Related papers: Stochastic Sandpiles with Uniform Toppling Rule on…
It is known since Kellerer (1972) that for any process that is increasing for the convex order, or "peacock" as in Hirsch et al. 2011, there exist martingales with the same marginals laws. Nevertheless, there is no general constructive…
We show that the probability distribution corresponding to a fully random tracial state of a system of spin-S particles satisfies a diffusion-like equation. The diffusion coefficient turns out to be equal to $S(S+1)/6$, where $S$ is the…
This paper investigates the pathwise uniform convergence in probability of fully discrete finite-element approximations for the two-dimensional stochastic Navier-Stokes equations with multiplicative noise, subject to no-slip boundary…
We study a stochastic matrix model to understand the mechanics of risk-spreading (or bet-hedging) by dispersion. Such model has been mostly dealt numerically except for well-mixed case, so far. Here, we present an analytical result, which…
A two state sandpile model with preferential sand distribution is developed and studied numerically on scale free networks with power-law degree ($k$) distribution, {\em i.e.}: $P_k\sim k^{-\alpha}$. In this model, upon toppling of a…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
We prove stochastic stability of chaotic maps for a general class of Markov random perturbations (including singular ones) satisfying some kind of mixing conditions. One of the consequences of this statement is the proof of Ulam's…
We consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
We report experimental results on the defect turbulent state of undulation chaos in inclined layer convection of a fluid withPrandtl number $\approx 1$. By measuring defect density and undulation wavenumber, we find that the onset of…
We consider a one-dimensional stationary time series of fixed duration $T$. We investigate the time $t_{\rm m}$ at which the process reaches the global maximum within the time interval $[0,T]$. By using a path-decomposition technique, we…
For a random quantum state on $H=C^d \otimes C^d$ obtained by partial tracing a random pure state on $H \otimes C^s$, we consider the whether it is typically separable or typically entangled. For this problem, we show the existence of a…
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…
Consider a finite number of balls initially placed in $L$ bins. At each time step a ball is taken from each non-empty bin. Then all the balls are uniformly reassigned into bins. This finite Markov chain is called Repeated Balls-into-Bins…
The correspondence between the telegraph random process and transport within a binary stochastic Markovian mixture is established. This equivalence is used to derive the distribution function for the transit length, defined as the distance…
Given a sequence of $N$ positive real numbers $\{a_1,a_2,..., a_N \}$, the number partitioning problem consists of partitioning them into two sets such that the absolute value of the difference of the sums of $a_j$ over the two sets is…
In this paper we study a triple generalization of the Leaky Abelian Sandpile Model (LASM) of Alevy and Mkrtchyan, originally analyzed in the case of the square lattice in dimension two. First, we work in any dimension. Second, each site can…
This paper studies the subgeometric convergence of the stationary distribution in taking the infinite-level limit of a finite-level M/G/1-type Markov chain, that is, in letting the upper boundary level go to infinity. This study is…
The location of the unique supremum of a stationary process on an interval does not need to be uniformly distributed over that interval. We describe all possible distributions of the supremum location for a broad class of such stationary…
This paper concerns the long term behaviour of a growth model describing a random sequential deposition of particles on a finite graph. The probability of allocating a particle at a vertex is proportional to a log-linear function of numbers…