Related papers: Stochastic dynamics related to Plancherel measure …
We have investigated the spatiotemporal chaotic dynamics of unjamming and jamming of particles in a toy-model system -- a rotating drum partially filled with bidisperse disks to create avalanches. The magnitudes of the first Lyapunov vector…
Experiments on the motion of a particle on an inclined rough plane have yielded some surprising results. For example, it was found that the frictional force acting on the ball is viscous, {\it i.e.} proportional to the velocity rather than…
Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…
We investigate the typical sizes and shapes of sets of points obtained by irregularly tracking two-dimensional Brownian bridges. The tracking process consists of observing the path location at the arrival times of a non-homogeneous Poisson…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
Investigate the stochastic dynamic non-linear system with the Wiener and the Poisson perturbations. For such systems we construct the program control with probability one, which allows this system to move on the given trajectory. In this…
This is a significantly expanded version of the survey paper "Mixing and decay of correlations in non-uniformly expanding maps: a survey of recent results" math/0301319. We discuss recent results on decay of correlations for non-uniformly…
In recent years, there has been considerable interest in understanding the motion in Hamiltonian systems when phase space is divided into stochastic and integrable regions. This paper studies one aspect of this problem, namely, the motion…
We consider two independent symmetric Markov random flights $\bold Z_1(t)$ and $\bold Z_2(t)$ performed by the particles that simultaneously start from the origin of the Euclidean plane $\Bbb R^2$ in random directions distributed uniformly…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
This paper investigates the weighted-averaging dynamic for unconstrained and constrained consensus problems. Through the use of a suitably defined adjoint dynamic, quadratic Lyapunov comparison functions are constructed to analyze the…
We study a recently introduced gradient-based Markov chain Monte Carlo method based on 'Barker dynamics'. We provide a full derivation of the method from first principles, placing it within a wider class of continuous-time Markov jump…
We study the long time behaviour of the speed of a particle moving in $\mathbb{R}^d$ under the influence of a random time-dependent potential representing the particle's environment. The particle undergoes successive scattering events that…
For a spatial characteristic, there exist commonly fat-tail frequency distributions of fragment-size and -mass of glass, areas enclosed by city roads, and pore size/volume in random packings. In order to give a new analytical approach for…
We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…
As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…