3,462 research outputs found
The delayed uncoupled continuous-time random walks do not provide a model for the telegraph equation
It has been alleged in several papers that the so called delayed
continuous-time random walks (DCTRWs) provide a model for the one-dimensional
telegraph equation at microscopic level. This conclusion, being widespread now,
is strange, since the telegraph equation describes phenomena with finite
propagation speed, while the velocity of the motion of particles in the DCTRWs
is infinite. In this paper we investigate how accurate are the approximations
to the DCTRWs provided by the telegraph equation. We show that the diffusion
equation, being the correct limit of the DCTRWs, gives better approximations in
norm to the DCTRWs than the telegraph equation. We conclude therefore
that, first, the DCTRWs do not provide any correct microscopic interpretation
of the one-dimensional telegraph equation, and second, the kinetic (exact)
model of the telegraph equation is different from the model based on the
DCTRWs.Comment: 12 pages, 9 figure
Limit laws for distorted return time processes for infinite measure preserving transformations
We consider conservative ergodic measure preserving transformations on
infinite measure spaces and investigate the asymptotic behaviour of distorted
return time processes with respect to sets satisfying a type of Darling-Kac
condition. We identify two critical cases for which we prove uniform
distribution laws. For this we introduce the notion of uniformly returning sets
and discuss some of their properties.Comment: 18 pages, 2 figure
Smoluchowski-Kramers approximation in the case of variable friction
We consider the small mass asymptotics (Smoluchowski-Kramers approximation)
for the Langevin equation with a variable friction coefficient. The limit of
the solution in the classical sense does not exist in this case. We study a
modification of the Smoluchowski-Kramers approximation. Some applications of
the Smoluchowski-Kramers approximation to problems with fast oscillating or
discontinuous coefficients are considered.Comment: already publishe
Brownian motion of a charged particle driven internally by correlated noise
We give an exact solution to the generalized Langevin equation of motion of a
charged Brownian particle in a uniform magnetic field that is driven internally
by an exponentially-correlated stochastic force. A strong dissipation regime is
described in which the ensemble-averaged fluctuations of the velocity exhibit
transient oscillations that arise from memory effects. Also, we calculate
generalized diffusion coefficients describing the transport of these particles
and briefly discuss how they are affected by the magnetic field strength and
correlation time. Our asymptotic results are extended to the general case of
internal driving by correlated Gaussian stochastic forces with finite
autocorrelation times.Comment: 10 pages, 4 figures with subfigures, RevTeX, v2: revise
Antipersistent binary time series
Completely antipersistent binary time series are sequences in which every
time that an -bit string appears, the sequence is continued with a
different bit than at the last occurrence of . This dynamics is phrased in
terms of a walk on a DeBruijn graph, and properties of transients and cycles
are studied. The predictability of the generated time series for an observer
who sees a longer or shorter time window is investigated also for sequences
that are not completely antipersistent.Comment: 6 pages, 6 figure
Statistical properties of spectral fluctuations for a quantum system with infinitely many components
Extending the idea formulated in Makino {\it{et al}}[Phys.Rev.E
{\bf{67}},066205], that is based on the Berry--Robnik approach [M.V. Berry and
M. Robnik, J. Phys. A {\bf{17}}, 2413], we investigate the statistical
properties of a two-point spectral correlation for a classically integrable
quantum system. The eigenenergy sequence of this system is regarded as a
superposition of infinitely many independent components in the semiclassical
limit. We derive the level number variance (LNV) in the limit of infinitely
many components and discuss its deviations from Poisson statistics. The slope
of the limiting LNV is found to be larger than that of Poisson statistics when
the individual components have a certain accumulation. This property agrees
with the result from the semiclassical periodic-orbit theory that is applied to
a system with degenerate torus actions[D. Biswas, M.Azam,and S.V.Lawande, Phys.
Rev. A {\bf 43}, 5694].Comment: 6 figures, 10 page
Detecting brute-force attacks on cryptocurrency wallets
Blockchain is a distributed ledger, which is protected against malicious
modifications by means of cryptographic tools, e.g. digital signatures and hash
functions. One of the most prominent applications of blockchains is
cryptocurrencies, such as Bitcoin. In this work, we consider a particular
attack on wallets for collecting assets in a cryptocurrency network based on
brute-force search attacks. Using Bitcoin as an example, we demonstrate that if
the attack is implemented successfully, a legitimate user is able to prove that
fact of this attack with a high probability. We also consider two options for
modification of existing cryptocurrency protocols for dealing with this type of
attacks. First, we discuss a modification that requires introducing changes in
the Bitcoin protocol and allows diminishing the motivation to attack wallets.
Second, an alternative option is the construction of special smart-contracts,
which reward the users for providing evidence of the brute-force attack. The
execution of this smart-contract can work as an automatic alarm that the
employed cryptographic mechanisms, and (particularly) hash functions, have an
evident vulnerability.Comment: 10 pages, 2 figures; published versio
The optimal sink and the best source in a Markov chain
It is well known that the distributions of hitting times in Markov chains are
quite irregular, unless the limit as time tends to infinity is considered. We
show that nevertheless for a typical finite irreducible Markov chain and for
nondegenerate initial distributions the tails of the distributions of the
hitting times for the states of a Markov chain can be ordered, i.e., they do
not overlap after a certain finite moment of time.
If one considers instead each state of a Markov chain as a source rather than
a sink then again the states can generically be ordered according to their
efficiency. The mechanisms underlying these two orderings are essentially
different though.Comment: 12 pages, 1 figur
First Passage Distributions in a Collective Model of Anomalous Diffusion with Tunable Exponent
We consider a model system in which anomalous diffusion is generated by
superposition of underlying linear modes with a broad range of relaxation
times. In the language of Gaussian polymers, our model corresponds to Rouse
(Fourier) modes whose friction coefficients scale as wavenumber to the power
. A single (tagged) monomer then executes subdiffusion over a broad range
of time scales, and its mean square displacement increases as with
. To demonstrate non-trivial aspects of the model, we numerically
study the absorption of the tagged particle in one dimension near an absorbing
boundary or in the interval between two such boundaries. We obtain absorption
probability densities as a function of time, as well as the position-dependent
distribution for unabsorbed particles, at several values of . Each of
these properties has features characterized by exponents that depend on
. Characteristic distributions found for different values of
have similar qualitative features, but are not simply related quantitatively.
Comparison of the motion of translocation coordinate of a polymer moving
through a pore in a membrane with the diffusing tagged monomer with identical
also reveals quantitative differences.Comment: LaTeX, 10 pages, 8 eps figure
Preservation of information in a prebiotic package model
The coexistence between different informational molecules has been the
preferred mode to circumvent the limitation posed by imperfect replication on
the amount of information stored by each of these molecules. Here we reexamine
a classic package model in which distinct information carriers or templates are
forced to coexist within vesicles, which in turn can proliferate freely through
binary division. The combined dynamics of vesicles and templates is described
by a multitype branching process which allows us to write equations for the
average number of the different types of vesicles as well as for their
extinction probabilities. The threshold phenomenon associated to the extinction
of the vesicle population is studied quantitatively using finite-size scaling
techniques. We conclude that the resultant coexistence is too frail in the
presence of parasites and so confinement of templates in vesicles without an
explicit mechanism of cooperation does not resolve the information crisis of
prebiotic evolution.Comment: 9 pages, 8 figures, accepted version, to be published in PR
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