Related papers: Stochastic Web Map: Survival probability and escap…
We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…
Regime shifts are quite common in complex systems like cell regulations, disease transmissions, ecosystems, marine ice instability, etc. Several statistical indicators known as early warning signals (EWS) have been theorized to anticipate…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
We investigate the extreme first-passage statistics of $N$ non-interacting random walkers on discrete, hierarchical networks. {By distinguishing between transport limited by escape from localized initial states (injection-limited) and…
In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…
The survival probability measures the probability that a system taken out of equilibrium has not yet moved out from its initial state. Inspired by the generalized entropies used to analyze nonergodic states, we introduce a generalized…
The time dependence of the survival probability, S(t), is determined for diffusing particles in two dimensions which are also driven by a random unidirectional zero-mean velocity field, v_x(y). For a semi-infinite system with unbounded y…
The dynamics of the survival probability of quantum walkers on a one-dimensional lattice with random distribution of absorbing immobile traps are investigated. The survival probability of quantum walkers is compared with that of classical…
We investigate the statistical properties of the scattering matrix $S$ describing the electron transport through quasi-one dimensional disordered systems. For weak disorder (metallic regime), the energy dependence of the phase shifts of $S$…
We consider nonequilibrium probabilistic dynamics in logistic-like maps $x_{t+1}=1-a|x_t|^z$, $(z>1)$ at their chaos threshold: We first introduce many initial conditions within one among $W>>1$ intervals partitioning the phase space and…
Random walks are powerful tools to analyze spatial-temporal patterns produced by living organisms ranging from cells to humans. At the same time, it is evident that these patterns are not completely random but are results of a convolution…
We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…
We study a discrete time spatial branching system on $\mathbb{Z}^d$ with logistic-type local regulation at each deme depending on a weighted average of the population in neighboring demes. We show that the system survives for all time with…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
Networks of contacts capable of spreading infectious diseases are often observed to be highly heterogeneous, with the majority of individuals having fewer contacts than the mean, and a significant minority having relatively very many…
Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often…
In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…
The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…
We study the statistical and dynamic properties of the systems characterized by an ultrametric space of states and translationary non-invariant symmetric transition matrices of the Parisi type subjected to "locally constant" randomization.…
We study a random walk model in which the jumping probability to a site is dependent on the number of previous visits to the site, as a model of the mobility with memory. To this end we introduce two parameters called the memory parameter…