相关论文: Stylized Facts Generated Through Cellular Automata…
In this paper we present two interesting properties of stochastic cellular automata that can be helpful in analyzing the dynamical behavior of such automata. The first property allows for calculating cell-wise probability distributions over…
Despite its practical significance, generating realistic synthetic financial time series is challenging due to statistical properties known as stylized facts, such as fat tails, volatility clustering, and seasonality patterns. Various…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…
We propose a new method to construct an isotropic cellular automaton corresponding to a reaction-diffusion equation. The method consists of replacing the diffusion term and the reaction term of the reaction-diffusion equation with a random…
We present applications of a cellular automaton approach to pedestrian dynamics introduced in [1,2]. It is shown that the model is able to reproduce collective effects and self-organization phenomena encountered in pedestrian traffic, e.g.…
Without loss of generalisation to other systems, including possibly non-deterministic ones, we demonstrate the application of methods drawn from algorithmic information dynamics to the characterisation and classification of emergent and…
A power-law distance-dependent biased random walk model with a tuning parameter ($\sigma$) is introduced in which finite mean first passage times are realizable if $\sigma$ is less than a critical value $\sigma_c$. We perform numerical…
We define rules for cellular automata played on quasiperiodic tilings of the plane arising from the multigrid method in such a way that these cellular automata are isomorphic to Conway's Game of Life. Although these tilings are nonperiodic,…
Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…
Motivated by a problem arising from pharmaceutical science [B. Baeumer et al., Discr. Contin. Dyn. Sys. B 12], we study random walks on the contact graph of a bidisperse random sphere packing. For a random walk on the unweighted graph that…
An excited random walk is a non-Markovian extension of the simple random walk, in which the walk's behavior at time $n$ is impacted by the path it has taken up to time $n$. The properties of an excited random walk are more difficult to…
The random walk with choice is a well known variation to the random walk that first selects a subset of $d$ neighbours nodes and then decides to move to the node which maximizes the value of a certain metric; this metric captures the number…
We apply the power-of-two-choices paradigm to a random walk on a graph: rather than moving to a uniform random neighbour at each step, a controller is allowed to choose from two independent uniform random neighbours. We prove that this…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
Trying to enumerate all of the walks in a 2D lattice is a fun combinatorial problem and there are numerous applications, from polymers to sports. Computers provide a wonderful tool for analyzing these walks; we provide a Maple package for…
In the theory of cellular automata, an oscillator is a pattern that repeats itself after a fixed number of generations; that number is called its period. A cellular automaton is called omniperiodic if there exist oscillators of all periods.…
We extend Cellular Automata to time-varying discrete geometries. In other words we formalize, and prove theorems about, the intuitive idea of a discrete manifold which evolves in time, subject to two natural constraints: the evolution does…
The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…
Video games can be used as an excellent test bed for Artificial Intelligence (AI) techniques. They are challenging and non-deterministic, this makes it very difficult to write strong AI players. An example of such a video game is Ms.…