Results 1 to 10 of about 1,224 (84)
The flashing ratchet and unidirectional transport of matter [PDF]
, 2010 We study the flashing ratchet model of a Brownian motor, which consists in cyclical switching between the Fokker-Planck equation with an asymmetric ratchet-like potential and the pure diffusion equation.
A. D. Polyanin +10 more
core +2 more sources
Proof of a conjecture of N. Konno for the 1D contact process [PDF]
, 2005 Consider the one-dimensional contact process. About ten years ago, N. Konno stated the conjecture that, for all positive integers $n,m$, the upper invariant measure has the following property: Conditioned on the event that $O$ is infected, the events $\{$
Berg, J. van den +2 more
core +3 more sources
Edgeworth expansions in operator form [PDF]
, 2007 An operator form of asymptotic expansions for Markov chains is established. Coefficients are given explicitly. Such expansions require a certain modification of the classical spectral method.
Gnedenko +10 more
core +1 more source
, 2015 We analyse the $\ell^2(\pi)$-convergence rate of irreducible and aperiodic Markov chains with $N$-band transition probability matrix $P$ and with invariant distribution $\pi$.
Hennion, James Ledoux, Loï Hervé
core +3 more sources
, 2003 A random walk on Z^d is excited if the first time it visits a vertex there is a bias in one direction, but on subsequent visits to that vertex the walker picks a neighbor uniformly at random.
Benjamini, Itai, Wilson, David B.
core +2 more sources
, 2007 Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution of Y.
Mallows, Colin
core +1 more source
Approximation of quantum Levy processes by quantum random walks [PDF]
, 2007 Every quantum Levy process with a bounded stochastic generator is shown to arise as a strong limit of a family of suitably scaled quantum random walks.Comment: 7 ...
Franz, Uwe, Skalski, Adam
core +1 more source
Markov switching quadratic term structure models [PDF]
, 2013 In this paper, we consider a discrete time economy where we assume that the short term interest rate follows a quadratic term structure of a regime switching asset process.
Goutte, Stéphane
core +2 more sources
, 2008 A uniformly random graph on $n$ vertices with a fixed degree sequence, obeying a $\gamma$ subpower law, is studied. It is shown that, for $\gamma>3$, in a subcritical phase with high probability the largest component size does not exceed $n^{1/\gamma ...
Pittel, B. G.
core +2 more sources
Some comments on Quasi-Birth-and-Death processes and matrix measures [PDF]
, 2008 In this paper we explore the relation between matrix measures and Quasi-Birth-and-Death processes. We derive an integral representation of the transition function in terms of a matrix valued spectral measure and corresponding orthogonal matrix ...
Dette, Holger, Reuther, Bettina
core +1 more source