相关论文: Escape Rates and Singular Limiting Distributions f…

We study random transformations built from intermittent maps on the unit interval that share a common neutral fixed point. We focus mainly on random selections of Pomeu-Manneville-type maps $T_\alpha$ using the full parameter range $0<…

We consider the problem of determining escape probabilities from an interval of a general compound renewal process with drift. This problem is reduced to the solution of a certain integral equation. In an actuarial situation where only…

Jamming and avalanche statistics are studied in a simulation of the discharge of a polydisperse ensemble of disks from a 2-D silo. Exponential distributions are found for the avalanche sizes for all sizes of the exit opening, in agreement…

We study a system composed of two parallel totally asymmetric simple exclusion processes with open boundaries, where the particles move in the two lanes in opposite directions and are allowed to jump to the other lane with rates inversely…

The question whether a time series behaves as a random walk or as a station- ary process is an important and delicate problem, particularly arising in financial statistics, econometrics, and engineering. This paper studies the problem to…

In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…

In this work, we investigate the presence of sub-diffusive behavior in the Chirikov-Taylor Standard Map. We show that the stickiness phenomena, present in the mixed phase space of the map setup, can be characterized as a Continuous Time…

A Brownian particle with diffusion coefficient $D$ is confined to a bounded domain of volume $V$ in $\rR^3$ by a reflecting boundary, except for a small absorbing window. The mean time to absorption diverges as the window shrinks, thus…

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

This paper studies nonstationary open dynamical systems from the statistical viewpoint. By open, we mean that trajectories may escape through holes in the phase space. By nonstationary, we mean that the dynamical model itself (as well as…

We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…

We study exit times from a set for a family of multivariate autoregressive processes with normally distributed noise. By using the large deviation principle, and other methods, we show that the asymptotic behavior of the exit time depends…

We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…

We study the dynamics of a one-dimensional discrete flow with open boundaries - a series of moving point particles connected by ideal springs. These particles flow towards an inlet at constant velocity, pass into a region where they are…

We investigate stationary nonequilibrium states of systems of particles moving according to Hamiltonian dynamics with specified potentials. The systems are driven away from equilibrium by Maxwell demon ``reflection rules'' at the walls.…

A shift-periodic map is a one-dimensional map from the real line to itself which is periodic up to a linear translation and allowed to have singularities. It is shown that iterative sequences $x_{n+1}=F(x_n)$ generated by such maps display…

We analytically link three properties of nonlinear dynamical systems, namely sensitivity to initial conditions, entropy production, and escape rate, in $z$-logistic maps for both positive and zero Lyapunov exponents. We unify these…

We define auto- and cross-correlation functions capable to capture dynamical characteristics induced by local phase space structures in a general dynamical system. These correlation functions are calculated in the Standard Map for a range…

Stationary solutions to the equations of non-linear diffusive shock acceleration play a fundamental role in the theory of cosmic-ray acceleration. Their existence usually requires that a fraction of the accelerated particles be allowed to…