相关论文: Time change approach to generalized excursion meas…

The measurement of time durations or instants of ocurrence of events has been frequently modelled ``operationally'' by coupling the system of interest to a ``clock''. According to several of these models the operational approach is limited…

We consider two jointly stationary and ergodic random measures $\xi$ and $\eta$ on the real line $\mathbb{R}$ with equal intensities. An allocation is an equivariant random mapping from $\mathbb{R}$ to $\mathbb{R}$. We give sufficient and…

Consider a branching random walk on the real line. Madaule showed the renormalized trajectory of an individual selected according to the critical Gibbs measure converges in law to a Brownian meander. Besides, Chen proved that the…

We introduce a method to perform imaginary time evolution in a controllable quantum system using measurements and conditional unitary operations. By performing a sequence of weak measurements based on the desired Hamiltonian constructed by…

We prove strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times. It is also shown that their local times are close enough to…

We consider random walks on finite vertex-transitive graphs $\Gamma$ of bounded degree. We find a simple geometric condition which characterises the cover time fluctuations: the suitably normalised cover time converges to a standard Gumbel…

We consider a discrete-time continuous-space random walk under the constraints that the number of returns to the origin (local time) and the total area under the walk are fixed. We first compute the joint probability of an excursion having…

The study considers advantages of the introduced measure of time based on the entropy change under irreversible processes (entropy production). Using the example of non-equilibrium expansion of an ideal gas in vacuum, such a measure is…

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

A method of measuring time intervals by a single observer proposed by Crowell is extended to the more general case when the events separated by the time interval take place at two points characterized by the same y=y' space coordinates. We…

In this paper we study the sojourn time on the positive half-line up to time $ t $ of a drifted Brownian motion with starting point $ u $ and subject to the condition that $ \min_{ 0\leq z \leq l} B(z)> v $, with $ u > v $. This process is…

We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…

By using the law of the excursions of Brownian motion with drift, we find the distribution of the $n-$th passage time of Brownian motion through a straight line $S(t)= a + bt.$ In the special case when $b = 0,$ we extend the result to a…

The current understanding of pinned Brownian bridges is based on the Onsager-Machlup (OM) functional. The continuous-time limit of the OM functional can be expressed either by using the Fokker-Planck equation or by using the Radon-Nikodym…

We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…

In this paper, following earlier results in [2] we derive the asymptotic distribution as $t \to \infty$, of the excursion of Brownian motion straddling $t$, into an interval $(a,b)$, conditional on the event that there is such an excursion.

A result of R. Durrett, D. Iglehart and D. Miller states that Brownian meander is Brownian motion conditioned to stay positive for a unit of time, in the sense that it is the weak limit, as $x$ goes to 0, of Brownian motion started at $x>0$…

A classic result on the 1-dimensional Brownian motion shows that conditionally on its first hitting time of 0, it has the distribution of a 3-dimensional Bessel bridge. By applying a certain time-change to this result, Matsumoto and Yor…

In this paper, we will study non-commutative corrections in the metric tensor for the G\"{o}del-type universe, a model that has as its main characteristic the possibility of violation of causality, allowing therefore time travel. We also…

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…