相关论文: Note on limit distribution of normalized return ti…

We study simple diffusion where a particle stochastically resets to its initial position at a constant rate r. A finite resetting rate leads to a nonequilibrium stationary state with non-Gaussian fluctuations for the particle position. We…

We suggest an explanation of typical incubation times statistical features based on the universal behavior of exit times for diffusion models. We give a mathematically rigorous proof of the characteristic right skewness of the incubation…

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

In this paper, we give rates of convergence, for minimal distances and for the uniform distance, between the law of partial sums of martingale differences and thelimiting Gaussian distribution. More precisely, denoting by $P_{X}$ the law of…

Low-dimensional dynamical systems are fruitful models for mixing in fluid and granular flows. We study a one-dimensional discontinuous dynamical system (termed "cutting and shuffling" of a line segment), and we present a comprehensive…

We consider a model of surface-mediated diffusion with alternating phases of pure bulk and surface diffusion. For this process, we compute the mean exit time from a disk through a hole on the circle. We develop a spectral approach to this…

In this paper we study the diffusion of an SIS-type epidemics on a network under the presence of a random environment, that enters in the definition of the infection rates of the nodes. Accordingly, we model the infection rates in the form…

We consider statistical learning question for $\psi$-weakly dependent processes, that unifies a large class of weak dependence conditions such as mixing, association,$\cdots$ The consistency of the empirical risk minimization algorithm is…

The perceived randomness in the time evolution of "chaotic" dynamical systems can be characterized by universal probabilistic limit laws, which do not depend on the fine features of the individual system. One important example is the…

The exponential upper bounds for the convergence rate of the distribution of restorable element with partially energized standby redundancy are founded, in the case when all working and repair times are bounded by exponential random…

We consider random dynamical systems on manifolds modeled by a skew product which have certain geometric properties and whose measures satisfy quenched decay of correlations at a sufficient rate. We prove that the limiting distribution for…

Consider the map $(x, y) \mapsto (x + \epsilon^{-\alpha} \sin (2\pi x) + \epsilon^{-1-\alpha}z, z + \epsilon \sin(2\pi x))$, which is conjugate to the Chirikov standard map with a large parameter. The parameter value $\alpha = 1$ is related…

Let S(1) be the segment [-1,1], and define the segments S(n) recursively in the following manner: let S(n+1) be the intersection of S(n) and a(n+1) + S(1), where the point a(n+1) is chosen randomly on the segment S(n) with uniform…

Approximating the time to extinction of infection is an important problem in infection modelling. A variety of different approaches have been proposed in the literature. We study the performance of a number of such methods, and characterize…

Reaction-diffusion process with exclusion in the presence of traps has been studied. The asymptotic survival probability for the case of uniformly distributed random traps shows a stretched e\ xponential behavior. We show that additional…

The Symmetric Exclusion Process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of…

Stochastic restarting is a strategy of starting anew. Incorporation of the resetting to the random walks can result in the decrease of the mean first passage time, due to the ability to limit unfavorably meandering, sub-optimal…

We consider $\psi$-mixing dynamical systems $(\mathcal{X},T,B,\mu)$ and we find conditions on families of sets $\{\mathcal{U}_n\subset \mathcal{X}:n\in\mathbb{N}\}$ so that $\mu(\mathcal{U}_n)\tau_n$ tends in law to an exponential random…

We provide escape rates formulae for piecewise expanding interval maps with `random holes'. Then we obtain rigorous approximations of invariant densities of randomly perturbed metabstable interval maps. We show that our escape rates…

Being able to predict the occurrence of extreme returns is important in financial risk management. Using the distribution of recurrence intervals---the waiting time between consecutive extremes---we show that these extreme returns are…