相关论文: Sojourn functionals of time-dependent $\chi^2$-ran…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…
We introduce a discrete-time random walk model on a one-dimensional lattice with a nonconstant sojourn time and prove that the discrete density converges to a solution of a continuum diffusion equation. Our random walk model is not…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…
Correlated random fields are a common way to model dependence struc- tures in high-dimensional data, especially for data collected in imaging. One important parameter characterizing the degree of dependence is the asymp- totic variance…
Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…
In this paper, we attempt to shed light on a new class of nonstationary random fields which exhibit, what we call, local invariant nonstationarity. We argue that the local invariant property has a special interaction with a new generalized…
The partition function of a massless scalar field on a Euclidean spacetime manifold $\mathbb{R}^{d-1}\times\mathbb{T}^2$ and with momentum operator in the compact spatial dimension coupled through a purely imaginary chemical potential is…
In the literature on stochastic frontier models until the early 2000s, the joint consideration of spatial and temporal dimensions was often inadequately addressed, if not completely neglected. However, from an evolutionary economics…
In incompressible and periodic statistically stationary turbulence, exchanges of turbulent energy across scales and space are characterised by very intense and intermittent spatio-temporal fluctuations around zero of the time-derivative…
We study an ensemble of random walkers carrying internal noisy phase oscillators which are synchronized among the walkers by local interactions. Due to individual mobility, the interaction partners of every walker change randomly, hereby…
In this work, we have studied the temporal evolution of some properties of a sample of superactive regions with the aim to single out the most significant for flare activity forecasting. We have investigated properties of 14 superactive…
We introduce a novel class of features for multidimensional time series, that are invariant with respect to transformations of the ambient space. The general linear group, the group of rotations and the group of permutations of the axes are…
We derive an explicit expression for the Fourier-Laplace transform of the two-point distribution function $p(x_1,t_1;x_2,t_2)$ of a continuous time random walk (CTRW), thus generalizing the result of Montroll and Weiss for the single point…
In a homogeneous medium, the far-field generated by a localized source can be expanded in terms of multipoles; the coefficients are determined by the moments of the localized charge distribution. We show that this structure survives to some…
We analyze generalized space-time fractional motions on undirected networks and lattices. The continuous-time random walk (CTRW) approach of Montroll and Weiss is employed to subordinate a space fractional walk to a generalization of the…
The asymptotic mean number of distinct sites visited by a subdiffusive continuous time random walker in two dimensions seems not to have been explicitly calculated anywhere in the literature. This number has been calculated for other…
Face-to-face interactions reveal recurring patterns, suggesting the possibility of shared underlying mechanisms. More specifically, inter-contact durations, contact durations and number of contacts per edge share similar heavy-tail…
For a spatiotemporal process $\{X_j(s,t) | ~s \in S~,~t \in T \}_{j =1, \ldots , n} $, where $S$ denotes the set of spatial locations and $T$ the time domain, we consider the problem of testing for a change in the sequence of mean…
We study numerically and theoretically the $d$-dimensional Hamiltonian motion of fast particles through a field of scatterers, modeled by bounded, localized, (time-dependent) potentials, that we refer to as (in)elastic non-dissipative…