相关论文: Escape probabilities of compound renewal processes…
Thermal escape out of a metastable well is considered in the weak friction regime, where the bottleneck for decay is energy diffusion, and at lower temperatures, where quantum tunneling becomes relevant. Within a systematic semiclassical…
We study how an evanescence process affects the number of distinct sites visited by a continuous time random walker in one dimension. We distinguish two very different cases, namely, when evanescence can only occur concurrently with a jump,…
Given an autoregressive process X of order p (i.e. X_n = a_1 X_{n-1} + ...+ a_p X_{n_p} + Y_n where the random variables Y_1, Y_2, ... are i.i.d.), we study the asymptotic behaviour of the probability that the process does not exceed a…
Spontaneous switching events in most characterized genetic switches are rare, resulting in extremely stable epigenetic properties. We show how simple arguments lead to theories of the rate of such events much like the absolute rate theory…
We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length $\ell$ over which the RWs can jump. We study the survival probability of such RWs when the traps are periodically distributed and…
We obtain error terms on the rate of convergence to Extreme Value Laws for a general class of weakly dependent stochastic processes. The dependence of the error terms on the `time' and `length' scales is very explicit. Specialising to data…
We study the gambler's ruin problem for the Elephant Random Walk, focusing on escape time from a symmetric interval of the form $\{-N, \ldots, N\}$. As our main result, we derive tight exponential bounds for the tail of this escape time. We…
Under the effect of strong genetic drift, it is highly probable to observe gene fixation or gene loss in a population, shown by infinite peaks on a coherently constructed potential energy landscape. It is then important to ask what such…
The paper investigates a discrete time Binomial risk model with different types of polices and shock events may influence some of the claim sizes. It is shown that this model can be considered as a particular case of the classical compound…
We study a general perturbed risk process with cumulative claims modelled by a subordinator with finite expectation, with the perturbation being a spectrally negative Levy process with zero expectation. We derive a Pollaczek-Hinchin type…
Drift analysis is a powerful tool for analyzing the time complexity of evolutionary algorithms. However, it requires manual construction of drift functions to bound hitting time for each specific algorithm and problem. To address this…
The problem of disorder seeks to determine a stopping time which is as close as possible to the unknown time of ``disorder'' when the observed process changes its probability characteristics. We give a partial answer to this question for…
The escape of particles through a narrow absorbing gate in confined domains is a abundant phenomenon in various systems in physics, chemistry and molecular biophysics. We consider the narrow escape problem in a cellular flow when the two…
We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…
First the relation between shift selfsimilar additive sequences and stationary sequences of Ornstein-Uhlenbeck type (OU type) on $\mathbb{R}^d$ is shown and then the rates of escape for shift selfsimilar additive sequences are discussed. As…
The paper considers a process of escape of classical particle from a one-dimensional potential well by virtue of an external harmonic forcing. We address a particular model of the infinite-range potential well that allows independent…
We consider random walks on a non-elementary hyperbolic group endowed with a word distance. To a probability measure on the group are associated two numerical quantities, the rate of escape and the entropy. On the set of admissible…
Sub-diffusion equations are used in a large range of applications including fluids, plasma physics and biology. Their mathematical analysis is advanced even if a much larger literature addresses super-diffusions. The goal of this paper is…
We consider a hybrid diffusion process that is a combination of two Ornstein-Uhlenbeck processes with different restraining forces. This process serves as the heavy-traffic approximation to the Markovian many-server queue with abandonments…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…