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We consider a sequence of idealized measurements of time-separation $\Delta t$ onto a discrete one-dimensional disordered system. A connection with Markov chains is found. For a rapid sequence of measurements, a diffusive regime occurs and…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
Many physical observables can be represented as a particle spending some random time within a given domain. For a broad class of transport-dominated processes, we detail how it is possible to express the moments of the number of particle…
We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…
We show that Kompaneetz equation describing photon diffusion in an environment of an electron gas, when linearized around its equilibrium distribution, coincides with the relativistic diffusion discussed in recent publications. The model of…
The manifestation of measurements, randomly distributed in time, on the evolution of quantum systems are analyzed in detail. The set of randomly distributed measurements (RDM) is modeled within the renewal theory, in which the distribution…
We study the dynamics of the populations of a model molecule endowed with two sets of rotational levels of different parity, whose ground levels are energy degenerate and coupled by a constant interaction. The relaxation rate from one set…
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…
We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
A model multilevel molecule described by two sets of rotational internal energy levels of different parity and degenerate ground states, coupled by a constant interaction, is considered, by assuming that the random collisions in a gas of…
Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…
Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the…
We investigate three different methods for systematically approximating the diffusion coefficient of a deterministic random walk on the line which contains dynamical correlations that change irregularly under parameter variation. Capturing…
We derive a coarse-grained equation of motion of a number density by applying the projection operator method to a non-relativistic model. The derived equation is an integrodifferential equation and contains the memory effect. The equation…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
We obtain a limit when mass tends to zero of the relativistic diffusion of Schay and Dudley. The diffusion process has the log-normal distribution. We discuss Langevin stochastic differential equations leading to an equilibrium…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…