processes in networks of slightly non identical chaotic systems, for which a complete invariant synchronization manifold does not rigorously exist. We show and quantify how a slightly dispersed distribution in…

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 consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

A monotone function interval is the set of monotone functions that lie pointwise between two fixed monotone functions. We characterize the set of extreme points of monotone function intervals and apply this to a number of economic settings.…

Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular…

Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…

A transition from asymmetric to symmetric patterns in time-dependent extended systems is described. It is found that one dimensional cellular automata, started from fully random initial conditions, can be forced to evolve into complex…