Related papers: K-processes, scaling limit and aging for the REM-l…
We study in details the dynamics of the one dimensional symmetric trap model, via a real-space renormalization procedure which becomes exact in the limit of zero temperature. In this limit, the diffusion front in each sample consists in two…
The fine grained energy spectrum of quantum chaotic systems is widely believed to be described by random matrix statistics. A basic scale in such a system is the energy range over which this behavior persists. We define the corresponding…
We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the…
We develop a semi-parametric state-space model for time-series data with latent regime transitions. Classical Markov-switching models use fixed parametric transition functions, such as logistic or probit links, which restrict flexibility…
We propose a definition o meta-stability and obtain sufficient conditions for a sequence of Markov processes on finite state spaces to be meta-stable. In the reversible case, these conditions reduce to estimates of the capacity and the…
We consider Markov models of stochastic processes where the next-step conditional distribution is defined by a kernel density estimator (KDE), similar to Markov forecast densities and certain time-series bootstrap schemes. The KDE Markov…
We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce…
We prove the metastable behavior of reversible Markov processes on finite state spaces under minimal conditions on the jump rates. To illustrate the result we deduce the metastable behavior of the Ising model with a small magnetic field at…
We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…
Markov-modulated L\'evy processes with two different regimes of restarting are studied. These regimes correspond to the completely renewed process and to the process of Markov modulation, accompanied by jumps. We give explicit expressions…
A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…
We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the…
We study the out-of-equilibrium aging dynamics of the Random Energy Model (REM) ruled by a single spin-flip Metropolis dynamics. We focus on the dynamical evolution taking place on time-scales diverging with the system size. Our aim is to…
We investigate aging in glassy systems based on a simple model, where a point in configuration space performs thermally activated jumps between the minima of a random energy landscape. The model allows us to show explicitly a subaging…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically…
We consider Random Hopping Time (RHT) dynamics of the Sherrington - Kirkpatrick (SK) model and p-spin models of spin glasses. For any of these models and for any inverse temperature we prove that, on time scales that are sub-exponential in…
The relaxation dynamics of zero range process (ZRP) has always been an interesting problem. In this study, we set up the relationship between ZRP and traps model, and investigate the slow dynamics of ZRP in the framework of traps model.…
We study various models of independent particles hopping between energy `traps' with a density of energy barriers $\rho(E)$, on a $d$ dimensional lattice or on a fully connected lattice. If $\rho(E)$ decays exponentially, a true dynamical…
Monte Carlo simulations on the SK model have been done to investigate aging processes after a rapid quench from $T=\infty$ to the spin-glass phase. The time range of simulations is taken care of so that the system does not surmount…