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Jones, Elinor Mair. "Large deviations of random walks and levy processes." Thesis, University of Manchester, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.491853.
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Buckley, Stephen Philip. "Problems in random walks in random environments." Thesis, University of Oxford, 2011. http://ora.ox.ac.uk/objects/uuid:06a12be2-b831-4c2a-87b1-f0abccfb9b8b.
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Recent years have seen progress in the analysis of the heat kernel for certain reversible random walks in random environments. In particular the work of Barlow(2004) showed that the heat kernel for the random walk on the infinite component of supercritical bond percolation behaves in a Gaussian fashion. This heat kernel control was then used to prove a quenched functional central limit theorem. Following this work several examples have been analysed with anomalous heat kernel behaviour and, in some cases, anomalous scaling limits. We begin by generalizing the first result - looking for sufficient conditions on the geometry of the environment that ensure standard heat kernel upper bounds hold. We prove that these conditions are satisfied with probability one in the case of the random walk on continuum percolation and use the heat kernel bounds to prove an invariance principle. The random walk on dynamic environment is then considered. It is proven that if the environment evolves ergodically and is, in a certain sense, geometrically d-dimensional then standard on diagonal heat kernel bounds hold. Anomalous lower bounds on the heat kernel are also proven - in particular the random conductance model is shown to be "more anomalous" in the dynamic case than the static. Finally, the reflected random walk amongst random conductances is considered. It is shown in one dimension that under the usual scaling, this walk converges to reflected Brownian motion.
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Oosthuizen, Joubert. "Random walks on graphs." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86244.
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Thesis (MSc)--Stellenbosch University, 2014.ENGLISH ABSTRACT: We study random walks on nite graphs. The reader is introduced to general Markov chains before we move on more specifically to random walks on graphs. A random walk on a graph is just a Markov chain that is time-reversible. The main parameters we study are the hitting time, commute time and cover time. We nd novel formulas for the cover time of the subdivided star graph and broom graph before looking at the trees with extremal cover times. Lastly we look at a connection between random walks on graphs and electrical networks, where the hitting time between two vertices of a graph is expressed in terms of a weighted sum of e ective resistances. This expression in turn proves useful when we study the cover cost, a parameter related to the cover time.
AFRIKAANSE OPSOMMING: Ons bestudeer toevallige wandelings op eindige gra eke in hierdie tesis. Eers word algemene Markov kettings beskou voordat ons meer spesi ek aanbeweeg na toevallige wandelings op gra eke. 'n Toevallige wandeling is net 'n Markov ketting wat tyd herleibaar is. Die hoof paramaters wat ons bestudeer is die treftyd, pendeltyd en dektyd. Ons vind oorspronklike formules vir die dektyd van die verdeelde stergra ek sowel as die besemgra ek en kyk daarna na die twee bome met uiterste dektye. Laastens kyk ons na 'n verband tussen toevallige wandelings op gra eke en elektriese netwerke, waar die treftyd tussen twee punte op 'n gra ek uitgedruk word in terme van 'n geweegde som van e ektiewe weerstande. Hierdie uitdrukking is op sy beurt weer nuttig wanneer ons die dekkoste bestudeer, waar die dekkoste 'n paramater is wat verwant is aan die dektyd.
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Jones, Owen Dafydd. "Random walks on pre-fractals and branching processes." Thesis, University of Cambridge, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388440.
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Boutaud, Pierre. "Branching random walk : limit cases and minimal hypothesis." Thesis, université Paris-Saclay, 2020. http://www.theses.fr/2020UPASM025.
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La marche aléatoire branchante est un système de particules sur la droite réelle où partant au temps 0 d’une particule initiale en position 0, chaque particule vivante au temps n meurt au temps n + 1 en donnant indépendemment naissance à un nombre aléatoire de particules se dispersant aléatoirement autour de la position de la particule parente. Dans un premier chapitre introductif, nous définissons en détails le modèle de la marche aléatoire branchante ainsi que certains des enjeux de la recherche autour de ce modèle, notamment l’étude de la martingale additive. Cette martingale peut-être étudié au travers de sa convergence vers une limite triviale ou non ainsi que l’étude d’une renormalisation appropriée, dite de Seneta-Heyde, lorsque cette limite est triviale. Elle peut aussi être étudiée au travers d’équations récursives stochastiques menant à des équations de points fixes en loi. Cette dernière question correspond à des travaux non-publiés effectués en première année de thèse en continuité avec ceux effectués en mémoire de master. Le second chapitre est une traduction en anglais de certaines sections du précédent chapitre pour faciliter la compréhension de certains lecteurs sur les points importants de cette thèse.Dans un troisième chapitre nous présentons une nouvelle méthode de preuve développée avec Pascal Maillard pour le théorème d’Aïdékon et Shi sur la renormalisation de Seneta-Heyde de la martingale additive critique dans le cas où la marche de l’épine admet une variance finie. Cette nouvelle preuve se passe du recours à un lemme d’épluchage et à des calculs de seconds moments pour lui préférer une étude de la transformée de Laplace conditionnée. Les propriétés des fonctions de renouvellements permettent une approche plus générale qui ne demande pas de s’attarder en particulier sur la martingale dérivée. Ceci est d’ailleurs illustré dans le quatrième chapitre où dans de nou veaux travaux avec Pascal Maillard, nous trouvons la renormalisation de Seneta-Heyde de la martingale additive critique dans le cas où la marche de l’épine est dans le domaine d’attraction d’une loi stable. On voit alors que les fonctions de renouvellement nous fournissent un candidat mieux adapté à cette étude que la martingale dérivée, qui n’est plus toujours une martingale dans ce nouveau contexte.Enfin, le cinquième chapitre étudie la question de l’optimalité des hypothèses faites dans le chapitre précédent quant à la trivialité ou non de la limite obtenue après renormalisation de Seneta-HeydeThe branching random walk is a particle system on the real line starting at time 0 with an initial particle at position 0, then each particle living at time n proceeds to die at time n+1 and give birth, independently from the other particles of generation n, to a random number of particles at random positions. In a first chapter, we define in details the branching random walk model and some key elements of the scientific research on this model, including the study of the additive martingale. This martingale can be stuided through its convergence towards a limit that may be trivial, raising the question of an appropriate scaling, called Seneta-Heyde sclaing, in the case the limit is trivial. The additive martingale can also be studied with stochastic recursive equations lezading to fixed points equations in law. This latter question is adressed in some unpublished works from the first year of PhD, in continuioty with works from the masters thesis. The second chapter is a translation in english of some sections of the preivous chapter so that every reader can grasp the key elements and goals of this manuscript.In a third chapter, we present a new proof developed with Pascal Maillard for Aîdékon and Shi's theorem on the Seneta-Heyde scaling of the critical additive martingale in the finite variance case. This new proof no longer need a peeling lemma and the use of second moment arguments and prefers studying the conditional Laplace transform. the properties of some renewal functions allow a much more general approach without the need to foucs to much on the derivative martingale. This is also illustrated in a fourth chapter where in new works with Pascal Maillard, we find the Seneta-Heyde scaling for the critical additive martingale in the case where the spinal random walk is in the attraction domain of a stable law. We then observe that the renewal functions provide us with a better suited candidate for this study than the derivative artingale, which is no longer always a martingale in this context.Finally, the fifth chapter focus on the question of the optimality of the assumptions made in the preivous chapter concerning the non-triviality of the limit obtained with the Seneta-Heyde scaling
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Tokushige, Yuki. "Random Walks on random trees and hyperbolic groups: trace processes on boundaries at infinity and the speed of biased random walks." Kyoto University, 2019. http://hdl.handle.net/2433/242580.
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De, Bacco Caterina. "Decentralized network control, optimization and random walks on networks." Thesis, Paris 11, 2015. http://www.theses.fr/2015PA112164/document.
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Dans les dernières années, plusieurs problèmes ont été étudiés à l'interface entre la physique statistique et l'informatique. La raison étant que, souvent, ces problèmes peuvent être réinterprétés dans le langage de la physique des systèmes désordonnés, où un grand nombre de variables interagit à travers champs locales qui dépendent de l'état du quartier environnant. Parmi les nombreuses applications de l'optimisation combinatoire le routage optimal sur les réseaux de communication est l'objet de la première partie de la thèse. Nous allons exploiter la méthode de la cavité pour formuler des algorithmes efficaces de type ‘’message-passing’’ et donc résoudre plusieurs variantes du problème grâce à sa mise en œuvre numérique. Dans un deuxième temps, nous allons décrire un modèle pour approcher la version dynamique de la méthode de la cavité, ce qui permet de diminuer la complexité du problème de l'exponentielle de polynôme dans le temps. Ceci sera obtenu en utilisant le formalisme de ‘’Matrix Product State’’ de la mécanique quantique.Un autre sujet qui a suscité beaucoup d'intérêt en physique statistique de processus dynamiques est la marche aléatoire sur les réseaux. La théorie a été développée depuis de nombreuses années dans le cas que la topologie dessous est un réseau de dimension d. Au contraire le cas des réseaux aléatoires a été abordé que dans la dernière décennie, laissant de nombreuses questions encore ouvertes pour obtenir des réponses. Démêler plusieurs aspects de ce thème fera l'objet de la deuxième partie de la thèse. En particulier, nous allons étudier le nombre moyen de sites distincts visités au cours d'une marche aléatoire et caractériser son comportement en fonction de la topologie du graphe. Enfin, nous allons aborder les événements rares statistiques associées aux marches aléatoires sur les réseaux en utilisant le ‘’Large deviations formalism’’. Deux types de transitions de phase dynamiques vont se poser à partir de simulations numériques. Nous allons conclure décrivant les principaux résultats d'une œuvre indépendante développée dans le cadre de la physique hors de l'équilibre. Un système résoluble en deux particules browniens entouré par un bain thermique sera étudiée fournissant des détails sur une interaction à médiation par du bain résultant de la présence du bainIn the last years several problems been studied at the interface between statistical physics and computer science. The reason being that often these problems can be reinterpreted in the language of physics of disordered systems, where a big number of variables interacts through local fields dependent on the state of the surrounding neighborhood. Among the numerous applications of combinatorial optimisation the optimal routing on communication networks is the subject of the first part of the thesis. We will exploit the cavity method to formulate efficient algorithms of type message-passing and thus solve several variants of the problem through its numerical implementation. At a second stage, we will describe a model to approximate the dynamic version of the cavity method, which allows to decrease the complexity of the problem from exponential to polynomial in time. This will be obtained by using the Matrix Product State formalism of quantum mechanics. Another topic that has attracted much interest in statistical physics of dynamic processes is the random walk on networks. The theory has been developed since many years in the case the underneath topology is a d-dimensional lattice. On the contrary the case of random networks has been tackled only in the past decade, leaving many questions still open for answers. Unravelling several aspects of this topic will be the subject of the second part of the thesis. In particular we will study the average number of distinct sites visited during a random walk and characterize its behaviour as a function of the graph topology. Finally, we will address the rare events statistics associated to random walks on networks by using the large-deviations formalism. Two types of dynamic phase transitions will arise from numerical simulations, unveiling important aspects of these problems. We will conclude outlining the main results of an independent work developed in the context of out-of-equilibrium physics. A solvable system made of two Brownian particles surrounded by a thermal bath will be studied providing details about a bath-mediated interaction arising for the presence of the bath
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Maddalena, Daniela. "Stationary states in random walks on networks." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2016. http://amslaurea.unibo.it/10170/.
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In this thesis we dealt with the problem of describing a transportation network in which the objects in movement were subject to both finite transportation capacity and finite accomodation capacity. The movements across such a system are realistically of a simultaneous nature which poses some challenges when formulating a mathematical description. We tried to derive such a general modellization from one posed on a simplified problem based on asyncronicity in particle transitions. We did so considering one-step processes based on the assumption that the system could be describable through discrete time Markov processes with finite state space. After describing the pre-established dynamics in terms of master equations we determined stationary states for the considered processes. Numerical simulations then led to the conclusion that a general system naturally evolves toward a congestion state when its particle transition simultaneously and we consider one single constraint in the form of network node capacity. Moreover the congested nodes of a system tend to be located in adjacent spots in the network, thus forming local clusters of congested nodes.
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Gabrysch, Katja. "On Directed Random Graphs and Greedy Walks on Point Processes." Doctoral thesis, Uppsala universitet, Analys och sannolikhetsteori, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-305859.
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This thesis consists of an introduction and five papers, of which two contribute to the theory of directed random graphs and three to the theory of greedy walks on point processes. We consider a directed random graph on a partially ordered vertex set, with an edge between any two comparable vertices present with probability p, independently of all other edges, and each edge is directed from the vertex with smaller label to the vertex with larger label. In Paper I we consider a directed random graph on ℤ2 with the vertices ordered according to the product order and we show that the limiting distribution of the centered and rescaled length of the longest path from (0,0) to (n, [na] ), a<3/14, is the Tracy-Widom distribution. In Paper II we show that, under a suitable rescaling, the closure of vertex 0 of a directed random graph on ℤ with edge probability n−1 converges in distribution to the Poisson-weighted infinite tree. Moreover, we derive limit theorems for the length of the longest path of the Poisson-weighted infinite tree. The greedy walk is a deterministic walk on a point process that always moves from its current position to the nearest not yet visited point. Since the greedy walk on a homogeneous Poisson process on the real line, starting from 0, almost surely does not visit all points, in Paper III we find the distribution of the number of visited points on the negative half-line and the distribution of the index at which the walk achieves its minimum. In Paper IV we place homogeneous Poisson processes first on two intersecting lines and then on two parallel lines and we study whether the greedy walk visits all points of the processes. In Paper V we consider the greedy walk on an inhomogeneous Poisson process on the real line and we determine sufficient and necessary conditions on the mean measure of the process for the walk to visit all points.
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Bernergård, Zandra. "Connection between discrete time random walks and stochastic processes by Donsker's Theorem." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48719.
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In this paper we will investigate the connection between a random walk and a continuous time stochastic process. Donsker's Theorem states that a random walk under certain conditions will converge to a Wiener process. We will provide a detailed proof of this theorem which will be used to prove that a geometric random walk converges to a geometric Brownian motion.
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Rocha, Josué Macario de Figueirêdo. "Passeio aleatório unidimensional com ramificação em um meio aleatório K-periódico." Universidade de São Paulo, 2001. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-19042014-222336/.
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Neste trabalho estudamos um passeio aleatório, unidimensional com ramificação em Z+ em um meio aleatório não identicamente distribuído. Definimos recorrência e transiência para este processo e apresentamos um critério de classificação.We study a \"supercritical\" branching random walk on Z+ in a one-dimensional non i.i.d. random environment, which considers both the branching mechanism and the step transition. Criteria of (strong) recurrence and transience are presented for this model.
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Eberz-Wagner, Dorothea M. "Discrete growth models /." Thesis, Connect to this title online; UW restricted, 1999. http://hdl.handle.net/1773/5797.
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Abdel-Rehim, Entsar Ahmed Addalla. "Modelling and simulating of classical and non-classical diffusion processes by random walks." [S.l.] : [s.n.], 2004. http://www.diss.fu-berlin.de/2004/168/index.html.
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Abdel-Rehim, Entsar A. "Modelling and simulating of classical and non-classical diffusion processes by random walks." [S.l. : s.n.], 2004. http://www.diss.fu-berlin.de/2004/168/index.html.
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Lacroix-A-Chez-Toine, Bertrand. "Extreme value statistics of strongly correlated systems : fermions, random matrices and random walks." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLS122/document.
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La prévision d'événements extrêmes est une question cruciale dans des domaines divers allant de la météorologie à la finance. Trois classes d'universalité (Gumbel, Fréchet et Weibull) ont été identifiées pour des variables aléatoires indépendantes et de distribution identique (i.i.d.).La modélisation par des variables aléatoires i.i.d., notamment avec le modèle d'énergie aléatoire de Derrida, a permis d'améliorer la compréhension des systèmes désordonnés. Cette hypothèse n'est toutefois pas valide pour de nombreux systèmes physiques qui présentent de fortes corrélations. Dans cette thèse, nous étudions trois modèles physiques de variables aléatoires fortement corrélées : des fermions piégés,des matrices aléatoires et des marches aléatoires. Dans la première partie, nous montrons plusieurs correspondances exactes entre l'état fondamental d'un gaz de Fermi piégé et des ensembles de matrices aléatoires. Le gaz Fermi est inhomogène dans le potentiel de piégeage et sa densité présente un bord fini au-delà duquel elle devient essentiellement nulle. Nous développons une description précise des statistiques spatiales à proximité de ce bord, qui va au-delà des approximations semi-classiques standards (telle que l'approximation de la densité locale). Nous appliquons ces résultats afin de calculer les statistiques de la position du fermion le plus éloigné du centre du piège, le nombre de fermions dans un domaine donné (statistiques de comptage) et l'entropie d'intrication correspondante. Notre analyse fournit également des solutions à des problèmes ouverts de valeurs extrêmes dans la théorie des matrices aléatoires. Nous obtenons par exemple une description complète des fluctuations de la plus grande valeur propre de l'ensemble complexe de Ginibre.Dans la deuxième partie de la thèse, nous étudions les questions de valeurs extrêmes pour des marches aléatoires. Nous considérons les statistiques d'écarts entre positions maximales consécutives (gaps), ce qui nécessite de prendre en compte explicitement le caractère discret du processus. Cette question ne peut être résolue en utilisant la convergence du processus avec son pendant continu, le mouvement Brownien. Nous obtenons des résultats analytiques explicites pour ces statistiques de gaps lorsque la distribution de sauts est donnée par la loi de Laplace et réalisons des simulations numériques suggérant l'universalité de ces résultatsPredicting the occurrence of extreme events is a crucial issue in many contexts, ranging from meteorology to finance. For independent and identically distributed (i.i.d.) random variables, three universality classes were identified (Gumbel, Fréchet and Weibull) for the distribution of the maximum. While modelling disordered systems by i.i.d. random variables has been successful with Derrida's random energy model, this hypothesis fail for many physical systems which display strong correlations. In this thesis, we study three physically relevant models of strongly correlated random variables: trapped fermions, random matrices and random walks.In the first part, we show several exact mappings between the ground state of a trapped Fermi gas and ensembles of random matrix theory. The Fermi gas is inhomogeneous in the trapping potential and in particular there is a finite edge beyond which its density vanishes. Going beyond standard semi-classical techniques (such as local density approximation), we develop a precise description of the spatial statistics close to the edge. This description holds for a large universality class of hard edge potentials. We apply these results to compute the statistics of the position of the fermion the farthest away from the centre of the trap, the number of fermions in a given domain (full counting statistics) and the related bipartite entanglement entropy. Our analysis also provides solutions to open problems of extreme value statistics in random matrix theory. We obtain for instance a complete description of the fluctuations of the largest eigenvalue in the complex Ginibre ensemble.In the second part of the thesis, we study extreme value questions for random walks. We consider the gap statistics, which requires to take explicitly into account the discreteness of the process. This question cannot be solved using the convergence of the process to its continuous counterpart, the Brownian motion. We obtain explicit analytical results for the gap statistics of the walk with a Laplace distribution of jumps and provide numerical evidence suggesting the universality of these results
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Vásquez, Mercedes Claudia Edith 1989. "Limite superior sobre a probabilidade de confinamento de passeio aleatório em meio aleatório." [s.n.], 2013. http://repositorio.unicamp.br/jspui/handle/REPOSIP/306837.
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Orientadores: Christophe Frédéric Gallesco, Serguei PopovDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica
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Mestra em Estatística
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Schmid, Patrick. "Random processes in truncated and ordinary Weyl chambers." Doctoral thesis, Universitätsbibliothek Leipzig, 2011. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-66394.
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The work consists of two parts.
In the first part which is concerned with random walks, we construct the conditional versions of a multidimensional random walk given that it does not leave the Weyl chambers of type C and of type D, respectively, in terms of a Doob h-transform. Furthermore, we prove functional limit theorems for the rescaled random walks. This is an extension of recent work by Eichelsbacher and Koenig who studied the analogous conditioning for the Weyl chamber of type A. Our proof follows recent work by Denisov and Wachtel who used martingale properties and a strong approximation of random walks by Brownian motion. Therefore, we are able to keep minimal moment assumptions. Finally, we present an alternate function that is amenable to an h-transform in the Weyl chamber of type C.
In the second part which is concerned with Brownian motion, we examine the non-exit probability of a multidimensional Brownian motion from a growing truncated Weyl chamber. Different regimes are identified according to the growth speed, ranging from polynomial decay over stretched-exponential to exponential decay. Furthermore we derive associated large deviation principles for the empirical measure of the properly rescaled and transformed Brownian motion as the dimension grows to infinity. Our main tool is an explicit eigenvalue expansion for the transition probabilities before exiting the truncated Weyl chamber.
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Borrello, Davide. "Interacting particle systems : stochastic order, attractiveness and random walk on small world grahs." Rouen, 2009. http://www.theses.fr/2009ROUES032.
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Le sujet principal de la thèse sont les systèmes de particules en interaction, qui sont des classes de processus spatio-temporels. Ces systèmes décrivent l'évolution de particules en interaction les unes avec les autres sur un espace discret fini ou infini. Dans la partie I, nous examinons l'ordre stochastique dans un système de particules avec multiples naissances, morts et sauts sur l'espace d-dimensionnel à coordonnées entières. Nous donnons des applications pour des modèles biologiques de diffusion d'épidémies et de systèmes de dynamiques de métapopulations. Dans la partie II, nous analysons la marche aléatoire coalescente dans une classe de graphes aléatoires finis qui modèlent les réseaux sociaux, les graphes "small word"The main subject of the thesis is concerned with interacting particle systems, which are classes of spatio-temporal stochastic processes describing the evolution of particles in interaction with each other on a finite or infinite discrete space. In part I we investigate the stochastic order in a particle system with multiple births, deaths and jumps on the d-dimensional lattice. We give applications on biological models of spread of epidemics and metapopulations dynamics systems. In part II we analyse the coalescing random walk in a class of finite random graphs modeling social networks, the small world graphs
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Lima, Marcelo Felisberto de. "Processos estocásticos não-markovianos em difusão anômala." Universidade Federal de Alagoas, 2010. http://repositorio.ufal.br/handle/riufal/1017.
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A classic problem in physics concerns normal versus anomalous diffusion. Fractal analysis of random walks with memory aims at quantitatively describing the complex phenomenology observed in economic, ecological, biological and physical systems. Markov processes exhaustively account for random walks with short-range memory. In contrast, long-range memory typically gives rise to non-Markovian walks. The most extreme case of a non-Markovian random walk corresponds to a stochastic process with dependence on the entire history of the system. We study a recently proposed non-Markovian random walk model characterized by loss of memories of the recent past and amnestically induced persistence. We report numerical and analytical results showing the complete phase diagram, consisting of 4 phases, for this system: (i) classical nonpersistence, (ii) classical persistence (iii) log-periodic nonpersistence and (iv) log-periodic persistence driven by negative feedback. The first two phases possess continuous scale invariance symmetry, however log-periodicity breaks this symmetry. Instead, log-periodic motion satisfies discrete scale invariance symmetry, with complex rather than real fractal dimensions. We find for log-periodic persistence evidence not only of statistical but also of geometric self-similarity.Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
Um clássico problema em física consiste em difusão normal versus anômala. Análise fractal de caminhadas aleatórias com memória, sugere descrever quantitativamente uma fenomenologia complexa observada em economia, ecologia, biologia, e física. Processos Markovianos estão representados em caminhadas aleatórias com memória de curto alcance. Em contraste, memória de longo alcance surge tipicamente em caminhadas não-Markovianas. O caso mais extremo de uma caminhada não-Markoviana corresponde a um processo estocástico com dependência em sua história completa. Estudamos uma proposta recente de caminhada não-Markoviana caracterizada por perda de memória do passado recente e persistência induzida amnesicamente. Apresento resultados analíticos mostrando um diagrama de fase completo, consistindo de 4 fases. (i) não-persistente clássico, (ii) persistente clássico controlado por feedback positivo, (iii) não-persistente log-periódico e (iv) persistente log-periódico controlado por feedback negativo. As primeiras duas fases apresentam invariância de escala em simetria contínua. Em compensação, movimento log-periódico apresenta invariância de escala em simetria discreta, com dimensão complexa maior do que a dimensão fractal real. É mostrado evidências de persistência log-periódica não somente estatísticas, mas devido também a auto-similaridade geométrica. Obtivemos os resultados numéricos e analíticos para seis expoentes críticos, que juntos caracterizam completamente as propriedades das transições.
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Chupeau, Marie. "Différentes propriétés de marches aléatoires avec contraintes géométriques et dynamiques." Thesis, Paris 6, 2016. http://www.theses.fr/2016PA066167/document.
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Nous déterminons d’abord l’impact d’un plan infini réfléchissant sur l’espace occupé par une marche brownienne bidimensionnelle à un temps fixé, que nous caractérisons par le périmètre moyen de son enveloppe convexe (plus petit polygone convexe contenant toute la trajectoire). Nous déterminons également la longueur moyenne de la portion du plan visitée par le marcheur, et la probabilité de survie d’un marcheur brownien dans un secteur angulaire absorbant.Nous étudions ensuite le temps mis par un marcheur sur réseau pour visiter tous les sites d’un volume, ou une partie d’entre eux. Nous calculons la moyenne de ce temps, dit de couverture, à une dimension pour une marche aléatoire persistante. Nous déterminons également la distribution du temps de couverture et d’autres observables assimilées pour la classe des processus non compacts, qui décrivent un large spectre de recherches aléatoires.Dans un troisième temps, nous calculons et analysons la probabilité de sortie conditionnelle d’un marcheur brownien évoluant dans un intervalle se dilatant ou se contractant à vitesse constante.Enfin, nous étudions plusieurs aspects du modèle du marcheur aléatoire “affamé”, qui meurt si les visites de nouveaux sites, grâce auxquelles il engrange des ressources, ne sont pas suffisamment regulières. Nous en proposons un traitement de type champ moyen à deux dimensions, puis nous déterminons l’impact de la régénération des ressources sur les propriétés de survie du marcheur. Nous considérons finalement un modèle d’exploitation de parcelles de nourriture prenant explicitement en compte le mouvement du marcheur, qui se ramène de manière naturelle au modèle du marcheur aléatoire affaméWe first determine the impact of an infinite reflecting wall on the space occupied by a planar Brownian motion at a fixed observation time. We characterize it by the mean perimeter of its convex hull, defined as the minimal convex polygon enclosing the whole trajectory. We also determine the mean length of the visited portion of the wall, and the survival probability of a Brownian walker in an absorbing wedge.We then study the time needed for a lattice random walker to visit every site of a confined volume, or a fraction of them. We calculate the mean value of this so-called cover time in one dimension for a persistant random walk. We also determine the distribution of the cover time and related observables for the class of non compact processes, which describes a wide range of random searches.After that, we calculate and analyze the splitting probability of a one-dimensional Brownian walker evolving in an expanding or contracting interval.Last, we study several aspects of the model of starving random walk, where the walker starves if its visits to new sites, from which it collects resources, are not regular enough. We develop a mean-field treatment of this model in two dimensions, then determine the impact of regeneration of resources on the survival properties of the walker. We finally consider a model of exploitation of food patches taking explicitly into account the displacement of the walker in the patches, which can be mapped onto the starving random walk model
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Strandlund, Henrik. "Simulation of diffusional processes in alloys : techniques and applications." Doctoral thesis, Stockholm, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-399.
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Mallein, Bastien. "Marches aléatoires branchantes, temps inhomogène, sélection." Thesis, Paris 6, 2015. http://www.theses.fr/2015PA066104/document.
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On s'intéresse dans cette thèse au modèle de la marche aléatoire branchante, un système de particules qui évoluent au court du temps en se déplaçant et se reproduisant de façon indépendante. Le but est d'étudier le rythme auquel ces particules se déplacent, dans deux variantes particulières de marches aléatoires branchantes. Dans la première variante, la façon dont les individus se déplacent et se reproduisent dépend du temps. Ce modèle a été introduit par Fang et Zeitouni en 2010. Nous nous intéresserons à trois types de dépendance en temps : une brusque modification du mécanisme de reproduction des individus après un temps long ; une lente évolution de ce mécanisme à une échelle macroscopique ; et des fluctuations aléatoires à chaque génération. Dans la seconde variante, le mécanisme de reproduction est constant, mais les individus subissent un processus de sélection darwinien. La position d'un individu est interprétée comme son degré d'adaptation au milieu, et le déplacement d'un enfant par rapport à son parent représente l'héritage des gènes. Dans un tel processus, la taille maximale de la population est fixée à une certaine constante N, et à chaque étape, seuls les N plus à droite sont conservés. Ce modèle a été introduit par Brunet, Derrida, Mueller et Munier, et étudié par Bérard et Gouéré en 2010. Nous nous sommes intéressés dans un premier temps à une variante de ce modèle, qui autorise quelques grands sauts. Dans un second temps, nous avons considéré que la taille totale N de la population dépend du tempsIn this thesis, we take interest in the branching random walk, a particles system, in which particles move and reproduce independently. The aim is to study the rhythm at which these particles invade their environment, a quantity which often reveals information on the past of the extremal individuals. We take care of two particular variants of branching random walk, that we describe below.In the first variant, the way individuals behave evolves with time. This model has been introduced by Fang and Zeitouni in 2010. This time-dependence can be a slow evolution of the reproduction mechanism of individuals, at macroscopic scale, in which case the maximal displacement is obtained through the resolution of a convex optimization problem. A second kind of time-dependence is to sample at random, at each generation, the way individuals behave. This model has been introduced and studied in an article in collaboration with Piotr Mi\l{}os.In the second variant, individuals endure a Darwinian selection mechanism. The position of an individual is understood as its fitness, and the displacement of a child with respect to its parent is associated to the process of heredity. In such a process, the total size of the population is fixed to some integer N, and at each step, only the N fittest individuals survive. This model was introduced by Brunet, Derrida, Mueller and Munier. In a first time, we took interest in a mechanism of reproduction which authorises some large jumps. In the second model we considered, the total size N of the population may depend on time
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Nava-Sedeño, Josue Manik, Haralampos Hatzikirou, Rainer Klages, and Andreas Deutsch. "Cellular automaton models for time-correlated random walks: derivation and analysis." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2018. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-231568.
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Many diffusion processes in nature and society were found to be anomalous, in the sense of being fundamentally different from conventional Brownian motion. An important example is the migration of biological cells, which exhibits non-trivial temporal decay of velocity autocorrelation functions. This means that the corresponding dynamics is characterized by memory effects that slowly decay in time. Motivated by this we construct non-Markovian lattice-gas cellular automata models for moving agents with memory. For this purpose the reorientation probabilities are derived from velocity autocorrelation functions that are given a priori; in that respect our approach is “data-driven”. Particular examples we consider are velocity correlations that decay exponentially or as power laws, where the latter functions generate anomalous diffusion. The computational efficiency of cellular automata combined with our analytical results paves the way to explore the relevance of memory and anomalous diffusion for the dynamics of interacting cell populations, like confluent cell monolayers and cell clustering.
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Tejedor, Vincent. "Random walks and first-passage properties : trajectory analysis and search optimization." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2012. http://tel.archives-ouvertes.fr/tel-00721294.
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Les propriétés de premier passage en général, et parmi elles le temps moyen de premier passage (MFPT), sont fréquemment utilisées dans les processus limités par la diffusion. Les processus réels de diffusion ne sont pas toujours Browniens : durant les dernières années, les comportements non-Browniens ont été observés dans un nombre toujours croissant de systèmes. Les milieux biologiques sont un exemple frappant où ce genre ce comportement a été observé de façon répétée. Nous présentons dans ce manuscrit une méthode basée sur les propriétés de premier passage permettant d'obtenir des informations sur le processus réel de diffusion, ainsi que sur l'environnement où évolue le marcheur aléatoire. Cette méthode permet de distinguer trois causes possibles de sous-diffusion : les marches aléatoires en temps continu, la diffusion en milieu fractal et le mouvement brownien fractionnaire. Nous étudions également l'efficacité des processus de recherche sur des réseaux discrets. Nous montrons comment obtenir les propriétés de premier passage sur réseau afin d'optimiser ensuite le processus de recherche, et obtenons un encadrement général du temps moyen de premier passage global (GMFPT). Grâce à ces résultats, nous estimons l'impact sur l'efficacité de recherche de plusieurs paramtres, notamment la connectivité de la cible, la mobilité de la cible ou la topologie du réseau.
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Wang, Hanyang. "Two Examples of Ratchet Processes in Microfluidics." Thesis, Université d'Ottawa / University of Ottawa, 2018. http://hdl.handle.net/10393/37649.
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The ratchet effect can be exploited in many types of research, yet few researchers pay attention to it. In this thesis, I investigate two examples of such effects in microfluidic devices, under the guidance of computational simulations.
The first chapter provides a brief introduction to ratchet effects, electrophoresis, and swimming cells, topics directly related to the following chapters. The second chapter of this thesis studies the separation of charged spherical particles in various microfluidic devices. My work shows how to manipulate those particles with modified temporal asymmetric electric potentials.
The rectification of randomly swimming bacteria in microfluidic devices has been extensively studied. However, there have been few attempts to optimize such rectification devices. Mapping such motion onto a lattice Monte Carlo model may suggest some new mathematical methods, which might be useful for optimizing the similar systems. Such a mapping process is introduced in chapter four.
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Nava-Sedeño, Josue Manik, Haralampos Hatzikirou, Rainer Klages, and Andreas Deutsch. "Cellular automaton models for time-correlated random walks: derivation and analysis." Nature Publishing Group, 2017. https://tud.qucosa.de/id/qucosa%3A30690.
Full textAbstract:
Many diffusion processes in nature and society were found to be anomalous, in the sense of being fundamentally different from conventional Brownian motion. An important example is the migration of biological cells, which exhibits non-trivial temporal decay of velocity autocorrelation functions. This means that the corresponding dynamics is characterized by memory effects that slowly decay in time. Motivated by this we construct non-Markovian lattice-gas cellular automata models for moving agents with memory. For this purpose the reorientation probabilities are derived from velocity autocorrelation functions that are given a priori; in that respect our approach is “data-driven”. Particular examples we consider are velocity correlations that decay exponentially or as power laws, where the latter functions generate anomalous diffusion. The computational efficiency of cellular automata combined with our analytical results paves the way to explore the relevance of memory and anomalous diffusion for the dynamics of interacting cell populations, like confluent cell monolayers and cell clustering.
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Mallmann-Trenn, Frederik. "Analyse probabiliste de processus distribués axés sur les processus de consensus." Thesis, Paris Sciences et Lettres (ComUE), 2017. http://www.theses.fr/2017PSLEE058/document.
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Cette thèse est consacrée à l'étude des processus stochastiques décentralisés. Parmi les exemples typiques de ces processus figurent la dynamique météorologique, la circulation automobile, la façon dont nous rencontrons nos amis, etc. Dans cette thèse, nous exploitons une large palette d'outils probabilistes permettant d'analyser des chaînes de Markov afin d'étudier un large éventail de ces processus distribués : modèle des feux de forêt (réseaux sociaux), balls-into-bins avec suppression, et des dynamiques et protocoles de consensus fondamentaux tels que Voter Model, 2-Choices, et 3-MajorityThis thesis is devoted to the study of stochastic decentralized processes. Typical examples in the real world include the dynamics of weather and temperature, of traffic, the way we meet our friends, etc. We take the rich tool set from probability theoryfor the analysis of Markov Chains and employ it to study a wide range of such distributed processes: Forest Fire Model (social networks), Balls-into-Bins with Deleting Bins, and fundamental consensus dynamics and protocols such as the Voter Model, 2-Choices, and 3-Majority
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Dionigi, Pierfrancesco. "A random matrix theory approach to complex networks." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2019. http://amslaurea.unibo.it/18513/.
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Si presenta un approccio matematico formale ai complex networks tramite l'uso della Random Matrix Theory (RMT). La legge del semicerchio di Wigner viene presentata come una generalizzazione del Teorema del Limite Centrale per determinati ensemble di matrici random. Sono presentati inoltre i principali metodi per calcolare la distribuzione spettrale delle matrici random e se ne sottolineano le differenze. Si è poi studiato come la RMT sia collegata alla Free Probability. Si è studiato come due tipi di grafi random apparentemente uguali, posseggono proprietà spettrali differenti analizzando le loro matrici di adiacenza. Da questa analisi si deducono alcune proprietà geometriche e topologiche dei grafi e si può analizzare la correlazione statistica tra i vertici. Si è poi costruito sul grafo un passeggiata aleatoria tramite catene di Markov, definendo la matrice di transizione del processo tramite la matrice di adiacenza del network opportunamente normalizzata. Infine si è mostrato come il comportamento dinamico della passeggiata aleatoria sia profondamente connesso con gli autovalori della matrice di transizione, e le principali relazioni sono mostrate.
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Buck, Micha Matthäus Verfasser], Frank [Akademischer Betreuer] Aurzada, and Thomas [Akademischer Betreuer] [Simon. "Exit problems for fractional processes, random walks and an insurance model / Micha Matthäus Buck ; Frank Aurzada, Thomas Simon." Darmstadt : Universitäts- und Landesbibliothek Darmstadt, 2020. http://d-nb.info/1211478068/34.
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Buck, Micha Matthäus [Verfasser], Frank [Akademischer Betreuer] Aurzada, and Thomas [Akademischer Betreuer] Simon. "Exit problems for fractional processes, random walks and an insurance model / Micha Matthäus Buck ; Frank Aurzada, Thomas Simon." Darmstadt : Universitäts- und Landesbibliothek Darmstadt, 2020. http://d-nb.info/1211478068/34.
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Neto, Milton Miranda. "Abordagem de martingais para análise assintótica do passeio aleatório do elefante." Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/104/104131/tde-13112018-133355/.
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Neste trabalho, estudamos o passeio aleatório do elefante introduzido em (SCHUTZ; TRIMPER, 2004). Um processo estocástico não Markoviano com memória de alcance ilimitada que apresenta transição de fase. Nosso objetivo é demonstrar a convergência quase certa do passeio aleatório do elefante nos casos subcrítico e crítico. Além destes resultado, também apresentamos a demonstração do Teorema Central do Limite para ambos os regimes. Para o caso supercrítico, vamos demonstrar a convergência do passeio aleatório do elefante para uma variável aleatória não normal com base nos artigos (BAUR; BERTOIN, 2016), (BERCU, 2018) e (COLETTI; GAVA; SCHUTZ, 2017b).In this work we study the elephant random walk introduced in (SCHUTZ; TRIMPER, 2004), a discrete time, non-Markovian stochastic process with unlimited range memory that presents phase transition. Our objective is to proof the almost sure convergence for the subcritical and critical regimes of the model. We also present a demonstration of the Central Limit Theorem for both regimes. For the supercritical regime we proof the convergence of the elephant random walk to a non-normal random variable based on the articles (BAUR; BERTOIN, 2016), (BERCU, 2018) and (COLETTI; GAVA; SCHUTZ, 2017b).
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Sisto, Alessandro. "Geometric and probabilistic aspects of groups with hyperbolic features." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:bcf456c4-eef0-4fe8-bb7d-8b15f9cf7b18.
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The main objects of interest in this thesis are relatively hyperbolic groups. We will study some of their geometric properties, and we will be especially concerned with geometric properties of their boundaries, like linear connectedness, avoidability of parabolic points, etc. Exploiting such properties will allow us to construct, under suitable hypotheses, quasi-isometric embeddings of hyperbolic planes into relatively hyperbolic groups and quasi-isometric embeddings of relatively hyperbolic groups into products of trees. Both results have applications to fundamental groups of 3-manifolds. We will also study probabilistic properties of relatively hyperbolic groups and of groups containing ``hyperbolic directions'' despite not being relatively hyperbolic, like mapping class groups, Out(Fn), CAT(0) groups and subgroups of the above. In particular, we will show that the elements that generate the ``hyperbolic directions'' (hyperbolic elements in relatively hyperbolic groups, pseudo-Anosovs in mapping class groups, fully irreducible elements in Out(Fn) and rank one elements in CAT(0) groups) are generic in the corresponding groups (provided at least one exists, in the case of CAT(0) groups, or of proper subgroups). We also study how far a random path can stray from a geodesic in the context of relatively hyperbolic groups and mapping class groups, but also of groups acting on a relatively hyperbolic space. We will apply this, for example, to show properties of random triangles.
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Klumpp, Stefan. "Movements of molecular motors : diffusion and directed walks." Phd thesis, [S.l. : s.n.], 2003. http://pub.ub.uni-potsdam.de/2003/0020/klumpp.pdf.
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Thomine, Damien. "Théorèmes limites pour les sommes de Birkhoff de fonctions d'intégrale nulle en théorie ergodique en mesure infinie." Thesis, Rennes 1, 2013. http://www.theses.fr/2013REN1S194/document.
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Ce travail est consacré à certaines classes de systèmes dynamiques ergodiques, munis d'une mesure invariante infinie, telles que des applications de l'intervalle avec un point fixe neutre ou des marches aléatoires. Le comportement asymptotique des sommes de Birkhoff d'observables d'intégrale non nulle est assez bien connu, pour peu que le système ait une certaine forme d'hyperbolicité. Une situation particulièrement intéressante est celle des tours au-dessus d'une application Gibbs-Markov. Nous cherchons dans ce contexte à étudier le cas d'observables d'intégrale nulle. Nous obtenons ainsi une forme de théorème central limite pour des systèmes dynamiques munis d'une mesure infinie. Après avoir introduit l'ensemble des notions nécessaires, nous adaptons des résultats de E. Csáki et A. Földes sur les marches aléatoires au cas des applications Gibbs-Markov. Les théorèmes d'indépendance asymptotique qui en découlent forment le cœur de cette thèse, et permettent de démontrer un théorème central limite généralisé. Quelques variations sur l'énoncé de ce théorème sont obtenues. Ensuite, nous abordons les processus en temps continu, tels que des semi-flots et des flots. Un premier travail consiste à étudier les propriété en temps grand du temps de premier retour et du temps local pour des extensions de systèmes dynamiques, ce qui se fait par des méthodes spectrales. Enfin, par réductions successives, nous pouvons obtenir une version du théorème central limite pour des flots périodiques, et en particulier le flot géodésique sur le fibré tangent unitaire de certaines variétés périodiques hyperboliquesThis work is focused on some classes of ergodic dynamical systems endowed with an infinite invariant measure, such as transformations of the interval with a neutral fixed point or random walks. The asymptotic behavior of the Birkhoff sums of observables with a non-zero integral is well known, as long as the system shows some kind of hyperbolicity. The towers over a Gibbs-Markov map are especially interesting. In this context, we aim to study the case of observables whose integral is zero. We get the equivalent of a central limit theorem for some dynamical systems endowed with an infinite measure. After we introduce the necessary definitions, we adapt some results by E. Csáki and A. Földes on random walks to the case of Gibbs-Markov maps. We derive a theorem on the asymptotic independence of Birhoff sums, which is the core of this thesis, and from this point we work out a generalised central limit theorem. We also prove a few variations on this generalised central limit theorem. Then, we study dynamical systems in continuous time, such as semi-flows and flows. We first work on the asymptotic properties of the first return time and the local time for extensions of dynamical systems; this is done by spectral methods. Finally, step by step, we extend our generalised central limit theorem to cover some periodic flows, and in particular the geodesic flow on the unitary tangent bundle of some hyperbolic periodic manifolds
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Albers, Tony. "Weak nonergodicity in anomalous diffusion processes." Doctoral thesis, Universitätsbibliothek Chemnitz, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-214327.
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Anomale Diffusion ist ein weitverbreiteter Transportmechanismus, welcher für gewöhnlich mit ensemble-basierten Methoden experimentell untersucht wird. Motiviert durch den Fortschritt in der Einzelteilchenverfolgung, wo typischerweise Zeitmittelwerte bestimmt werden, entsteht die Frage nach der Ergodizität. Stimmen ensemble-gemittelte Größen und zeitgemittelte Größen überein, und wenn nicht, wie unterscheiden sie sich? In dieser Arbeit studieren wir verschiedene stochastische Modelle für anomale Diffusion bezüglich ihres ergodischen oder nicht-ergodischen Verhaltens hinsichtlich der mittleren quadratischen Verschiebung. Wir beginnen unsere Untersuchung mit integrierter Brownscher Bewegung, welche von großer Bedeutung für alle Systeme mit Impulsdiffusion ist. Für diesen Prozess stellen wir die ensemble-gemittelte quadratische Verschiebung und die zeitgemittelte quadratische Verschiebung gegenüber und charakterisieren insbesondere die Zufälligkeit letzterer. Im zweiten Teil bilden wir integrierte Brownsche Bewegung auf andere Modelle ab, um einen tieferen Einblick in den Ursprung des nicht-ergodischen Verhaltens zu bekommen. Dabei werden wir auf einen verallgemeinerten Lévy-Lauf geführt. Dieser offenbart interessante Phänomene, welche in der Literatur noch nicht beobachtet worden sind. Schließlich führen wir eine neue Größe für die Analyse anomaler Diffusionsprozesse ein, die Verteilung der verallgemeinerten Diffusivitäten, welche über die mittlere quadratische Verschiebung hinausgeht, und analysieren mit dieser ein oft verwendetes Modell der anomalen Diffusion, den subdiffusiven zeitkontinuierlichen ZufallslaufAnomalous diffusion is a widespread transport mechanism, which is usually experimentally investigated by ensemble-based methods. Motivated by the progress in single-particle tracking, where time averages are typically determined, the question of ergodicity arises. Do ensemble-averaged quantities and time-averaged quantities coincide, and if not, in what way do they differ? In this thesis, we study different stochastic models for anomalous diffusion with respect to their ergodic or nonergodic behavior concerning the mean-squared displacement. We start our study with integrated Brownian motion, which is of high importance for all systems showing momentum diffusion. For this process, we contrast the ensemble-averaged squared displacement with the time-averaged squared displacement and, in particular, characterize the randomness of the latter. In the second part, we map integrated Brownian motion to other models in order to get a deeper insight into the origin of the nonergodic behavior. In doing so, we are led to a generalized Lévy walk. The latter reveals interesting phenomena, which have never been observed in the literature before. Finally, we introduce a new tool for analyzing anomalous diffusion processes, the distribution of generalized diffusivities, which goes beyond the mean-squared displacement, and we analyze with this tool an often used model of anomalous diffusion, the subdiffusive continuous time random walk
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Triampo, Wannapong. "Non-Equilibrium Disordering Processes In binary Systems Due to an Active Agent." Diss., Virginia Tech, 2001. http://hdl.handle.net/10919/26738.
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In this thesis, we study the kinetic disordering of systems
interacting with an agent or a walker. Our studies divide naturally into two
classes: for the first, the dynamics of the walker conserves the total
magnetization of the system, for the second, it does not. These distinct
dynamics are investigated in part I and II respectively.
In part I, we investigate the disordering of an initially
phase-segregated binary alloy due to a highly mobile vacancy which exchanges
with the alloy atoms. This dynamics clearly conserves the total
magnetization. We distinguish three versions of dynamic rules for the
vacancy motion, namely a pure random walk , an ``active' and a biased walk.
For the random walk case, we review and reproduce earlier work by Z.
Toroczkai et. al.,~cite{TKSZ} which will serve as our base-line. To test
the robustness of these findings and to make our model more accessible to
experimental studies, we investigated the effects of finite temperatures
(``active walks') as well as external fields (biased walks). To monitor the
disordering process, we define a suitable disorder parameter, namely the
number of broken bonds, which we study as a function of time, system size
and vacancy number. Using Monte Carlo simulations and a coarse-grained field
theory, we observe that the disordering process exhibits three well
separated temporal regimes. We show that the later stages exhibit dynamic
scaling, characterized by a set of exponents and scaling functions. For the
random and the biased case, these exponents and scaling functions are
computed analytically in excellent agreement with the simulation results.
The exponents are remarkably universal. We conclude this part with some
comments on the early stage, the interfacial roughness and other related
features.
In part II, we introduce a model of binary data corruption induced
by a Brownian agent or random walker. Here, the magnetization is not
conserved, being related to the density of corrupted bits }$
ho ${small .}
{small Using both continuum theory and computer simulations, we study the
average density of corrupted bits, and the
associated density-density correlation function, as well as several other
related quantities. In the second half, we
extend our investigations in three main directions which allow us to make
closer contact with real binary systems. These are i) a detailed analysis of
two dimensions, ii) the case of competing agents, and iii) the cases of
asymmetric and quenched random couplings. Our analytic results are in good
agreement with simulation results. The remarkable finding of this study is
the robustness of the phenomenological model which provides us with the tool,
continuum theory, to understand the nature of such a simple model.Ph. D.
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Maier, Benjamin F. "Spreading Processes in Human Systems." Doctoral thesis, Humboldt-Universität zu Berlin, 2020. http://dx.doi.org/10.18452/20950.
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Menschliche Systeme werden seit einiger Zeit modelliert und analysiert auf der Basis der Theorie komplexer Netzwerke. Dies erlaubt es quantitativ zu untersuchen, welche strukturellen und zeitlichen Merkmale eines Systems Ausbreitungsprozesse beeinflussen, z.B. von Informationen oder von Infektionskrankheiten.
Im ersten Teil der Arbeit wird untersucht, wie eine modular-hierarchische Struktur von statischen Netzwerken eine schnelle Verbreitung von Signalen ermöglicht. Es werden neue Heuristiken entwickelt um die Random-Walk-Observablen “First Passage Time” und “Cover Time” auf lokal geclusterten Netzwerken zu ermitteln. Vergleiche mit der Approximation eines gemittelten Mediums zeigen, dass das Auftreten der beobachteten Minima der Observablen ein reiner Netzwerkeffekt ist. Es wird weiterhin dargelegt, dass nicht alle modular-hierarchischen Netzwerkmodelle dieses Phänomen aufweisen.
Im zweiten Teil werden zeitlich veränderliche face-to-face Kontaktnetzwerke auf ihre Anfälligkeit für Infektionskrankheiten untersucht. Mehrere Studien belegen, dass Menschen vornehmlich Zeit in Isolation oder kleinen, stark verbundenen Gruppen verbringen, und dass ihre Kontaktaktivität einem zirkadianen Rhythmus folgt. Inwieweit diese beiden Merkmale die Ausbreitung von Krankheiten beeinflussen, ist noch unklar. Basierend auf einem neuen Modell wird erstmals gezeigt, dass zirkadian variierende Netzwerke Trajektorien folgen in einem Zustandsraum mit einer strukturellen und einer zeitlichen Dimension. Weiterhin wird dargelegt, dass mit zunehmender Annäherung der zeitlichen Dimension von System und Krankheit die systemische Infektionsanfälligkeit sinkt. Dies steht in direktem Widerspruch zu Ergebnissen anderer Studien, die eine zunehmende Anfälligkeit vorhersagen, eine Diskrepanz, die auf die Ungültigkeit einer weit verbreiteten Approximation zurückzuführen ist. Die hier vorgestellten Ergebnisse implizieren, dass auf dem Gebiet die Entwicklung neuer theoretischer Methoden notwendig ist.Human systems have been modeled and analyzed on the basis of complex networks theory in recent time. This abstraction allows for thorough quantitative analyses to investigate which structural and temporal features of a system influence the evolution of spreading processes, such as the passage of information or of infectious diseases. The first part of this work investigates how the ubiquitous modular hierarchical structure of static real-world networks allows for fast delivery of messages. New heuristics are developed to evaluate random walk mean first passage times and cover times on locally clustered networks. A comparison to average medium approximations shows that the emergence of these minima are pure network phenomena. It is further found that not all modular hierarchical network models provide optimal message delivery structure. In the second part, temporally varying face-to-face contact networks are investigated for their susceptibility to infection. Several studies have shown that people tend to spend time in small, densely-connected groups or in isolation, and that their connection behavior follows a circadian rhythm. To what extent both of these features influence the spread of diseases is as yet unclear. Therefore, a new temporal network model is devised here. Based on this model, circadially varying networks can for the first time be interpreted as following trajectories through a newly defined systemic state space. It is further revealed that in many temporally varying networks the system becomes less susceptible to infection when the time-scale of the disease approaches the time-scale of the network variation. This is in direct conflict with findings of other studies that predict increasing susceptibility of temporal networks, a discrepancy which is attributed to the invalidity of a widely applied approximation. The results presented here imply that new theoretical advances are necessary to study the spread of diseases in temporally varying networks.
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Bringuier, Hugo. "Marches quantiques ouvertes." Thesis, Toulouse 3, 2018. http://www.theses.fr/2018TOU30064/document.
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Cette thèse est consacrée à l'étude de modèles stochastiques associés aux systèmes quantiques ouverts. Plus particulièrement, nous étudions les marches quantiques ouvertes qui sont les analogues quantiques des marches aléatoires classiques. La première partie consiste en une présentation générale des marches quantiques ouvertes. Nous présentons les outils mathématiques nécessaires afin d'étudier les systèmes quantiques ouverts, puis nous exposons les modèles discrets et continus des marches quantiques ouvertes. Ces marches sont respectivement régies par des canaux quantiques et des opérateurs de Lindblad. Les trajectoires quantiques associées sont quant à elles données par des chaînes de Markov et des équations différentielles stochastiques avec sauts. La première partie s'achève avec la présentation de quelques pistes de recherche qui sont le problème de Dirichlet pour les marches quantiques ouvertes et les théorèmes asymptotiques pour les mesures quantiques non destructives. La seconde partie rassemble les articles rédigés durant cette thèse. Ces articles traîtent les sujets associés à l'irréductibilité, à la dualité récurrence-transience, au théorème central limite et au principe de grandes déviations pour les marches quantiques ouvertes à temps continuThis thesis is devoted to the study of stochastic models derived from open quantum systems. In particular, this work deals with open quantum walks that are the quantum analogues of classical random walks. The first part consists in giving a general presentation of open quantum walks. The mathematical tools necessary to study open quan- tum systems are presented, then the discrete and continuous time models of open quantum walks are exposed. These walks are respectively governed by quantum channels and Lindblad operators. The associated quantum trajectories are given by Markov chains and stochastic differential equations with jumps. The first part concludes with discussions over some of the research topics such as the Dirichlet problem for open quantum walks and the asymptotic theorems for quantum non demolition measurements. The second part collects the articles written within the framework of this thesis. These papers deal with the topics associated to the irreducibility, the recurrence-transience duality, the central limit theorem and the large deviations principle for continuous time open quantum walks
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Faustino, Caio Leite. "Aspectos estatísticos em dinâmica de busca em ambientes escassos." Universidade Federal de Alagoas, 2009. http://repositorio.ufal.br/handle/riufal/1001.
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In this work, we analyze search dynamics and the statistical properties of an organism in search of a target of interest. In general terms, there are many interesting aspects of studies of this nature. For example, in the biological context, organisms in Nature constantly interact one with another, both of the same as well as of different species. The general objectives of random searches are diverse, ranging from searches for food, reproductive partners, etc. of living organisms to socio-economically relevant processes, such as searches for missing children, fugitive terrorists, or searches for petroleum. In our specific model, we consider the searcher and the target moving randomly in a one dimensional lattice of size with periodic boundary conditions. The type of diffusion in the system is determined by the choice of the probability distribution function for the steps sizes for the individual walkers. We assume a power law distribution, characteristic of Levy processes, . Considering an initial energy for the searcher, an energetic expenditure for the walk and an energetic gain g for each target found, we discuss relevant physical quantities, such as energy fluctuations, the fraction of survival searchers and the cumulative energy for N time steps, as a function of the parameters, e.g., the lattice size . We find that searches with ballistic diffusion are more efficient than Brownian ones, allowing the survival of the searcher in situations of ultra-low target density. This extreme behavior guarantees the differential survival of such searchers. We also find strong evidence of a continuous phase transition, in which one phase has survival and the other phase has extinction. We calculate the critical densities which depend on the parameters of diffusion adopted by the organisms. We also obtain the critical exponents for the transition. Our results suggest a universality of the critical exponents, which independent of the type of diffusion of the organisms.Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
Neste trabalho, analisamos a dinâmica de busca e propriedades estatísticas de um organismo buscador ( searcher ) à procura de um alvo de interesse ( target ). De forma geral, muitos são os aspectos de interesse nesse tipo de estudo. Por exemplo, se pensarmos no contexto biológico, temos que na natureza constantemente organismos interagem uns com os outros, tanto dentro da mesma como entre diferentes espécies. Os objetivos gerais da busca aleatória são os mais variados, indo desde busca de alimentos, parceiro para reprodução etc, em seres vivos, até processos de interesse socio-econômicos, como busca por crianças desaparecidas, terroristas fugitivos ou então busca por petróleo. Em nosso modelo específico, consideramos o buscador e o alvo caminhando aleatoriamente numa rede unidimensional de tamanho e com condições periódicas de contorno. O tipo de difusão no sistema é determinado pela escolha da função de distribuição de probabilidade para os passos individuais dos indivíduos. Assumimos uma distribuição tipo lei de potência, característica de processos de Lévy . Considerando uma energia inicial do buscador , um gasto energético de caminhada e um ganho de energia g cada vez que o buscador encontra o alvo, discutimos algumas quantidades físicas relevantes, como flutuação energética, fração de buscadores sobreviventes e energia acumulada para N passos realizados - tempo de busca - como função de diferentes parâmetros, por exemplo, o comprimento de rede . Constatamos que o processo de busca com difusão balística é mais eficiente do que a Browniana, ocasionando a sobrevivência do organismo buscador em situações de densidade de alvos muito baixas. Este comportamento extremo garante a relativa sobrevivência do buscador. Também verificamos fortes evidências de uma transição contínua, para a qual numa dada fase temos sobrevivênvia e em outra temos extinção. Calculamos as densidades críticas que dependem dos parâmetros de difusão adotados pelos organismos. Também obtemos os expoentes críticos relacionados a tal transição. Nossos resultados sugerem uma universalidade dos expoentes críticos, que independente do tipo de difusão seguida pelos organismos.
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Lauvergnat, Ronan. "Théorèmes limites pour des marches aléatoires markoviennes conditionnées à rester positives." Thesis, Lorient, 2017. http://www.theses.fr/2017LORIS451/document.
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On considère une marche aléatoire réelle dont les accroissements sont construits à partir d’une chaîne de Markov définie sur un espace abstrait. Sous des hypothèses de centrage de la marche et de décroissance rapide de la dépendance de la chaîne de Markov par rapport à son passé (de type trou spectral), on se propose d’étudier le premier instant pour lequel une telle marche markovienne passe dans les négatifs. Plus précisément, on établit que le comportement asymptotique de la probabilité de survie est inversement proportionnel à la racine carrée du temps. On étend également à nos modèles markoviens le résultat des marches aléatoires aux accroissements indépendants suivant : la loi asymptotique de la marche aléatoire renormalisée et conditionnée à rester positive est la loi de Rayleigh. Dans un deuxième temps, on restreint notre modèle aux cas où la chaîne de Markov définissant les accroissements de la marche aléatoire est à valeurs dans un espace d’états fini. Sous cette hypothèse et lorsque que la marche est dite non-lattice, on complète nos résultats par des théorèmes locaux pour la marche aléatoire conjointement avec le fait qu’elle soit restée positive. Enfin on applique ces développements aux processus de branchement soumis à un environnement aléatoire, lui-même défini à partir d’une chaîne de Markov à valeurs dans un espace d’états fini. On établit le comportement asymptotique de la probabilité de survie du processus dans le cas critique et les trois cas sous-critiques (fort, intermédiaire et faible)We consider a real random walk whose increments are constructed by a Markov chain definedon an abstract space. We suppose that the random walk is centred and that the dependence of the Markov walk in its past decreases exponentially fast (due to the spectral gap property). We study the first time when the random walk exits the positive half-line and prove that the asymptotic behaviour of the survey probability is inversely proportional to the square root of the time. We extend also to our Markovian model the following result of random walks with independent increments: the asymptotic law of the random walk renormalized and conditioned to stay positive is the Rayleigh law. Subsequently, we restrict our model to the cases when the Markov chain defining the increments of the random walk takes its values on a finite state space. Under this assumption and the condition that the walk is non-lattice, we complete our results giving local theorems for the random walk conditioned to stay positive. Finally, we apply these developments to branching processes under a random environment defined by a Markov chain taking its values on a finite state space. We give the asymptotic behaviour of the survey probability of the process in the critical case and the three subcritical cases (strongly, intermediate and weakly)
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Levernier, Nicolas. "Temps de premier passage de processus non-markoviens." Thesis, Paris 6, 2017. http://www.theses.fr/2017PA066118/document.
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Cette thèse cherche à quantifier le temps de premier passage (FPT) d'un marcheur non-markovien sur une cible. La première partie est consacrée au calcul du temps moyen de premier passage (MFPT) pour différents processus non-markoviens confinés, pour lesquels les variables cachées sont connues. Notre méthode, qui adapte un formalisme existant, repose sur la détermination de la distribution des variables cachées au moment du FPT. Nous étendons ensuite ces idées à processus non-markoviens confinés généraux, sans introduire les variables cachées - en général inconnues. Nous montrons que le MFPT est entièrement déterminé par la position du marcheur dans le futur du FPT. Pour des processus gaussiens à incréments stationnaires, cette position est très proche d'une processus gaussien, hypothèse qui permet de déterminer ce processus de manière auto-cohérente, et donc de calculer le MFPT. Nous appliquons cette théorie à différents exemples en dimension variée, obtenant des résultats très précis quantitativement. Nous montrons également que notre théorie est exacte perturbativement autour d'une marche markovienne. Dans une troisième partie, nous explorons l'influence du vieillissement sur le FPT en confinement, et prédisons la dépendance en les paramètres géométriques de la distribution de ce FPT, prédictions vérifiées sur maints exemples. Nous montrons en particulier qu'une non-linéarité du MFPT avec le volume confinant est une caractéristique d'un processus vieillissant. Enfin, nous étudions les liens entre les problèmes avec et sans confinement. Notre travail permet entre autre de d'estimer l'exposant de persistance associé à des processus gaussiens non-markoviens vieillissantThe aim of this thesis is the evaluation of the first-passage time (FPT) of a non-markovian walker over a target. The first part is devoted to the computation of the mean first-passage time (MFPT) for different non-markovien confined processes, for which hidden variables are explicitly known. Our methodology, which adapts an existing formalism, relies on the determination of the distribution of the hidden variables at the instant of FPT. Then, we extend these ideas to the case of general non-markovian confined processes, without introducing the -often unkown- hidden variables. We show that the MFPT is entirely determined by the position of the walker in the future of the FPT. For gaussian walks with stationary increments, this position can be accurately described by a gaussian process, which enable to determine it self-consistently, and thus to find the MFPT. We apply this theory on many examples, in various dimensions. We show moreover that this theory is exact perturbatively around markovian processes. In the third part, we explore the influence of aging properties on the the FPT in confinement, and we predict the dependence of its statistic on geometric parameters. We verify these predictions on many examples. We show in particular that the non-linearity of the MFPT with the confinement is a hallmark of aging. Finally, we study some links between confined and unconfined problems. Our work suggests a promising way to evaluate the persistence exponent of non-markovian gaussian aging processes
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Sales, Ludmilla Oliveira Ambrosi. "Testando a hipótese de passeio aleatório no mercado de ações brasileiro." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/17960.
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This paper revisits the theory of market efficiency and analyzes the Brazilian capital market for a more recent period in order to verify if the improvement pointed out in the study by Bonomo (2002) persists, that is, if the reduction of inefficiency in the course of the Time is robust. The existence of autocorrelation may be an indication of abnormal returns if the strategies adopted exploit this correlation and generate an abnormal return. The autocorrelation tests adopted in the random walk literature, for the most part, do not take into account the Heteroscedasticity characteristic of financial assets and, therefore, this work seeks to apply Bartlett’s formula for non-linear processes in order to verify if existence Of autocorrelation between the Brazilian papers analyzed and if this is enough to generate an extraordinary return. Traditional statistical and correlation tests were applied together with random walk tests to verify if the Brazilian capital market is efficient in its weak form.
Este trabalho revisita a teoria de eficiência de mercado e analisa o mercado de capitais brasileiros para um período mais recente a fim de verificar se a melhora apontada no estudo feito por Bonomo (2002) persiste, ou seja, se a redução da ineficiência no decorrer do tempo é robusta. Foram selecionadas 15 ações brasileiras que compunham o IBOVESPA de Maio 2016 e o período de análise compreende Janeiro de 2000 a Maio 2016. A existência de autocorrelação pode ser um indício de retornos anormais caso as estratégias adotadas explorem essa correlação e consigam gerar um retorno anormal. Os testes de autocorrelação adotados na literatura de passeio aleatório, em sua maioria, não levam em conta a característica de Heterocedasticidade dos ativos financeiros e, por isso, este trabalho busca aplicar a fórmula de Bartlett para processos não lineares a fim de verificar se a existência de autocorrelação entre os papéis brasileiros analisados e se esta é suficiente para gerar um retorno extraordinário. Testes estatísticos tradicionais e de correlação foram aplicados juntamente a testes de random walk para verificar se o mercado de capitais brasileiro é eficiente na sua forma fraca.
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Wu, Tung-Lung Jr. "Linear and non-linear boundary crossing probabilities for Brownian motion and related processes." Applied Probability Trust - Journal of Applied Probability, 2010. http://hdl.handle.net/1993/8123.
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We propose a simple and general method to obtain the boundary crossing probability
for Brownian motion. This method can be easily extended to higher dimensional
of Brownian motion. It also covers certain classes of stochastic processes associated
with Brownian motion. The basic idea of the method is based on being able to
construct a nite Markov chain such that the boundary crossing probability of
Brownian motion is obtained as the limiting probability of the nite Markov chain
entering a set of absorbing states induced by the boundary. Numerical results are
given to illustrate our method.
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Utria, Valdes Jaime Antonio 1988. "Transição de fase para um modelo de percolação dirigida na árvore homogênea." [s.n.], 2015. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307034.
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Orientador: Élcio LebensztaynDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica
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Resumo: O Resumo poderá ser visualizado no texto completo da tese digital
Abstract: The Abstract is available with the full electronic digital document
Mestrado
Estatistica
Mestre em Estatística
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Moser, Martin [Verfasser], Robert [Akademischer Betreuer] Stelzer, Nina [Akademischer Betreuer] Gantert, and Gennady [Akademischer Betreuer] Samorodnitsky. "Extremal Behavior of Multivariate Mixed Moving Average Processes and of Random Walks with Dependent Increments / Martin Moser. Gutachter: Nina Gantert ; Gennady Samorodnitsky. Betreuer: Robert Stelzer." München : Universitätsbibliothek der TU München, 2012. http://d-nb.info/1021499099/34.
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Lam, Hoang Chuong. "Les théorèmes limites pour des processus stationnaires." Phd thesis, Université François Rabelais - Tours, 2012. http://tel.archives-ouvertes.fr/tel-00712572.
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Nous étudions la mesure spectrale des transformations stationnaires, puis nous l'utilisons pour étudier le théorème ergodique et le théorème limite central. Nous étudions également les martingales avec une nouvelle preuve du théorème central limite, sans analyse de Fourier. Pour le théorème limite central pour marches aléatoires dans un environnement aléatoire sur la dimension 1, on donne deux méthodes pour l'obtenir: approximation pour une martingale et méthode des moments. La méthode des martingales fait résoudre l'equation de Dirichlet (I −P )h = 0, alors que celle des moments résoudre l'equation de Poisson (I − P )h = f . Enfin, nous pouvons utiliser la deuxième méthode pour prouver la relation d'Einstein pour des diffusions réversibles dans un environnement aléatoire dans une dimension.
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Leichsenring, Alexandre Ribeiro. "Não monotonicidade do parâmetro crítico no modelo dos sapos." Universidade de São Paulo, 2003. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-06042013-173920/.
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Estudamos um modelo de passeios aleatórios simples em grafos, conhecido como modelo dos sapos. Esse modelo pode ser descrito de maneira geral da seguinte forma: existem partículas ativas e partículas desativadas num grafo G. Cada partícula ativa desempenha um passeio aleatório simples a tempo discreto e a cada momento ela pode morrer com probabilidade 1-p. Quando uma partícula ativa entra em contato com uma partícula desativada, esta é ativada e também passa a realizar, de maneira independente, um passeio aleatório pelo grafo. Apresentamos limites superior e inferior para o parâmetro crítico de sobrevivência do modelo dos sapos na árvore, e demonstramos que este parâmetro crítico não é uma função monótona do grafo em que está definido.We study a system of simple random walks on graphs, known as frog model. This model can be described generally speaking as follows: there are active and sleeping particles living on some graph G. Each particle performs a simple random walk with discrete time and at each moment it may disappear with probability 1 - p. When an active particle hits a sleeping particle, the latter becomes active and starts to perform, independently, a simple random walk on the graph. We present lower and upper bounds for the surviving critical parameter on the tree, and we show that this parameter is not a monotonic function of the graph it is defined on.
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Duvernet, Laurent. "Analyse statistique des processus de marche aléatoire multifractale." Phd thesis, Université Paris-Est, 2010. http://tel.archives-ouvertes.fr/tel-00567397.
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On étudie certaines propriétés d'une classe de processus aléatoires réels à temps continu, les marches aléatoires multifractales. Une particularité remarquable de ces processus tient en leur propriété d'autosimilarité : la loi du processus à petite échelle est identique à celle à grande échelle moyennant un facteur aléatoire multiplicatif indépendant du processus. La première partie de la thèse se consacre à la question de la convergence du moment empirique de l'accroissement du processus dans une asymptotique assez générale, où le pas de l'accroissement peut tendre vers zéro en même temps que l'horizon d'observation tend vers l'infini. La deuxième partie propose une famille de tests non-paramétriques qui distinguent entre marches aléatoires multifractales et semi-martingales d'Itô. Après avoir montré la consistance de ces tests, on étudie leur comportement sur des données simulées. On construit dans la troisième partie un processus de marche aléatoire multifractale asymétrique tel que l'accroissement passé soit négativement corrélé avec le carré de l'accroissement futur. Ce type d'effet levier est notamment observé sur les prix d'actions et d'indices financiers. On compare les propriétés empiriques du processus obtenu avec des données réelles. La quatrième partie concerne l'estimation des paramètres du processus. On commence par montrer que sous certaines conditions, deux des trois paramètres ne peuvent être estimés. On étudie ensuite les performances théoriques et empiriques de différents estimateurs du troisième paramètre, le coefficient d'intermittence, dans un cas gaussien
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Chiffaudel, Yann. "Etude de la diffusion des processus déterministes et faiblement aléatoires en environnement aléatoire." Thesis, Université de Paris (2019-....), 2019. http://www.theses.fr/2019UNIP7083.
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Cette thèse étudie la diffusion dans le modèle des miroirs, modèle inspiré de la physique et introduit en 1988 par Ruijgrok et Cohen. Ce modèle est déterministe et réversible. Pour traiter ce modèle difficile, initialement défini uniquement en dimension 2, nous l'avons d'abord généralisé pour en faire un modèle en dimension quelconque. De premières études numériques permirent de conjecturer que le modèle est diffusif en dimension supérieur ou égale à 3. Nous avons par la suite exploré une approche perturbative du coefficient de diffusion basée sur la technique de lace expansion développée par Gordon Slade pour l'étude de la marche aléatoire auto-évitante. Face à la difficulté des calculs nous avons légèrement simplifié le modèle en abandonnant la contrainte de réversibilité. Nous avons obtenu ainsi un nouveau modèle que nous nommons le modèle des permutations. Nous avons ensuite transformé ces deux modèles pour en faire des marches aléatoires en milieu aléatoire, et ce via une approche systématique et généraliste. Grâce à ces modifications nous avons pu pousser l'approche perturbative jusqu'à obtenir une approximation satisfaisante de la valeur du coefficient de diffusion dans le modèle des permutations. Le résultat principal est l'existence d'une série dont tout les termes sont bien définis et dont les premiers termes fournissent l'approximation voulue. La convergence de cette série reste un problème ouvert. Les résultats analytiques sont appuyés par une approche numérique de ces modèles, ce qui permet de voir que la lace expansion donne des résultats de qualité. De nombreuses questions restent ouvertes, notamment le calcul des termes suivants du développement perturbatif et la généralisation de cette approche au modèle des miroirs, ce qui ne saurait poser problème, puis à une classe plus large de modèlesThis thesis studies the diffusion in the mirrors model, a physics-based model introduced in 1988 by Ruijgrok and Cohen. This model is deterministic and reversible. To treat this difficult model, initially defined only in dimension 2, we first generalized it to a model valid in any dimension. Initial numerical studies suggested that the model is diffusive in dimensions greater than or equal to 3. We then explored a perturbative diffusion coefficient approach based on the lace expansion technique developed by Gordon Slade for the study of self-avoiding random walk. Faced with the difficulty of the calculations, we slightly simplified the model by giving up the reversibility constraint. We thus obtained a new model that we call the permutations model. We then transformed these two models into random walks in random environment using a systematic and general approach. Thanks to these modifications, we were able to push the perturbative approach to obtain a satisfactory approximation of the value of the diffusion coefficient in the permutations model. The main result is the existence of a series in which all terms are well defined and the first terms provide the desired approximation. The convergence of this series remains an open problem. The analytical results are supported by a numerical approach to these models, which shows that the lace expansion gives quality results. Many questions remain open, including the calculation of the following terms of perturbative development and the generalization of this approach to the mirrors model -which should not be a problem- and then to a broader class of models
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De, Raphélis-Soissan Loïc. "Étude de marches aléatoires sur un arbre de Galton-Watson." Thesis, Paris 6, 2017. http://www.theses.fr/2017PA066056.
Full textAbstract:
Ce travail est consacré à l'étude de limites d'échelle de différentes fonctionnelles de marches aléatoires sur un arbre de Galton-Watson, potentiellement en milieu aléatoire. La marche aléatoire que nous considérons sur cet arbre est une marche aux plus proches voisins récurrente nulle, dont les probabilités de transition dépendent de l'environnement. Plus particulièrement, nous étudions la trace de la marche, c'est-à-dire le sous-arbre constitué des sommets visités par celle-ci. Nous considérons d'abord le cas où dans un certain sens l'environnement est à variance finie, et nous montrons que bien renormalisée la trace converge vers la forêt brownienne. Nous considérons ensuite des hypothèses plus faibles, et nous montrons que la fonction de hauteur de la marche (c'est-à-dire la suite des hauteurs prises par la marche) converge vers le processus de hauteur en temps continu d'un processus de Lévy spectralement positif strictement stable, et que la trace de la marche converge vers l'arbre réel codé par ce même processus. La stratégie employée pour établir ces résultats repose sur l'étude d'un type d'arbres que nous introduisons dans cette thèse : ceux-ci sont des arbres de Galton-Watson à deux types, l'un des types étant stérile, et à longueur d'arête. Notre principal résultat concernant ces arbres assure que leur fonction de hauteur satisfait un principe d'invariance, similaire à celui vérifié par les arbres de Galton-Watson simples. Ces arbres trouvent également une application directe dans les arbres de Galton-Watson multitype à infinité de types, un lien explicite entre les deux nous permettant de montrer qu'ils satisfont également le même principe d'invarianceThis work is devoted to the study of scaling limits of different functionals of random walks on a Galton-Watson tree, potentially in random environment. The randow walk we consider is a null recurrent nearest-neigbout random walk, the probability transition of which depend on the environment. More precisely, we study the trace of the walk, that is the sub-tree made up of the vertices visited by the walk. We first consider the case where in a certain sense the environment has finite variance, and we show that when well-renormalised, the trace converges towards the Brownian forest. We then consider hypotheses of regular variation on the environement, and we show that the height function of the walk (that is the sequence of heights in the tree of the walk) converges towards the continuous time height process of a spectrally positive strictly stable Lévy process, and that the trace of the walk converges towards the real tree coded by this very process. The strategy used to prove these two results is based on the study of a certain kind of trees that we introduce in this thesis: they are Galton-Watson trees with two types, one of which being sterile, and with edge lengths. Our main result about these trees states that their height functions satisfies an invariance principle, similar to that verified by simple Galton-Watson trees. These trees also find a direct application in multitype Galton-Watson trees with infinitely many types, as an explicit link between these two kind of trees allow us to show that they satisfy also the same invariance principle