Related papers: On the correlations of some microscopic random sys…
When analyzing animal movement, it is important to account for interactions between individuals. However, statistical models for incorporating interaction behavior in movement models are limited. We propose an approach that models dependent…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
We define a random walk of a particle in $\mathbb{R}^3$ where the space is rotating. The particle is not glued to the space and will collide with it at random times, resulting in changes in its velocity and direction. After many collisions,…
A discrete time quantum walk is known to be the single-particle sector of a quantum cellular automaton. For a long time, these models have interested the community for their nice properties such as locality or translation invariance. This…
We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…
Coherent evolution governs the behaviour of all quantum systems, but in nature it is often subjected to influence of a classical environment. For analysing quantum transport phenomena quantum walks emerge as suitable model systems. In…
A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…
We consider near-critical two-dimensional statistical systems at phase coexistence on the half plane with boundary conditions leading to the formation of a droplet separating coexisting phases. General low-energy properties of…
We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…
We consider a generalization of spatial branching coalescing processes in which the behaviour of individuals is not (necessarily) independent, on the contrary, individuals tend to take simultaneous actions. We show that these processes have…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
We introduce a class of partial differential equations on metric graphs associated with mixed evolution: on some edges we consider diffusion processes, on other ones transport phenomena. This yields a system of equations with possibly…
We study the two-point correlation function of density perturbations in a spherically symmetric void universe model which does not employ the Copernican principle. First we solve perturbation equations in the inhomogeneous universe model…
This paper concerns about the limiting distributions of change point estimators, in a high-dimensional linear regression time series context, where a regression object $(y_t, X_t) \in \mathbb{R} \times \mathbb{R}^p$ is observed at every…
In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…
The quasi-coherent effects in two-dimensional incompressible turbulence are analyzed starting from the test particle trajectories. They can acquire coherent aspects when the stochastic potential has slow time variation and the motion is not…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…
We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…
As a simple model for single-file diffusion of hard core particles we investigate the one-dimensional symmetric exclusion process. We consider an open semi-infinite system where one end is coupled to an external reservoir of constant…