Related papers: Metastability for telegraph processes in a double-…
In networked systems, stochastic resonance occurs as a collective phenomenon where the entire stochastic network resonates with a weak applied periodic signal. Beyond the interplay among the network coupling, the amplitude of the external…
Random walks and diffusions in symmetric random environment are known to exhibit metastable behavior: they tend to stay for long times in wells of the environment. For the case that the environment is a one-dimensional two-sided standard…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
In this paper, we present the double smoothed nonparametric approach for infinitesimal conditional volatility of jump-diffusion model based on high frequency data. Under certain minimal conditions, we obtain the strong consistency and…
We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
Stationarity is a cornerstone property that facilitates the analysis and processing of random signals in the time domain. Although time-varying signals are abundant in nature, in many practical scenarios the information of interest resides…
Nelson's stochastic mechanics formulates quantum dynamics as a real-time conservative diffusion process in which a particle undergoes Brownian-like motion with a fluctuation amplitude fixed by Planck's constant. While being mathematically…
This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…
We show that the dipole, a system usually proposed to model relaxation phenomena, exhibits a maximum in the signal-to-noise ratio at a non-zero noise level, thus indicating the appearance of stochastic resonance. The phenomenon occurs in…
We study the long-time behavior of variants of the telegraph process with position-dependent jump-rates, which result in a monotone gradient-like drift toward the origin. We compute their invariant laws and obtain, via probabilistic…
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…
An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have…
We study the mobility of an overdamped particle in a periodic potential tilted by a constant force. The mobility exhibits a stochastic resonance in inhomogeneous systems with space dependent friction coefficient. The result indicates that…
We consider a novel model of stochastic replicator dynamics for potential games that converts to a Langevin equation on a sphere after a change of variables. This is distinct from the models studied earlier. In particular, it is ill-posed…
In this paper we address the one-dimensional problem of stochastic renewal in different damping environments. An ensemble of particles with some specified initial distribution in phase space are allowed to evolve stochastically till a…
We investigate the effect of a two-level jump process or random telegraph noise on a square wave driven tight-binding lattice. In the absence of the noise, the system is known to exhibit dynamical localization for specific ratios of the…
We study thermal instability in NbN superconducting stripline resonators. The system exhibits extreme nonlinearity near a bifurcation, which separates a monostable zone and an astable one. The lifetime of the metastable state, which is…
The noise driven motion in a bistable potential acts as the archetypal model of various physical phenomena. Here, we contrast the overdamped dynamics with the full (underdamped) dynamics. For the overdamped particle driven by a…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…