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We introduce a variation of the step-reinforced random walk with general memory. For the diffusive regime, we establish a functional invariance principle and show that, given suitable conditions on the memory sequence, the arising limiting…

Probability · Mathematics 2024-02-15 Marco Bertenghi , Lucile Laulin

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…

Probability · Mathematics 2025-12-30 Jeonghwa Lee

This paper provides an extended case study of the cutoff phenomenon for a prototypical class of nonlinear Langevin systems with a single stable state perturbed by an additive pure jump L\'evy noise of small amplitude $\varepsilon>0$, where…

Probability · Mathematics 2023-05-05 G. Barrera , Michael A. Högele , J. C. Pardo

Bernoulli sieve is a recursive construction of a random composition (ordered partition) of integer $n$. This composition can be induced by sampling from a random discrete distribution which has frequencies equal to the sizes of component…

Probability · Mathematics 2014-10-01 Alexander Gnedin

We consider a diffusion equation in $\mathbb{R}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma<1$, and local variance equal to $\varepsilon^2$ with $\varepsilon\to 0$. The associated…

Probability · Mathematics 2026-03-04 Paola Bermolen , Valeria Goicoechea , José R. León

Diffusive dynamics in presence of deep energy minima and weak nongradient forces can be coarse-grained into a mesoscopic jump process over the various basins of attraction. Combining standard weak-noise results with a path integral…

Statistical Mechanics · Physics 2021-04-14 Gianmaria Falasco , Massimiliano Esposito

Cumulant mapping has been recently suggested [Frasinski, Phys. Chem. Chem. Phys. 24, 207767 (2022)] as an efficient approach to observing multi-particle fragmentation pathways, while bypassing the restrictions of the usual…

Chemical Physics · Physics 2025-04-11 S. Patchkovskii , J. Mikosch

Denoising diffusions sample from a probability distribution $\mu$ in $\mathbb{R}^d$ by constructing a stochastic process $({\hat{\boldsymbol x}}_t:t\ge 0)$ in $\mathbb{R}^d$ such that ${\hat{\boldsymbol x}}_0$ is easy to sample, but the…

Machine Learning · Statistics 2026-04-09 Andrea Montanari , Viet Vu

A condition upon which sporadic bursts (intermittent behaviour) of the relative energy become possible is derived for the motion in the chaotic layer around the separatrix of non-linear resonance. This is a condition for the existence of a…

Chaotic Dynamics · Physics 2016-05-31 Ivan I. Shevchenko

We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the…

Probability · Mathematics 2024-10-25 Michel Benaïm , Oliver Tough

Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…

Statistical Mechanics · Physics 2015-06-19 Mykyta V. Chubynsky , Gary W. Slater

Explicit examples of scalar enhanced diffusion due to resonances between different transport mechanisms are presented. Their signature is provided by the sharp and narrow peaks observed in the effective diffusivity coefficients and, in the…

chao-dyn · Physics 2009-10-31 P. Castiglione , A. Crisanti , A. Mazzino , M. Vergassola , A. Vulpiani

We consider random dynamical systems on manifolds modeled by a skew product which have certain geometric properties and whose measures satisfy quenched decay of correlations at a sufficient rate. We prove that the limiting distribution for…

Dynamical Systems · Mathematics 2019-10-03 Nicolai Haydn , Jerome Rousseau , Fan Yang

Let $\sigma(u)$, $u\in \mathbb{R}$ be an ergodic stationary Markov chain, taking a finite number of values $a_1,...,a_m$, and $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion type process $$…

Probability · Mathematics 2011-08-24 P. Chigansky , R. Liptser

In this paper, we consider chaotic dynamics and variational structures of area-preserving maps. There is a lot of study on the dynamics of their maps and the works of Poincare and Birkhoff are well-known. To consider variational structures…

Dynamical Systems · Mathematics 2023-10-17 Yuika Kajihara

A notion of differentiability is being proposed for maps between Wasserstein spaces of order 2 of smooth, connected and complete Riemannian manifolds. Due to the nature of the tangent space construction on Wasserstein spaces, we only give a…

Metric Geometry · Mathematics 2020-10-06 Bernadette Lessel , Thomas Schick

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

Given a uniformly expanding transitive Markov interval map, we show that within the set of ergodic measures the set of nonadapted ergodic measures is residual in with respect to the topology induced by the $\overline{d}$-metric. This set of…

Dynamical Systems · Mathematics 2026-02-23 Łukasz Krzywoń

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

Probability · Mathematics 2012-10-15 Ivan Matic
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