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相关论文: Scenery entropy as an invariant of RWRS processes

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In this paper we consider the persistence properties of random processes in Brownian scenery, which are examples of non-Markovian and non-Gaussian processes. More precisely we study the asymptotic behaviour for large $T$, of the probability…

We provide a random walk in random scenery representation of a new class of stable self-similar processes with stationary increments introduced recently by Jung, Owada and Samorodnitsky. In the functional limit theorem they provided, only a…

概率论 · 数学 2018-02-27 Łukasz Treszczotko

In this article, we merge celebrated results of Kesten and Spitzer [Z. Wahrsch. Verw. Gebiete 50 (1979) 5-25] and Kawazu and Kesten [J. Stat. Phys. 37 (1984) 561-575]. A random walk performs a motion in an i.i.d. environment and observes an…

统计理论 · 数学 2011-02-28 Brice Franke , Tatsuhiko Saigo

This paper considers 1-dimensional generalized random walks in random scenery. That is, the steps of the walk are generated by an arbitrary stationary process, and also the scenery is a priori arbitrary stationary. Under an ergodicity…

动力系统 · 数学 2007-05-23 F. M. Dekking , P. Liardet

We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…

概率论 · 数学 2008-12-18 Jean-Dominique Deuschel , Holger Kösters

Entropy dimension is an entropy-type quantity which takes values in $[0,1]$ and classifies different levels of intermediate growth rate of complexity for dynamical systems. In this paper, we consider the complexity of skew products of…

动力系统 · 数学 2021-07-01 Dou Dou , Kyewon Koh Park

We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…

概率论 · 数学 2016-12-28 Erich Baur

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

概率论 · 数学 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…

量子物理 · 物理学 2010-05-17 J. P. Badiali

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…

概率论 · 数学 2013-09-11 Alexander Drewitz , Alejandro F. Ramírez

Bowen's notion of sofic entropy is a powerful invariant for classifying probability-preserving actions of sofic groups. It can be defined in terms of the covering numbers of certain metric spaces associated to such an action, the `model…

动力系统 · 数学 2016-06-07 Tim Austin

We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…

概率论 · 数学 2020-05-28 Giovanni Conforti

A number of recent works have sought to generalize the Kolmogorov-Sinai entropy of probability-preserving transformations to the setting of Markov operators acting on the integrable functions on a probability space $(X,\mu)$. These have…

动力系统 · 数学 2015-08-25 Tim Austin

In 1970, Donald Ornstein proved a landmark result in dynamical systems, viz., two Bernoulli systems with the same entropy are isomorphic except for a measure 0 set. Keane and Smorodinsky gave a finitary proof of this result. They also…

信息论 · 计算机科学 2016-03-07 Mrinalkanti Ghosh , Satyadev Nandakumar , Atanu Pal

We introduce the notion of metric entropy for a nonautonomous dynamical system given by a sequence of probability spaces and a sequence of measure-preserving maps between these spaces. This notion generalizes the classical concept of metric…

动力系统 · 数学 2016-11-26 Christoph Kawan

We study a class of stationary processes indexed by $\Z^d$ that are defined via minors of $d$-dimensional (multilevel) Toeplitz matrices. We obtain necessary and sufficient conditions for phase multiplicity (the existence of a phase…

概率论 · 数学 2010-04-27 Russell Lyons , Jeffrey E. Steif

Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…

统计力学 · 物理学 2009-10-31 Bernd A. Berg , Ulrich H. E. Hansmann

In this paper we develop the theory of {\it polymorphisms} of measure spaces, which is a generalization of the theory of measure-preserving transformations; we describe the main notions and discuss relations to the theory of Markov…

动力系统 · 数学 2007-05-23 A. Vershik

We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…

概率论 · 数学 2018-06-05 Vadim Gorin , Leonid Petrov

We prove an invariance principle for Brownian motion in Gaussian or Poissonian random scenery by the method of characteristic functions. Annealed asymptotic limits are derived in all dimensions, with a focus on the case of dimension $d=2$,…

概率论 · 数学 2014-01-03 Yu Gu , Guillaume Bal
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