相关论文: Nonlinear q-voter model with deadlocks on the Watt…

In elections, the vote shares or turnout rates show a strong spatial correlation. The logarithmic decay with distance suggests that a 2D noisy diffusive equation describes the system. Based on the study of U.S. presidential elections data,…

When confined to a topological environment consisting of a cycle coupled with a half-line, quantum walks exhibit long-term statistical tendencies which differ dramatically from the tendencies of classical random walks in the same…

This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…

The use of factor stochastic volatility models requires choosing the number of latent factors used to describe the dynamics of the financial returns process; however, empirical evidence suggests that the number and makeup of pertinent…

A unique pattern selection in the absolutely unstable regime of a driven, nonlinear, open-flow system is analyzed: The spatiotemporal structures of rotationally symmetric vortices that propagate downstream in the annulus of the rotating…

We investigate the role of contrarians in a recently proposed weighted-influence variant of the $q$-voter model. In this framework, non-unanimous influence groups affect the focal agent through weighted contributions governed by a bias…

Networks are often studied using the eigenvalues of their adjacency matrix, a powerful mathematical tool with a wide range of applications. Since in real systems the exact graph structure is not known, researchers resort to random graphs to…

We characterize the sample size required for accurate graphical model selection from non-stationary samples. The observed data is modeled as a vector-valued zero-mean Gaussian random process whose samples are uncorrelated but have different…

The random walk problem is studied in two and three dimensions in the presence of a random distribution of static traps. An efficient Monte Carlo method, based on a mapping onto a polymer model, is used to measure the survival probability…

Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…

We consider two kinds of stochastic volatility models. Both kinds of models contain a stationary volatility process, the density of which, at a fixed instant in time, we aim to estimate. We discuss discrete time models where for instance a…

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…

We revisit the issue of worldline formulations for the q-state Potts model and discuss a worldline representation in arbitrary dimensions which also allows for magnetic terms. For vanishing magnetic field we implement a Hodge decomposition…

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

We consider families of random non-unitary contraction operators defined as deformations of CMV matrices which appear naturally in the study of random quantum walks on trees or lattices. We establish several deterministic and almost sure…

We consider a simple model for active random walk with general temporal correlations, and investigate the shape of the probability distribution function of the displacement during a short time interval. We find that under certain conditions…

We investigate the behavior of the Generalized Likelihood Ratio Test (GLRT) (Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193]) for time varying coefficient models where the regressors and errors are non-stationary time series and can…

Despite their theoretical importance, dynamic Bayesian networks associated with quantum processes are currently not accessible experimentally. We here describe a general scheme to determine the multi-time path probability of a Bayesian…

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

These lecture notes represent supplementary material for a short course on time series econometrics and network econometrics. We give emphasis on limit theory for time series regression models as well as the use of the local-to-unity…