Related papers: Survival Probabilities for Discrete Time Models in…
We are interested in the asymptotic behaviour of the first return time of the orbits of a dynamical system into a small neighbourhood of their starting points. We study this quantity in the context of dynamical systems preserving an…
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…
We investigate the survivor distributions of a spatially extended model of competitive dynamics in different geometries. The model consists of a deterministic dynamical system of individual agents at specified nodes, which might or might…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
We prove that a large class of discrete-time insurance surplus processes converge weakly to a generalized Ornstein-Uhlenbeck process, under a suitable re-normalization and when the time-step goes to 0. Motivated by ruin theory, we use this…
We investigate the non-equilibrium dynamics of a class of isolated one-dimensional systems possessing two degenerate ground states, initialized in a low-energy symmetric phase. We report the emergence of a time-scale separation between fast…
This paper is a further study of Reference \cite{Xue2015}. We are concerned with the contact process with random vertex weights on the oriented lattice. Our main result gives the asymptotic behavior of the survival probability of the…
We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…
Time-space noncommutativity leads to quantisation of time and energy nonconservation when time is conjugate to a compact spatial direction like a circle. In this context energy is conserved only modulo some fixed unit. Such a possibility…
Temporal point processes offer a powerful framework for sampling from discrete distributions, yet they remain underutilized in existing literature. We show how to construct, for any target multivariate count distribution with…
In the quest for signatures of coherent transport we consider exciton trapping in the continuous-time quantum walk framework. The survival probability displays different decay domains, related to distinct regions of the spectrum of the…
We consider the survival probability of a particle in the presence of a finite number of diffusing traps in one dimension. Since the general solution for this quantity is not known when the number of traps is greater than two, we devise a…
We consider random walks on $\Z^d$ among nearest-neighbor random conductances which are i.i.d., positive, bounded uniformly from above but whose support extends all the way to zero. Our focus is on the detailed properties of the paths of…
A method for detecting possible non-deterministic dynamics underlying a time series is introduced. Non-deterministic dynamics may arise due to the failure of the Lipschitz condition in the equations of motion. At a singular point, the phase…
We investigate numerically the critical behaviour of a one-dimensional non-attractive lattice gas model that is the continuous-time version of the Domany-Kinzel cellular automaton in one of its parameter subspaces. The model shows a phase…
We introduce the following discrete time model. Each natural number represents an ecological niche and is assigned a fitness in $(0,1)$. All the sites are updated simultaneously at every discrete time. At any given time the environment may…
Discrete time evolution of one-dimensional maps is embedded in continuous time by truncating the Taylor series expansion of the time evolution operator to a finite order N. Truncations with N > 4 leads to unconditional instability.…
We consider $k$-dimensional discrete-time systems of the form $x_{n+1}=F(x_n,\ldots,x_{n-k+1})$ in which the map $F$ is continuous and monotonic in each one of its arguments. We define a partial order on $\mathbb{R}^{2k}_+$, compatible with…
We study the survival probability of moving relativistic unstable particles with definite momentum $\vec{p} \neq 0$. The amplitude of the survival probability of these particles is calculated using its integral representation. We found…
We present a unified framework for first-passage time and residence time of random walks in finite one-dimensional disordered biased systems. The derivation is based on exact expansion of the backward master equation in cumulants. The…