Related papers: Myopic non-intersection in a periodic potential
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
In this paper, we study the mean field limit of interacting particles with memory that are governed by a system of interacting non-Markovian Langevin equations. Under the assumption of quasi-Markovianity (i.e. that the memory in the system…
The interaction between individuals in biological populations, dilute components of chemical systems, or particles transported by turbulent flows depends critically on their contact statistics. This work clarifies those statistics under the…
The effectiveness of collective navigation of biological or artificial agents requires to accommodate for contrasting requirements, such as staying in a group while avoiding close encounters and at the same time limiting the energy…
The objective of this paper is to study the filtering problem for a system of partially observable processes $(X, Y)$, where $X$ is a non-Markovian pure-jump process representing the signal and $Y$ is a general jump-diffusion which provides…
In this paper we present numerical simulations of a macroscopic vision-based model [1] derived from microscopic situation rules described in [2]. This model describes an approach to collision avoidance between pedestrians by taking…
A central task in the analysis of human movement behavior is to determine systematic patterns and differences across experimental conditions, participants and repetitions. This is possible because human movement is highly regular, being…
A non-Markovian model of quantum repeated interactions between a small quantum system and an infinite chain of quantum systems is presented. By adapting and applying usual pro jection operator techniques in this context, discrete versions…
In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
The interest in non-Markovian dynamics within the complex systems community has recently blossomed, due to a new wealth of time-resolved data pointing out the bursty dynamics of many natural and human interactions, manifested in an…
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…
This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…
As in arXiv: math. 0809.2365 we consider classical system of interacting particles $\mathcal{P}_1, ..., \mathcal{P}_n$ on the line with only neighboring particles involved in interaction. On the contrast to arXiv: math. 0809.2365 now {\it…
Recently, a large class of quantum non-Markovian piecewise dynamics for an open quantum system obeying closed evolution equations has been introduced [B. Vacchini, Phys. Rev. Lett. 117, 230401 (2016)]. These dynamics have been defined in…
We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…
In this paper we study the asymptotic behavior of stochastic approximation schemes with set-valued drift function and non-additive iterate-dependent Markov noise. We show that a linearly interpolated trajectory of such a recursion is an…
We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…
The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…