Related papers: Path Integral over Reparametrizations: Levy Flight…
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…
Effective field theories of two-dimensional lattice models of fluctuating loops are constructed by mapping them onto random surfaces whose large scale fluctuations are described by a Liouville field theory. This provides a geometrical view…
We provide explicit formulas for asymptotic densities of the 2- and 3-dimensional ballistic L\'evy walks. It turns out that in the 3D case the densities are given by elementary functions. The densities of the 2D L\'evy walks are expressed…
The Feynman path integral has revolutionized modern approaches to quantum physics. Although the path integral formalism has proven very successful and spawned several approximation schemes, the direct evaluation of real-time path integrals…
In many random search processes of interest in chemistry, biology or during rescue operations, an entity must find a specific target site before the latter becomes inactive, no longer available for reaction or lost. We present exact results…
A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…
The study of quantum impurities has long been a central and inspiring theme in quantum many-body physics. Localized impurities are modeled by line defects in quantum field theory. We describe a line defect in Liouville CFT realized as a…
We investigate modifications of the discrete-time lattice action, for a quantum mechanical particle in one spatial dimension, that vanish in the na\"ive continuum limit but which, nevertheless, induce non-trivial effects due to quantum…
We develop a path integral representation for the dynamics of quantum systems with a finite-dimensional Hilbert space, formulated entirely within a discrete phase space. Starting from the discrete Wigner function defined on $\mathbb{Z}_d…
In this work, we propose a Path Integral Monte Carlo (PIMC) approach based on discretized continuous degrees of freedom and rejection-free Gibbs sampling. The ground state properties of a chain of planar rotors with dipole-dipole…
On the basis of the canonical quantization procedure, in which we need the indefinite metric Hilbert space, we formulate field diagonal representation for the scalar Lee-Wick model. Euclidean path integral for the model is then constructed…
Fractional Levy motion (fLm) is the natural generalization of fractional Brownian motion in the context of self-similar stochastic processes and stable probability distributions. In this paper we give an explicit derivation of the…
In this paper the Feynman path integral technique is applied to two-dimensional spaces of non-constant curvature: these spaces are called Darboux spaces $\DI$--$\DIV$. We start each consideration in terms of the metric and then analyze the…
We study the one-loop partition function of 3D gravity without cosmological constant on the solid torus with arbitrary metric fluctuations on the boundary. To this end we employ the discrete approach of (quantum) Regge calculus. In contrast…
We introduce two general non-parametric methods for recovering paths of the Brownian and jump components from high-frequency observations of a L\'evy process. The first procedure relies on reordering of independently sampled normal…
The use of random sampling in decision-making and control has become popular with the ease of access to graphic processing units that can generate and calculate multiple random trajectories for real-time robotic applications. In contrast to…
The Liouville equation differs from the von Neumann equation 'only' by a characteristic superoperator. We demonstrate this for Hamiltonian dynamics, in general, and for the Jaynes-Cummings model, in particular. -- Employing superspace…
The Liouville action emerges as the effective action of 2-d gravity in the process of path integral quantization of the bosonic string. It yields a measure of the violation of classical symmetries of the theory at the quantum level. Certain…
We provide a decomposition of the trace of the Brownian motion into a simple path and an independent Brownian soup of loops that intersect the simple path. More precisely, we prove that any subsequential scaling limit of the loop erased…
In this paper, we study nonparametric estimation of the L\'{e}vy density for L\'{e}vy processes, with and without Brownian component. For this, we consider $n$ discrete time observations with step $\Delta$. The asymptotic framework is: $n$…