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We offer a spectral analysis for a class of transfer operators. These transfer operators arise for a wide range of stochastic processes, ranging from random walks on infinite graphs to the processes that govern signals and recursive wavelet…

Mathematical Physics · Physics 2018-02-14 Palle E. T. Jorgensen , Myung-Sin Song

A spreading process can be observed when a particular behavior, substance, or disease spreads through a population over time in social and biological systems. It is widely believed that contact interactions among individual entities play an…

Physics and Society · Physics 2024-01-08 Jaeyoung Kwak , Michael H. Lees , Wentong Cai

This paper presents four types of tracking control systems for the attitude dynamics of a rigid body. First, a smooth control system is constructed to track a given desired attitude trajectory, while guaranteeing almost semi-global…

Optimization and Control · Mathematics 2014-12-10 Taeyoung Lee

Complexity measures are introduced, that quantify the change of the natural entropy fluctuations at different length scales in time-series emitted from systems operating far from equilibrium. They identify impending sudden cardiac death…

Data Analysis, Statistics and Probability · Physics 2007-05-23 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , M. S. Lazaridou

We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…

Probability · Mathematics 2014-10-02 Jiří Černý , Tobias Wassmer

The model of a tired random walker, whose jump-length decays exponentially in time, is proposed and the motion of such a tired random walker is studied systematically in one, two and three dimensional contin- uum. In all cases, the…

Statistical Mechanics · Physics 2015-11-17 Muktish Acharyya

In this work, we consider an inhomogeneous (discrete time) Markov chain and are interested in its long time behavior. We provide sufficient conditions to ensure that some of its asymptotic properties can be related to the ones of a…

Probability · Mathematics 2017-11-09 Michel Benaïm , Florian Bouguet , Bertrand Cloez

Human travelling behaviours are markedly regular, to a large extent, predictable, and mostly driven by biological necessities (\eg sleeping, eating) and social constructs (\eg school schedules, synchronisation of labour). Not surprisingly,…

The applicability of Doppler radar for gait analysis is investigated by quantitatively comparing the measured biomechanical parameters to those obtained using motion capturing and ground reaction forces. Nineteen individuals walked on a…

Signal Processing · Electrical Eng. & Systems 2020-05-12 Ann-Kathrin Seifert , Martin Grimmer , Abdelhak M. Zoubir

Several experiments on tagged molecules or particles in living systems suggest that they move anomalously slow - their mean squared displacement (MSD) increase slower than linearly with time. Leading models aimed at understanding these…

Statistical Mechanics · Physics 2017-01-04 Ludvig Lizana , Tobias Ambjörnsson , Michael A. Lomholt

In this paper we study the behavior of a continuous time random walk (CTRW) on a stationary and ergodic time varying dynamic graph. We establish conditions under which the CTRW is a stationary and ergodic process. In general, the stationary…

Social and Information Networks · Computer Science 2012-12-04 Daniel Figueiredo , Philippe Nain , Bruno Ribeiro , Edmundo de Souza e Silva , Don Towsley

Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 J. Perello , J. Masoliver , A. Kasprzak , R. Kutner

The study of action selection in humans can present challenges of task design since our actions are usually defined by many degrees of freedom and therefore occupy a large action-space. While saccadic eye-movement offers a more constrained…

We study the fractal properties of the distances between consecutive primes. The distance sequence is found to be well described by a non-stationary exponential probability distribution. We propose an intensity-expansion method to treat…

Statistical Mechanics · Physics 2015-06-24 Nicola Scafetta , Timothy Imholt , J. A. Roberts , Bruce J. West

This investigation is motivated by a result we proved recently for the random transposition random walk: the distance from the starting point of the walk has a phase transition from a linear regime to a sublinear regime at time $n/2$. Here,…

Probability · Mathematics 2007-05-23 Nathanael Berestycki , Rick Durrett

We study the dynamics of a deterministic walk confined in a narrow two-dimensional space randomly filled with point-like targets. At each step, the walker visits the nearest target not previously visited. Complex dynamics is observed at…

Disordered Systems and Neural Networks · Physics 2009-11-13 Denis Boyer

We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…

Statistical Mechanics · Physics 2008-10-01 E. Agliari , M. Casartelli , A. Vezzani

We introduce planar random walk conditioned to avoid its past convex hull, and we show that it escapes at a positive limsup speed. Experimental results show that fluctuations from a limiting direction are on the order of n^(3/4). This…

Probability · Mathematics 2011-11-10 Omer Angel , Itai Benjamini , Balint Virag

Given that a stationary Gaussian process is above a high threshold, the length of time it spends before going below that threshold is studied. The asymptotic order is determined by the smoothness of the sample paths, which in turn is a…

Probability · Mathematics 2022-08-10 Arijit Chakrabarty , Manish Pandey , Sukrit Chakraborty

We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…

Statistical Finance · Quantitative Finance 2016-11-23 Noemi Nava , Tiziana Di Matteo , Tomaso Aste