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We obtain quenched hitting distributions to be compound Poissonian for a certain class of random dynamical systems. The theory is general and designed to accommodate non-uniformly expanding behavior and targets that do not overlap much with…

Dynamical Systems · Mathematics 2024-02-06 Lucas Amorim , Nicolai Haydn , Sandro Vaienti

We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks…

Probability · Mathematics 2018-11-13 Liam Hodgkinson , Ross McVinish , Philip K. Pollett

This paper proposes a totally asymmetric simple exclusion process on a traveling lane, which is equipped with a queueing system and functions of site assignments along the parking lane. In the proposed system, new particles arrive at the…

Cellular Automata and Lattice Gases · Physics 2018-10-10 Satori Tsuzuki , Daichi Yanagisawa , Katsuhiro Nishinari

Proposed is an alternative method for permutational sampling in quantum gases using the path integral formulation of statistical mechanics. It is shown that in principle we are able to use two operators which enable us to construct a Markov…

Statistical Mechanics · Physics 2009-11-13 Ryan Springall , Manolo Per , Ian K. Snook

In the present paper, we consider a class of Markov processes on the discrete circle which has been introduced by K\"onig, O'Connell and Roch. These processes describe movements of exchangeable interacting particles and are discrete…

Probability · Mathematics 2026-01-01 Anna Ben-Hamou , Pierre Tarrago

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

Methodology · Statistics 2020-05-04 Moumita Das , Sourabh Bhattacharya

In this paper we study the quenched distributions of hitting times for a class of random dynamical systems. We prove that hitting times to dynamically defined cylinders converge to a Poisson point process under the law of random equivariant…

Dynamical Systems · Mathematics 2020-11-30 Harry Crimmins , Benoît Saussol

We apply the random-matrix theory to the car-parking problem. For this purpose, we adopt a Coulomb gas model that associates the coordinates of the gas particles with the eigenvalues of a random matrix. The nature of interaction between the…

Physics and Society · Physics 2007-05-23 A. Y. Abul-Magd

We present an algorithm to simulate random sequential adsorption (random "parking") of discs on constant-curvature surfaces: the plane, sphere, hyperboloid, and projective plane, all embedded in three-dimensional space. We simulate complete…

Statistical Mechanics · Physics 2017-09-18 Elizabeth R. Chen , Miranda Holmes-Cerfon

A special type of binomial splitting process is studied. Such a process can be used to model a high-dimensional corner parking problem, as well as the depth of random PATRICIA tries (a special class of digital tree data structures). The…

Probability · Mathematics 2013-11-27 Michael Fuchs , Hsien-Kuei Hwang , Yoshiaki Itoh , Hosam H. Mahmoud

Let $\xi$ be the stationary occupation field generated by a Poisson system of independent simple symmetric random walks on $\mathbb Z$ in space--time dimension $1+1$. For a finite set $A\subset\mathbb Z$, we consider the classical…

Probability · Mathematics 2026-03-17 Ao Huang , Guanglin Rang , Zhonggen Su

Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…

Probability · Mathematics 2024-10-25 Frank Redig , Ellen Saada

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

Probability · Mathematics 2022-05-04 Iddo Ben-Ari , Behrang Forghani

We study approximations of the partition function of dense graphical models. Partition functions of graphical models play a fundamental role is statistical physics, in statistics and in machine learning. Two of the main methods for…

Machine Learning · Computer Science 2018-02-21 Vishesh Jain , Frederic Koehler , Elchanan Mossel

Given random walk on a graph, the corresponding discrete-time quantum walk can be constructed using the method proposed by Szegedy. On the other hand, given a partition of the set of states of a Markov chain, one can study the corresponding…

Quantum Physics · Physics 2026-03-17 Adam Doliwa , Artur Siemaszko , Adam Zalewski

We provide a unified framework to compute the stationary distribution of any finite irreducible Markov chain or equivalently of any irreducible random walk on a finite semigroup $S$. Our methods use geometric finite semigroup theory via the…

Probability · Mathematics 2019-03-11 John Rhodes , Anne Schilling

The problem of reservation in a large distributed system is analyzed via a new mathematical model. A typical application is a station-based car-sharing system which can be described as a closed stochastic network where the nodes are the…

Probability · Mathematics 2024-10-01 Christine Fricker , Hanene Mohamed

We consider square-integrable functionals of Poisson point processes for which the variance upper bound provided by the classical Poincar\'{e} inequality is suboptimal, a phenomenon known as superconcentration. In this paper, we establish a…

Probability · Mathematics 2026-03-26 Chinmoy Bhattacharjee , Rowan O'Clarey

For each $\lambda>0$ and every square-integrable infinitely-divisible (ID) distribution there exists at least one stationary stochastic process $t\mapsto X_t$ with the specified distribution for $X_1$ and with first-order autoregressive…

Probability · Mathematics 2021-06-02 Robert L Wolpert