Related papers: On the mean exit time from a ball for a symmetric …

An efficient approach to the calculation of the $\epsilon$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations…

The mean-squared displacement (MSD) of a hard sphere and of a dumbbell molecule consisting of two fused hard spheres immersed in a dense hard-sphere system is calculated within the mode-coupling theory for ideal liquid-glass transitions. It…

Consider the product $G_{n}=g_{n} ... g_{1}$ of the random matrices $g_{1},...,g_{n}$ in $GL(d,\mathbb{R}) $ and the random process $ G_{n}v=g_{n}... g_{1}v$ in $\mathbb{R}^{d}$ starting at point $v\in \mathbb{R}^{d}\smallsetminus \{0\} .$…

A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes, and some comparison theorems between the reversible and…

Under very general conditions the hitting time of a set by a stochastic process is a stopping time. We give a new simple proof of this fact. The section theorems for optional and predictable sets are easy corollaries of the proof.

We study theoretical and empirical aspects of the mean exit time of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a…

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\infty$ to be accessible and for it to be an entrance point.…

Stochastic biochemical and transport processes have various final outcomes, and they can be viewed as dynamic systems with multiple exits. Many current theoretical studies, however, typically consider only a single time scale for each…

Single file systems are simplified models to study effectively one-dimensional physical systems. Here we compute analytically the complete first exit time statistics for an ideal overdamped single file with absorbing boundary conditions.…

Consider a symmetric $\alpha$-stable L\'evy process with $\alpha\in (1,2)$. We study shifted small ball probabilities for these processes in the uniform topology, when the shift function is an arbitrary continuous function which starts at…

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

We consider a dynamical system given by an area-preserving map on a two-dimensional phase plane and consider a one-dimensional line of initial conditions within this plane. We record the number of iterates it takes a trajectory to escape…

We prove non-convergence theorems towards an unstable equilibrium (or a trap) for stochastic processes. The processes we consider are continuous-time or discrete-time processes and can be pertubations of the flow generated by a vector…

We present a method to learn mean residence time and escape probability from data modeled by stochastic differential equations. This method is a combination of machine learning from data (to extract stochastic differential equations as…

We show, through a refinement of the work theorem, that the average dissipation, upon perturbing a Hamiltonian system arbitrarily far out of equilibrium in a transition between two canonical equilibrium states, is exactly given by…

This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…

In this paper, we discuss general criteria of limsup law of iterated logarithm (LIL) for continuous-time Markov processes. We consider minimal assumptions for LILs to hold at zero(at infinity, respectively) in general metric measure spaces.…

We present a comprehensive investigation of $\epsilon$-entropy, $h(\epsilon)$, in dynamical systems, stochastic processes and turbulence. Particular emphasis is devoted on a recently proposed approach to the calculation of the…

In this note we prove that for equilibrium states of axiom A systems the time $\tau_{B}(x)$ needed for a typical point $x$ to enter for the first time in a typical ball $B$ with radius $r$ scales as $\tau_{B}(x)\sim r^{d}$ where $d$ is the…

We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…