Related papers: Aging Record Statistics in Saturating Self-Interac…
This paper studies: (i) the long time behaviour of the empirical distribution of age and normalised position of an age dependent critical branching Markov process conditioned on non-extinction; and (ii) the super-process limit of a sequence…
Nodes can be ranked according to their relative importance within the network. Ranking algorithms based on random walks are particularly useful because they connect topological and diffusive properties of the network. Previous methods based…
We report new results related to the two-time dynamics of the coordinate of a quantum free particle, damped through its interaction with a fractal thermal bath (non-ohmic coupling $\sim\omega^\delta$ with $0<\delta<1$ or $1<\delta<2)$. When…
We study a continuous time branching process where an individual splits into two daughters with rate b and dies with rate a, starting from a single individual at t=0. We show that the model can be mapped exactly to a random walk problem…
Self-avoidance is a common mechanism to improve the efficiency of a random walker for covering a spatial domain. However, how this efficiency decreases when self-avoidance is impaired or limited by other processes has remained largely…
Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…
The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geometric random walk, primarily through simulations. We show that…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
A way of finding interesting or exceptional records from instant-stamped temporal data is to consider their "durability," or, intuitively speaking, how well they compare with other records that arrived earlier or later, and how long they…
We study the asymptotics of the $k$-regular self-similar fragmentation process. For $\alpha > 0$ and an integer $k \geq 2$, this is the Markov process $(I_t)_{t \geq 0}$ in which each $I_t$ is a union of open subsets of $[0,1)$, and…
Non-parametric Mann-Kendall tests for autocorrelated data rely on the assumption that the distribution of the normalized Mann-Kendall tau is Gaussian. While this assumption holds asymptotically for stationary autoregressive processes of…
Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…
Quantum memory effects can be related to a bidirectional exchange of information between an open system and its environment, which in turn modifies the state and dynamical behavior of the last one. Nevertheless, non-Markovianity can also be…
We consider a finite-state Discrete-Time Markov Chain (DTMC) source that can be sampled for detecting the events when the DTMC transits to a new state. Our goal is to study the trade-off between sampling frequency and staleness in detecting…
This paper studies efficient data management and timely information dissemination for real-time monitoring of an $N$-state Markov process, enabling accurate state estimation and reliable actuation decisions. First, we analyze the Age of…
Even after decades of research the problem of first passage time statistics for quantum dynamics remains a challenging topic of fundamental and practical importance. Using a projective measurement approach, with a sampling time $\tau$, we…
We study the asymptotic behavior of continuous-time, time-inhomogeneous Markovian quantum dynamics in a stationary random environment. Under mild faithfulness and eventually positivity-improving assumptions, the normalized evolution…
In this letter we announce rigorous results on the phenomenon of aging in the Glauber dynamics of the random energy model and their relation to Bouchaud's 'REM-like' trap model. We show that, below the critical temperature, if we consider a…
We study populations of agents evolving in fitness landscapes constructed according to the rules of a modified NK model with a tunable amount of neutral paths. In the `punctuated equilibrium' regime evolutionary events are identified as…