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相关论文: A kinetic model approximation of Walsh's spider pr…

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By analyzing matrices involved, we prove that a snapping-out Brownian motion with large permeability coefficients is a good approximation of Walsh's spider process on the star-like graph $K_{1,k}$. Thus, the latter process can be seen as a…

概率论 · 数学 2024-06-25 Adam Bobrowski , Elżbieta Ratajczyk

Inspired by allocation strategies in multi-armed bandit model, we propose a pathwise construction of Walsh spider diffusions. For any infinitesimal generator on a star shaped graph, there exists a unique time change associated with a…

概率论 · 数学 2025-06-24 Erhan Bayraktar , Jingjie Zhang , Xin Zhang

The aim of this article is to give several results related to Walsh's spider diffusions living on a star-shaped network that have a spinning measure selected from the own local time of the motion at the vertex (cf.[17]). We prove the…

概率论 · 数学 2025-02-06 Isaac Ohavi , Miguel Martinez

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.…

概率论 · 数学 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

We study K-processes, which are Markov processes in a denumerable state space, all of whose elements are stable, with the exception of a single state, starting from which the process enters finite sets of stable states with uniform…

概率论 · 数学 2008-08-27 L. R. G. Fontes , P. Mathieu

We introduce jump processes in R^k, called density-profile process, to model biological signaling networks. They describe the macroscopic evolution of finite-size spin-flip models with k types of spins interacting through a non-reversible…

概率论 · 数学 2007-08-16 Roberto Fernández , Luiz Renato Fontes , E. Jordão Neves

A diffusion spider is a strong Markov process with continuous paths taking values on a graph with one vertex and a finite number of edges (of infinite length). An example is Walsh's Brownian spider where the process on each edge behaves as…

概率论 · 数学 2022-09-26 Jukka Lempa , Ernesto Mordecki , Paavo Salminen

Becker, Greaves-Tunnell, Kontorovich, Miller, Ravikumar, and Shen determined the long term evolution of virus propagation behavior on a hub-and-spoke graph of one central node and $n$ neighbors, with edges only from the neighbors to the hub…

动力系统 · 数学 2022-12-16 Akihiro Takigawa , Steven J. Miller

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

泛函分析 · 数学 2022-04-21 Adam Bobrowski , Tomasz Komorowski

We give faster algorithms for producing sparse approximations of the transition matrices of $k$-step random walks on undirected, weighted graphs. These transition matrices also form graphs, and arise as intermediate objects in a variety of…

数据结构与算法 · 计算机科学 2017-02-21 Gorav Jindal , Pavel Kolev , Richard Peng , Saurabh Sawlani

We deal with a continuous-time Ehrenfest model defined over an extended star graph, defined as a lattice formed by the integers of $d$ semiaxis joined at the origin. The dynamics on each ray are regulated by linear transition rates, whereas…

概率论 · 数学 2022-05-18 Antonio Di Crescenzo , Barbara Martinucci , Serena Spina

The dynamic behaviour of stochastic spreading processes on a network model based on k-regular graphs is investigated. The contact process and the susceptible-infected-susceptible model for the spread of epidemics are considered as prototype…

无序系统与神经网络 · 物理学 2008-10-08 S. V. Fallert , S. N. Taraskin

This paper is concerned with the construction of several stochastic processes in a star graph, that is a non-euclidean structure where some features of the classical modelling fail. We propose a model for trapping phenomena with…

概率论 · 数学 2023-11-14 Stefano Bonaccorsi , Mirko D'Ovidio

Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…

数值分析 · 数学 2018-02-23 Augustin Chevallier , Stefan Engblom

The purpose of this article is to study a new problem of stochastic control, related to Walsh's spider diffusion, named: stochastic optimal scattering control. The optimal scattering control of the spider diffusion at the junction point is…

偏微分方程分析 · 数学 2025-01-31 Isaac Ohavi

We consider a random graph in which vertices can have one of two possible colours. Each vertex switches its colour at a rate that is proportional to the number of vertices of the other colour to which it is connected by an edge. Each edge…

概率论 · 数学 2026-04-21 Siva Athreya , Frank den Hollander , Adrian Röllin

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

概率论 · 数学 2007-05-23 Dominic Schuhmacher

We consider systems of agents interacting through topological interactions. These have been shown to play an important part in animal andhuman behavior. Precisely, the system consists of a finite number of particles characterized by their…

数学物理 · 物理学 2017-11-22 Adrien Blanchet , Pierre Degond

This paper studies the limit of a kinetic evolution equation involving a small parameter and driven by a random process which also scales with the small parameter. In order to prove the convergence in distribution to the solution of a…

概率论 · 数学 2021-06-28 Shmuel Rakotonirina-Ricquebourg

Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…

概率论 · 数学 2024-01-02 Kavita Ramanan
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