相关论文: Multifractal Measures Characterized by the Iterati…
We consider a random walk in confined geometry, starting from a site and eventually reaching a target site. We calculate analytically the distribution of the occupation time on a third site, before reaching the target site. The obtained…
A method of a non-stationary description of tunneling of a particle through the one-dimensional and spherically symmetric rectangular barriers on the basis of analisis of multiple internal reflections of wave packets in relation on the…
This paper investigates the multitime linear normal PDE systems. We study especially the controllability of such systems, obtaining complementary results to those in our recent papers. Here the multitime controllability original results are…
This is the first of a two-part work on Kleiman's iterated multiple point spaces. We show general properties of these spaces, leading to explicit equations describing them for maps (of any corank) between complex manifolds. We also describe…
In this paper we analyze the behavior of quantum random walks. In particular we present several new results for the absorption probabilities in systems with both one and two absorbing walls for the one-dimensional case. We compute these…
This article describes a new Monte Carlo method for the evaluation of the orthant probabilities by sampling first passage times of a non-singular Gaussian discrete time-series across an absorbing boundary. This procedure makes use of a…
Parameter learning for high-dimensional, partially observed, and nonlinear stochastic processes is a methodological challenge. Spatiotemporal disease transmission systems provide examples of such processes giving rise to open inference…
We investigate the mean first passage time of an active Brownian particle in one dimension using numerical simulations. The activity in one dimension is modeled as a two state model; the particle moves with a constant propulsion strength…
In this paper we consider the first passage process of a spectrally negative Markov additive process (MAP). The law of this process is uniquely characterized by a certain matrix function, which plays a crucial role in fluctuation theory. We…
We study the asymptotical behaviour of iterates of piecewise contractive maps of the interval. It is known that Poincar\'e first return maps induced by some Cherry flows on transverse intervals are, up to topological conjugacy, piecewise…
In this paper the complex dynamical analysis of the parametric fourth-order Kim's iterative family is made on quadratic polynomials, showing the Matlab codes generated to draw the fractal images necessary to complete the study. The…
We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…
Iterated dynamical maps offer an ideal setting to investigate quantum dynamical bifurcations and are well adapted to few-qubit quantum computer realisations. We show that a single trapped ion, subject to periodic impulsive forces, exhibits…
In this paper, we study the fractal dimension of the graph of a fractal transformation and also determine the quantization dimension of a probability measure supported on the graph of the fractal transformation. Moreover, we estimate the…
Under some weak conditions, the first-passage time of the Brownian motion to a continuous curved boundary is an almost surely finite stopping time. Its probability density function (pdf) is explicitly known only in few particular cases.…
In this paper we propose a multivariate ordinal regression model which allows the joint modeling of three-dimensional panel data containing both repeated and multiple measurements for a collection of subjects. This is achieved by a…
The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…
We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only…
Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a…
Let $\mu$ be the geometric realization on $[0,1]$ of a Gibbs measure on $\Sigma=\{0,1\}^{\mathbb{N}}$ associated with a H\"older potential. The thermodynamic and multifractal properties of $\mu$ are well known to be linked via the…