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Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model

Christophe Sabot, Pierre Tarrès (2015)

Journal of the European Mathematical Society

Edge-reinforced random walk (ERRW), introduced by Coppersmith and Diaconis in 1986 [8], is a random process which takes values in the vertex set of a graph G and is more likely to cross edges it has visited before. We show that it can be represented in terms of a vertex-reinforced jump process (VRJP) with independent gamma conductances; the VRJP was conceived by Werner and first studied by Davis and Volkov [10, 11], and is a continuous-time process favouring sites with more local time. We calculate,...

Einstein relation for biased random walk on Galton–Watson trees

Gerard Ben Arous, Yueyun Hu, Stefano Olla, Ofer Zeitouni (2013)

Annales de l'I.H.P. Probabilités et statistiques

We prove the Einstein relation, relating the velocity under a small perturbation to the diffusivity in equilibrium, for certain biased random walks on Galton–Watson trees. This provides the first example where the Einstein relation is proved for motion in random media with arbitrarily slow traps.

Entropy maximization and the busy period of some single-server vacation models

Jesus R. Artalejo, Maria J. Lopez-Herrero (2004)

RAIRO - Operations Research - Recherche Opérationnelle

In this paper, information theoretic methodology for system modeling is applied to investigate the probability density function of the busy period in M / G / 1 vacation models operating under the N -, T - and D -policies. The information about the density function is limited to a few mean value constraints (usually the first moments). By using the maximum entropy methodology one obtains the least biased probability density function satisfying the system’s constraints. The analysis of the three controllable...

Entropy maximization and the busy period of some single-server vacation models

Jesus R. Artalejo, Maria J. Lopez-Herrero (2010)

RAIRO - Operations Research

In this paper, information theoretic methodology for system modeling is applied to investigate the probability density function of the busy period in M/G/1 vacation models operating under the N-, T- and D-policies. The information about the density function is limited to a few mean value constraints (usually the first moments). By using the maximum entropy methodology one obtains the least biased probability density function satisfying the system's constraints. The analysis of the three controllable...

Equilibrium states for the Landau-Fermi-Dirac equation

Véronique Bagland, Mohammed Lemou (2004)

Banach Center Publications

A kinetic collision operator of Landau type for Fermi-Dirac particles is considered. Equilibrium states are rigorously determined under minimal assumptions on the distribution function of the particles. The particular structure of the considered operator (strong non-linearity and degeneracy) requires a special investigation compared to the classical Boltzmann or Landau operator.

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