相关论文: Phantom distribution functions for some stationary…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
This paper establishes the asymptotic normality of frequency polygons in the context of stationary strongly mixing random fields indexed by $\Z^d$. Our method allows us to consider only minimal conditions on the width bins and provides a…
It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…
Ghost measures of regular sequences---the unbounded analogue of automatic sequences---are generalisations of standard fractal mass distributions. They were introduced to determine fractal (or self-similar) properties of regular sequences…
A function from sequences to their subsequences is called selection function. A selection function is called admissible (with respect to normal numbers) if for all normal numbers, their subsequences obtained by the selection function are…
At the present time reliably established that probability density functions of gene expression of microarray experiments possess a number of universal properties. First of all these distributions have power asymptotic and secondly the shape…
We introduce a simple model of deterministic particles in weakly disordered media which exhibits a transition from normal to anomalous diffusion. The model consists of a set of non-interacting overdamped particles moving on a disordered…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
We introduce probabilistic frames to study finite frames whose elements are chosen at random. While finite tight frames generalize orthonormal bases by allowing redundancy, independent, uniformly distributed points on the sphere…
New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…
We propose a new class of generative diffusion models, called functional diffusion. In contrast to previous work, functional diffusion works on samples that are represented by functions with a continuous domain. Functional diffusion can be…
Strong anomalous diffusion is characterized by asymptotic power-law growth of the moments of displacement, with exponents that do not depend linearly on the order of the moment. The exponents concerning small-order moments are dominated by…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
Quasilinear perpendicular diffusion of charged particles in fluctuating electromagnetic fields is the focus of this paper. A general transport parameter for perpendicular diffusion is presented being valid for an arbitrary turbulence…
We introduce a new method for detecting scaling in time series. The method uses the properties of the probability flux for stochastic self-affine processes and is called the probability flux analysis (PFA). The advantages of this method…
We present a method for computing stationary distributions for activated processes in equilibrium and non-equilibrium systems using Forward Flux Sampling (FFS). In this method, the stationary distributions are obtained directly from the…
We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…
We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density $f(t)$. Depending on the…
In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…
Fully Developed Turbulence (FDT) is a theoretical asymptotic phenomenon which can only be approximated experimentally or computationally, so its defining characteristics are hypothetical. It is considered to be a chaotic stationary flow…