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General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic…

概率论 · 数学 2013-01-08 Yong-Hua Mao , Yan-Hong Song

We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…

超导电性 · 物理学 2009-10-31 D. A. Gorokhov , G. Blatter

We study in this paper, the first passage percolation on a random graph model, the configuration model. We first introduce, the notions of weighted diameter, which is the maximum of the weighted lengths of all optimal paths between any two…

概率论 · 数学 2020-09-09 Thomas Mountford , Jacques Saliba

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

统计力学 · 物理学 2024-07-03 Daniel Marris , Luca Giuggioli

We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…

概率论 · 数学 2018-11-20 Julien Brémont

In this paper we consider Markov chains with transition rates that depend on a small parameter $\varepsilon$. Under a mild assumption on the asymptotics of these transition rates, we describe the behavior of the chain at various…

概率论 · 数学 2017-04-26 Mark Freidlin , Leonid Koralov

We study a random growth model on $\R^d$ introduced by Deijfen. This is a continuous first-passage percolation model. The growth occurs by means of spherical outbursts with random radii in the infected region. We aim at finding conditions…

概率论 · 数学 2007-07-11 Jean-Baptiste Gouere , Regine Marchand

Fractal phenomena may be widely observed in a great number of complex systems. In this paper, we revisit the well-known Vicsek fractal, and study some of its structural properties for purpose of understanding how the underlying topology…

概率论 · 数学 2020-11-10 Fei Ma , Xiaomin Wang , Ping Wang , Xudong Luo

We present two data-driven procedures to estimate the transition density of an homogeneous Markov chain. The first yields to a piecewise constant estimator on a suitable random partition. By using an Hellinger-type loss, we establish…

统计理论 · 数学 2012-10-19 Mathieu Sart

In this paper, we consider discrete time random walks on the pseudofractal scale-free web (PSFW) and we study analytically the related first passage properties. First, we classify the nodes of the PSFW into different levels and propose a…

统计力学 · 物理学 2019-03-13 Junhao Peng , Elena Agliari , Zhongzhi Zhang

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…

概率论 · 数学 2017-11-09 Michel Benaïm , Florian Bouguet , Bertrand Cloez

Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…

概率论 · 数学 2007-05-23 G. Sh. Tsitsiashvili , A. E. Yashin

We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

统计力学 · 物理学 2024-02-27 Stephy Jose

We consider a simple random walk on the T-fractal and we calculate the exact mean time $\tau^g$ to first reach the central node $i_0$. The mean is performed over the set of possible walks from a given origin and over the set of starting…

数据分析、统计与概率 · 物理学 2008-02-18 E. Agliari

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

分子网络 · 定量生物学 2024-03-22 Jaroslav Albert

Assign to each vertex of the one-dimensional torus i.i.d. weights with a heavy-tail of index $\tau-1>0$. Connect then each couple of vertices with probability roughly proportional to the product of their weights and that decays polynomially…

概率论 · 数学 2021-11-10 Alessandra Cipriani , Michele Salvi

The problem of efficiently sampling from a set of(undirected) graphs with a given degree sequence has many applications. One approach to this problem uses a simple Markov chain, which we call the switch chain, to perform the sampling. The…

数据结构与算法 · 计算机科学 2014-12-18 Catherine Greenhill

First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…

统计力学 · 物理学 2023-02-01 Yuta Sakamoto , Takahiro Sakaue

This paper provides a new path method that can be used to determine when an ergodic continuous-time Markov chain on $\mathbb Z^d$ converges exponentially fast to its stationary distribution in $L^2$. Specifically, we provide general…

概率论 · 数学 2023-10-02 David F. Anderson , Daniele Cappelletti , Wai-Tong Louis Fan , Jinsu Kim

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…

统计力学 · 物理学 2009-11-11 S Condamin , O. Benichou , M. Moreau