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pro vyhledávání: '"Meiners, Matthias"'
We employ renewal processes to characterize the spatiotemporal dynamics of an active Brownian particle under stochastic orientational resetting. By computing the experimentally accessible intermediate scattering function (ISF) and reconstructing the
Externí odkaz:
http://arxiv.org/abs/2405.06769
We consider a biased nearest-neighbor random walk on $\Z$ which at each step is trapped for some random time with random, site-dependent mean. We derive a simple formula for the speed function in terms of the model parameters.
Comment: 10 pages,
Comment: 10 pages,
Externí odkaz:
http://arxiv.org/abs/2209.00241
Consider a supercritical Crump--Mode--Jagers process $(\mathcal Z_t^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$. Nerman's celebrated law of large numbers [Z. Wahrsch. Verw. Gebiete 57, 365--395, 1981] states that, under some
Externí odkaz:
http://arxiv.org/abs/2109.00867
In this paper, we draw attention to a problem that is often overlooked or ignored by companies practicing hypothesis testing (A/B testing) in online environments. We show that conducting experiments on limited inventory that is shared between variant
Externí odkaz:
http://arxiv.org/abs/2006.05786
In his, by now, classical work from 1981, Nerman made extensive use of a crucial martingale $(W_t)_{t \geq 0}$ to prove convergence in probability, in mean and almost surely, of supercritical general branching processes (a.k.a. Crump-Mode-Jagers bran
Externí odkaz:
http://arxiv.org/abs/2005.05119
We study the asymptotic behavior as $t \to \infty$ of a time-dependent family $(\mu_t)_{t \geq 0}$ of probability measures on $\mathbb{R}$ solving the kinetic-type evolution equation $\partial_t \mu_t + \mu_t = Q(\mu_t)$ where $Q$ is a smoothing tran
Externí odkaz:
http://arxiv.org/abs/1909.00459
We consider random walks on the infinite cluster of a conditional bond percolation model on the infinite ladder graph. In a companion paper, we have shown that if the random walk is pulled to the right by a positive bias $\lambda > 0$, then its asymp
Externí odkaz:
http://arxiv.org/abs/1812.10776
Akademický článek
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Autor:
Lübbers, Jan-Erik, Meiners, Matthias
We consider biased random walks in a one-dimensional percolation model. This model goes back to Axelson-Fisk and H\"aggstr\"om and exhibits the same phase transition as biased random walk on the infinite cluster of supercritical Bernoulli bond percol
Externí odkaz:
http://arxiv.org/abs/1808.03171
The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather recent to
Externí odkaz:
http://arxiv.org/abs/1806.09943