Related papers: State-dependent inverse-subordinator time changes …
We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…
The dynamics of time-dependent coupled oscillator model for the charged particle motion subjected to a time-dependent external magnetic field is investigated. We used canonical transformation approach for the classical treatment of the…
Many records in environmental sciences exhibit asymmetric trajectories and there is a need for simple and tractable models which can reproduce such features. In this paper we explore an approach based on applying both a time change and a…
Effective exploration in reinforcement learning requires not only tracking where an agent has been, but also understanding how the agent perceives and represents the world. To learn powerful representations, an agent should actively explore…
Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…
We study the time reversal of a general PDMP. The time reversed process is defined as $X_{(T-t)-}$, where $T$ is some given time and $X_t$ is a stationary PDMP. We obtain the parameters of the reversed process, like the jump intensity and…
Random walk is one of the most classical and well-studied model in probability theory. For two correlated random walks on lattice, every step of the random walks has only two states, moving in the same direction or moving in the opposite…
Time reversal in a macroscopic system is contradicting daily experience. It is practically impossible to restore a shattered cup to its original state by just time reversing the microscopic dynamics that led to its breakage. Yet, with the…
The present work investigates two properties of level crossings of a stationary Gaussian process $X(t)$ with autocorrelation function $R_X(\tau)$. We show firstly that if $R_X(\tau)$ admits finite second and fourth derivatives at the…
Hermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of Hermite processes with multiple Wiener-It\^o integrals,…
The configurational de-correlation in an aging system is attributed to irreversible intermittent rearrangements, which are described as a Poisson process with average $\propto \ln(1 + t/t_w)$, where $t$ is the observation time and $t_w$ is…
We connect self-interacting processes, that is, stochastic processes where transitions depend on the time spent by a trajectory in each configuration, to Doob conditioning. In this way we demonstrate that Markov processes with constrained…
We analyse the problem of meeting times for interdependent stochastic agents: random walkers whose behaviour is stochastic but controlled by their selections from some set of allowed actions, and the inference problem of when these agents…
We consider the graph dynamical systems known as k-reversible processes. In such processes, each vertex in the graph has one of two possible states at each discrete time step. Each vertex changes its state between the current time and the…
We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the…
Numerous problems in development, regeneration, and disease involve simultaneous evolution of both spatial organization and the internal state of the constituents in addition to local interactions and crowding. This motivates us to study a…
We revisit the discrete additive and multiplicative coalescents, starting with $n$ particles with unit mass. These cases are known to be related to some "combinatorial coalescent processes": a time reversal of a fragmentation of Cayley…
We consider random processes that are history-dependent, in the sense that the distribution of the next step of the process at any time depends upon the entire past history of the process. In general, therefore, the Markov property cannot…
The oriented swap process is a natural directed random walk on the symmetric group that can be interpreted as a multi-species version of the Totally Asymmetric Simple Exclusion Process (TASEP) on a finite interval. An open problem from a…
We introduce a formalism for time-dependent correlation functions for systems whose evolutions are governed by non-Hermitian Hamiltonians of general type. It turns out that one can define two different types of time correlation functions.…