相关论文: Residence Time Distribution for a Class of Gaussia…

We revisit the work of Dhar and Majumdar [Phys. Rev. E 59, 6413 (1999)] on the limiting distribution of the temporal mean $M_{t}=t^{-1}\int_{0}^{t}du \sign y_{u}$, for a Gaussian Markovian process $y_{t}$ depending on a parameter $\alpha $,…

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

We have provided a fractional generalization of the Poisson renewal processes by replacing the first time derivative in the relaxation equation of the survival probability by a fractional derivative of order $\alpha ~(0 < \alpha \leq 1)$. A…

The use of advanced sequential paging algorithms has been suggested as a means to reduce the signaling cost in future mobile cellular networks. In a proposed algorithm (Koukoutsidis and Theologou, 2003), the system can use the additional…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

We discuss the response of continuous time random walks to an oscillating external field within the generalized master equation approach. We concentrate on the time dependence of the two first moments of the walker's displacements. We show…

Consider a population evolving as a discrete-time supercritical multi-type Galton--Watson process. Suppose we run the process for $T$ generations, then sample $k$ individuals uniformly at generation $T$ and trace their genealogy backwards…

Studies of fixation dynamics in Markov processes predominantly focus on the mean time to absorption. This may be inadequate if the distribution is broad and skewed. We compute the distribution of fixation times in one-step birth-death…

This paper presents an analysis on the distribution of periods between consecutive reversals of the Earth's magnetic field. The analysis includes the randomness of polarities, whether the data corresponding to different periods belong to a…

We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval $[0,A]$ as $A\to\infty$. We provide an alternative method of proof of asymptotic exponentiality of the first exit time (suitably…

We present mathematically rigorous expressions for the residence-time and first-passage-time distributions of a periodically forced Brownian particle in a bistable potential. For a broad range of forcing frequencies and amplitudes, the…

The persistence probability P_g(t) of the global order-parameter of a simple ferromagnet undergoing phase-ordering kinetics after a quench from a fully disordered state to below the critical temperature, T<T_c, is analysed. It is argued…

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

In this work we consider a stochastic movement process with random resets to the origin followed by a random residence time there before the walker restarts its motion. First, we study the transport properties of the walker, we derive an…

Let {M_n}_{n\ge 0}$ be a nonnegative Markov process with stationary transition probabilities. The quasistationary distributions referred to in this note are of the form Q_A(x) = lim_{n\to\infty} P(M_n \le x | M_0 \le A, M_1 \le A, ..., M_n…

We consider the class of Markovian processes defined by the equation $\dd x /\dd t = -\beta x + \sum_k z_k \delta (t-t_k)$. Such processes are encountered in systems (like coalescing systems) where dynamics creates discrete upward jumps at…

We study the distribution of switching times in spin-transfer switching induced by sub-ns current pulses in pillar-shaped spin-valves. The pulse durations leading to switching follow a comb-like distribution, multiply-peaked at a few most…

We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…

We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…