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We introduce a variant of the replica trick within the nonlinear sigma model that allows calculating the distribution function of the persistent current. In the diffusive regime, a Gaussian distribution is derived. This result holds in the…
We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…
Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
A fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is developed. The method proposed may be…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of…
We consider the problem of stopping a diffusion process with a payoff functional that renders the problem time-inconsistent. We study stopping decisions of naive agents who reoptimize continuously in time, as well as equilibrium strategies…
Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise,…
We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…
We highlight a few recent results on the effect of the diffusion process in deterministic area preserving maps with noncompact phase space, namely the standard map. In more detail, we focus on the anomalous diffusion arising due to the…
The exponent of anomalous diffusion of virus in cytoplasm of a living cell is experimentally known to fluctuate depending on localized areas of the cytoplasm, indicating heterogeneity of diffusion. In a recent paper (Itto, 2012), a…
This is an attempt to address diffusion phenomena from the point of view of information theory. We imagine a regular hamiltonian system under the random perturbation of thermal (molecular) noise and chaotic instability. The irregularity of…
We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
Translationally diffusive behavior arising from the combination of orientational diffusion and powered motion at microscopic scales is a known phenomenon, but the peculiarities of the evolution of expected position conditioned on initial…
Strong nonlinear effects combined with diffusive coupling may give rise to unpredictable evolution in spatially extended deterministic dynamical systems even in the presence of a fully negative spectrum of Lyapunov exponents. This regime,…
We study a continuous time model for the frequency distribution of an infinitely large asexual population in which both beneficial and deleterious mutations occur and the fitness is additive. When beneficial mutations are ignored, the exact…