相关论文: Multifractal Measures Characterized by the Iterati…
Repeated local measurements of quantum many body systems can induce a phase transition in their entanglement structure. These measurement-induced phase transitions (MIPTs) have been studied for various types of dynamics, yet most cases…
Iterated conformal mappings are used to obtain exact multifractal spectra of the harmonic measure for arbitrary Laplacian random walks in two dimensions. Separate spectra are found to describe scaling of the growth measure in time, of the…
This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…
A systematic theory of the conductance measurements of non-invasive (weak probe) scanning gate microscopy is presented that provides an interpretation of what precisely is being measured. A scattering approach is used to derive explicit…
Modern data collecting methods and computation tools have made it possible to monitor high-dimensional processes. In this article, Phase II monitoring of high-dimensional processes is investigated when the available number of samples…
We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…
We investigate the first-passage properties of nearest-neighbor hopping on a finite interval with disordered hopping rates. We develop an approach that relies on the backward equation, in conjunction with probability generating functions,…
We develop a model to compute the first-passage time of a random walker in a crowded environment. Hard-core particles with the same size and diffusion coefficient than the tracer diffuse, and the model allows to compute the first passage…
This contribution presents experimental study of two-dimensional pedestrian flow with the aim to capture the pedestrian behaviour within the cluster formed in front of the bottleneck. Two experiments of passing through a room with one…
The local magnetization in the one-dimensional random-field Ising model is essentially the sum of two effective fields with multifractal probability measure. The probability measure of the local magnetization is thus the convolution of two…
In rotationally constrained percolation models, a site of a percolation cluster could be occupied more than once from different directions due to the nature of the rotational constraint. A state variable $s_i$ is assigned to each lattice…
In this paper, we study the composition of two independent GCPs which we call the iterated generalized counting process (IGCP). Its distributional properties such as the transition probabilities, probability generating function, state…
We study the condensation regime of the finite reversible inclusion process, i.e., the inclusion process on a finite graph $S$ with an underlying random walk that admits a reversible measure. We assume that the random walk kernel is…
In this article we consider importance sampling (IS) and sequential Monte Carlo (SMC) methods in the context of 1-dimensional random walks with absorbing barriers. In particular, we develop a very precise variance analysis for several IS…
During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…
In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…
The determination of the mean first passage time (MFPT) for a Brownian particle in a bounded 2-D domain containing small absorbing traps is a fundamental problem with biophysical applications. The average MFPT is the expected capture time…
Models of imitation and herding behavior often underestimate the role of individualistic actions and assume symmetric boundary conditions. However, real-world systems (e.g., electoral processes) frequently involve asymmetric boundaries. In…
Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…
The distribution function of local amplitudes of eigenstates of a two-dimensional disordered metal is calculated. Although the distribution of comparatively small amplitudes is governed by laws similar to those known from the random matrix…