Related papers: Path Integral over Reparametrizations: Levy Flight…
We study the path integral over reparametrizations that has been proposed as an ansatz for the Wilson loops in the large-$N$ QCD and reproduces the area law in the classical limit of large loops. We show that a semiclassical expansion for a…
We analyze a class of linear partial differential equations that arise as deterministic descriptions of the scaling limits of L\'evy walks, in which transport is driven by a convex combination of fractional material derivatives and a source…
The L\'evy walk is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether…
This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting. To tackle this problem, we propose a novel approach based on rough path theory that…
Liouville first passage percolation (LFPP) with parameter $\xi >0$ is the family of random distance functions $\{D_h^\epsilon\}_{\epsilon >0}$ on the plane obtained by integrating $e^{\xi h_\epsilon}$ along paths, where $h_\epsilon$ for…
A combined dynamics consisting of Brownian motion and L\'evy flights is exhibited by a variety of biological systems performing search processes. Assessing the search reliability of ever locating the target and the search efficiency of…
Time-reversible symplectic methods, which are precisely compatible with Liouville's phase-volume-conservation theorem, are often recommended for computational simulations of Hamiltonian mechanics. Lack of energy drift is an apparent…
The cvariant path integral quantization of the theory of the scalar and spinor particles interacting through the abelian and non-Abelian Chern-Simons gauge fields is carried out and is shown to be mathematically ill defined due to the…
Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…
The Metropolis-Hastings algorithm has been extensively studied in the estimation and simulation literature, with most prior work focusing on convergence behavior and asymptotic theory. However, its covariance structure-an important…
This paper proposes a new sampling scheme based on Langevin dynamics that is applicable within pseudo-marginal and particle Markov chain Monte Carlo algorithms. We investigate this algorithm's theoretical properties under standard…
We develop an approach for understanding the dynamics of open quantum systems by analyzing individual quantum trajectories in the eigenbasis of the Liouvillian superoperator. From trajectory-eigenstate overlaps, we construct a…
We analyze two-dimensional (2D) random systems driven by a symmetric L\'{e}vy stable noise which, under the sole influence of external (force) potentials $\Phi (x) $, asymptotically set down at Boltzmann-type thermal equilibria. Such…
Motivated by the construction of the It\^o stochastic integral, we consider a step function method to discretize and simulate volatility modulated L\'evy semistationary processes. Moreover, we assess the accuracy of the method with a…
We investigate the sample path properties of Martin-L\"of random Brownian motion. We show (1) that many classical results which are known to hold almost surely hold for every Martin-L\"of random Brownian path, (2) that the effective…
We study the problem of analytic continuation of Liouville Conformal Field Theory using the probabilistic approach of David, Kupiainen, Rhodes and Vargas [DKRV16] based on the theory of Gaussian Multiplicative Chaos. The key idea is to…
Consider a path of the reflected Brownian motion in the half-plane $\{y \ge 0\}$, and erase its part contained in the interior $\{y > 0\}$. What is left is, in an appropriate sense, a path of a jump-type stochastic process on the line $\{y…
In this paper, we present an overview of different types of random walk strategies with local and non-local transitions on undirected connected networks. We present a general approach to analyzing these strategies by defining the dynamics…
L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…
A L{\'e}vy walk of order $\beta$ is studied on an interval of length $L$, driven out of equilibrium by different-density boundary baths. The anomalous current generated under these settings is nonlocally related to the density profile…