Related papers: Myopic non-intersection in a periodic potential
The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay in $n$ fixed points at $n$ fixed past instants. In particular, functional large deviation results are stated for small time. Several…
We introduce a family of stochastic processes on the integers, depending on a parameter $p \in [0,1]$ and interpolating between the deterministic rotor walk (p=0) and the simple random walk (p=1/2). This p-rotor walk is not a Markov chain…
A one-way {\em street} of width M is modeled as a set of M parallel one-dimensional TASEPs. The intersection of two perpendicular streets is a square lattice of size M times M. We consider hard core particles entering each street with an…
We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…
We consider a random partition of the vertex set of an arbitrary graph that can be sampled using loop-erased random walks stopped at a random independent exponential time of parameter $q>0$, that we see as a tuning parameter.The related…
We investigate time-dependent probability for a Brownian particle passing over the barrier to stay at a metastable potential pocket against escaping over the barrier. This is related to whole fusion-fission dynamical process and can be…
Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…
We experimentally and theoretically study the thermodynamically optimal control of interacting multiple-particle systems, focusing on collections of colloidal particles individually confined in optical traps. We investigate protocols that…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…
The Skorokhod Embedding problem is well understood when the underlying process is a Brownian motion. We examine the problem when the underlying is the simple symmetric random walk and when no external randomisation is allowed. We prove that…
Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of…
In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
Markov jump process models have many applications across science. Often, these models are defined on a state-space of product form and only one of the components of the process is of direct interest. In this paper, we extend the marginal…
Our model consists of a Brownian particle $X$ moving in $\mathbb{R}$, where a Poissonian field of moving traps is present. Each trap is a ball with constant radius, centered at a trap point, and each trap point moves under a Brownian motion…
We study the problem of Brownian motion in a multiscale potential. The potential is assumed to have N+1 scales (i.e. N small scales and one macroscale) and to depend periodically on all the small scales. We show that for nonseparable…
In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…
By employing the full counting statistics formalism, we characterize the first moment of energy that is exchanged during a generally non-Markovian evolution in non-driven continuous variables systems. In particular, we focus on the…