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We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…

概率论 · 数学 2025-04-25 Conrado da Costa , Mikhail Menshikov , Andrew Wade

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…

统计理论 · 数学 2013-02-19 Michael Vogt

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

概率论 · 数学 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…

无序系统与神经网络 · 物理学 2009-10-28 Tomaso Aste

We consider a recent model of random walk that recursively grows the network on which it evolves, namely the Tree Builder Random Walk (TBRW). We introduce a bias $\rho \in (0,\infty)$ towards the root, and exhibit a phase transition for…

The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…

We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…

统计力学 · 物理学 2009-11-11 Tobias Prager , Lutz Schimansky-Geier

In this paper we present two different results in the context of nonlinear analysis. The first one is essentially a nonlinear technique that, in view of its strong generality, may be useful in different practical problems. The second…

泛函分析 · 数学 2015-10-02 Daniel Pellegrino , Joedson Santos , Juan B. Seoane-Sepúlveda

First, we point out that the present applied superposition principle is linear, it must be developed into a generality. Next, the linear operators and equations should be developed nonlinearly. They will include nonlinear Klein-Gordon…

综合物理 · 物理学 2009-06-13 Yi-Fang Chang

We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…

概率论 · 数学 2019-02-18 Peter Bella , Mathias Schäffner

We study a simple random walk on Z^2 with constraints on the axis. Motivation comes from physics when particles (a gas for example, see [Dal88]) are submitted to a local field. In our case we assume that the particle evolves freely in the…

概率论 · 数学 2023-01-09 Pierre Andreoletti , Pierre Debs

The stationary and highly non-stationary resonant dynamics of the harmonically forced pendulum are described in the framework of a semi-inverse procedure combined with the Limiting Phase Trajectory concept. This procedure, implying only…

混沌动力学 · 物理学 2016-04-25 Leonid I. Manevitch , Valeri V. Smirnov , Francesco Romeo

We study the linear response to an external perturbation of a renewal process, in an aging condition that, with no perturbation, would yield super-diffusion. We use the phenomenological approach to the linear response adopted in earlier…

统计力学 · 物理学 2007-05-23 Paolo Allegrini , Gianluca Ascolani , Mauro Bologna , Paolo Grigolini

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

数学物理 · 物理学 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

概率论 · 数学 2025-11-13 Sébastien Ott , Yvan Velenik

In queueing theory, Lorden's inequality can be used for bounds estimation of the moments of backward and forward renewal times. Two random variables called backwards renewal time and forward renewal time for this process are defined.…

概率论 · 数学 2021-08-27 Elmira Yu. Kalimulina , Galina A. Zverkina

We introduce a new type of random walk where the definition of edge reinforcement is very different from the one in the reinforced random walk models studied so far, and investigate its basic properties, such as null/positive recurrence,…

概率论 · 数学 2017-12-13 Janos Englander , Stanislav Volkov

We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. It is assumed that this reflecting random walk has skip free transitions. We are concerned with its time reversed process assuming that the stationary…

概率论 · 数学 2019-02-20 Masahiro Kobayashi , Masakiyo Miyazawa , Hiroshi Shimizu

This paper derives two stabilizability theorems for a basic class of discrete-time nonlinear systems with multiple unknown parameters. First, we claim that a discrete-time multi-parameter system is stabilizable if its nonlinear growth rate…

最优化与控制 · 数学 2020-07-23 Zhaobo Liu , Chanying Li

We study linearly edge-reinforced random walks on $\mathbb{Z}_+$, where each edge $\{x,x+1\}$ has the initial weight $x^{\alpha} \vee 1$, and each time an edge is traversed, its weight is increased by $\Delta$. It is known that the walk is…

概率论 · 数学 2020-07-28 Masato Takei