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Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

Statistics Theory · Mathematics 2007-06-13 Dong-Yun Kim , Michael Woodroofe

As a model of trapping by biased motion in random structure, we study the time taken for a biased random walk to return to the root of a subcritical Galton-Watson tree. We do so for trees in which these biases are randomly chosen,…

Probability · Mathematics 2011-01-24 Gerard Ben Arous , Alan Hammond

We prove limit theorems for rescaled occupation time fluctuations of a (d,alpha,beta)-branching particle system (particles moving in R^d according to a spherically symmetric alpha-stable Levy process, (1+beta)-branching, 0<beta<1, uniform…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

Let $(X_n)_{n\geq 0}$ be a reversible random walk on a graph $G$ satisfying an anchored isoperimetric inequality. We give upper bounds for exit time (and occupation time in transient case) by X of any set which contains the root. As an…

Probability · Mathematics 2015-07-03 T. Delmotte , C. Rau

We study the limiting occupation density process for a large number of critical and driftless branching random walks. We show that the rescaled occupation densities of $\lfloor sN\rfloor$ branching random walks, viewed as a function-valued,…

Probability · Mathematics 2020-03-16 Si Tang , Steven P. Lalley

We consider a spin-boson Hamiltonian which is generalized such that the Hamiltonians for the system ($\hat{H}_{\cal S}$) and the interaction with the environment ($\hat{H}_{\rm int}$) do not commute with each other. Considering a…

Quantum Physics · Physics 2015-03-19 Hoofar Daneshvar , G. W. F. Drake

In the macroscopic world, time is intrinsically asymmetric, flowing in a specific direction, from past to future. However, the same is not necessarily true for quantum systems, as some quantum processes produce valid quantum evolutions…

Deterministic walks over a random set of points in one and two dimensions (d=1,2) are considered. Points (``cities'') are randomly scattered in R^d following a uniform distribution. A walker (a ``tourist''), at each time step, goes to the…

Disordered Systems and Neural Networks · Physics 2016-08-31 Gilson F. Lima , Alexandre S. Martinez , Osame Kinouchi

Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…

Probability · Mathematics 2009-09-29 Shankar Bhamidi , Steven N. Evans , Ron Peled , Peter Ralph

We consider a null-recurrent randomly biased walk $\mathbb{X}$ on a Galton-Watson tree in the (sub)-diffusive regime and we prove that properly renormalized, the local time in a critical generation converges in law towards some function of…

Probability · Mathematics 2026-03-26 Alexis Kagan

In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we analyze the time-reversed process starting from the…

Probability · Mathematics 2025-09-23 Fausto Colantoni , Mirko D'Ovidio , Gianni Pagnini

The consistency of the Aalen--Johansen-derived estimator of state occupation probabilities in non-Markov multi-state settings is studied and established via a new route. This new route is based on interval functions and relies on a close…

Statistics Theory · Mathematics 2024-12-11 Morten Overgaard

We consider a discrete-time $d$-dimensional process $\{\boldsymbol{X}_n\}=\{(X_{1,n},X_{2,n},...,X_{d,n})\}$ on $\mathbb{Z}^d$ with a background process $\{J_n\}$ on a countable set $S_0$, where individual processes…

Probability · Mathematics 2020-03-31 Toshihisa Ozawa

In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the downtimes are asymptotically negligible and only the…

Optimization and Control · Mathematics 2019-08-20 Ari Arapostathis , Guodong Pang , Yi Zheng

A regenerative random composition of integer $n$ is constructed by allocating $n$ standard exponential points over a countable number of intervals, comprising the complement of the closed range of a subordinator $S$. Assuming that the…

Probability · Mathematics 2020-12-15 Dariusz Buraczewski , Bohdan Dovgay , Alexander Marynych

We show analogs of the classical arcsine theorem for the occupation time of a random walk in $(-\infty,0)$ in the case of a small positive drift. To study the asymptotic behavior of the total time spent in $(-\infty,0)$ we consider…

Probability · Mathematics 2016-05-31 Ernst Schulte-Geers , Wolfgang Stadje

Time-reversal symmetry is a prevalent feature of microscopic physics, including operational quantum theory and classical general relativity. Previous works have studied indefinite causal structure using the language of operational quantum…

Quantum Physics · Physics 2024-06-27 Luke Mrini , Lucien Hardy

Time-local generators of open quantum systems are generically divergent at long times, even though the reduced dynamics remains regular. We construct, by analytic continuation, nonperturbative dynamical maps consistent with these…

Quantum Physics · Physics 2026-03-27 Dragomir Davidovic

When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of…

Probability · Mathematics 2008-11-20 Anthony P. Metcalfe , Neil O'Connell , Jon Warren

The transition probability for time-dependent unitary evolution is invariant under the reversal of protocols just as in the classical Liouvillian dynamics. In this article, we generalize the expression of microscopic reversibility to…

Statistical Mechanics · Physics 2015-05-28 Takaaki Monnai
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