Related papers: Path Integral over Reparametrizations: Levy Flight…
The characteristic measure of excursions away from a regular point is studied for a class of symmetric L\'evy processes without Gaussian part. It is proved that the harmonic transform of the killed process enjoys Feller property. The result…
The theory of large random matrices has proved an invaluable tool for the study of systems with disordered interactions in many quite disparate research areas. Widely applicable results, such as the celebrated elliptic law for dense random…
We use path integrals to calculate perturbative corrections to the correlation function of a particle under the action of nonlinear optical tweezers, both in the overdamped and underdamped regimes. In both cases, it is found that to leading…
We present new results for the complex generalized integral means spectrum for two kinds of whole-plane Loewner evolutions driven by L\'evy processes: - L\'evy processes with continuous trajectories, which correspond to Schramm-Loewner…
We present a heuristic derivation of the first passage time exponent for the integral of a random walk [Y. G. Sinai, Theor. Math. Phys. {\bf 90}, 219 (1992)]. Building on this derivation, we construct an estimation scheme to understand the…
In this work we explore the complexity path integral optimization process for the case of warped $\text{AdS}_3$/warped $\text{CFT}_2$ correspondence. We first present the specific renormalization flow equations and analyze the differences…
We study symmetric random walks on finitely generated groups of orientation-preserving homeomorphisms of the real line. We establish an oscillation property for the induced Markov chain on the line that implies a weak form of recurrence.…
We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…
Sparse parametric models are of great interest in statistical learning and are often analyzed by means of regularized estimators. Pathwise methods allow to efficiently compute the full solution path for penalized estimators, for any…
We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…
We investigate confined L\'{e}vy flights under premises of the principle of detailed balance. The master equation admits a transformation to L\'{e}vy - Schr\"{o}dinger semigroup dynamics (akin to a mapping of the Fokker-Planck equation into…
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
This paper is a revised version of our recent publication Faber et al., Phys. Rev. D62 (2000) 025019, hep-th/9907048. The main revision concerns the expansion into group characters that we have used for the evaluation of path integrals over…
This paper considers the optimal scaling problem for high-dimensional random walk Metropolis algorithms for densities which are differentiable in Lp mean but which may be irregular at some points (like the Laplace density for example)…
We study vector fields of the plane preserving the form of Liouville. We present their local models up to the natural equivalence relation, and describe local bifurcations of low codimension. To achieve that, a classification of univariate…
We study asymptotics of integrals of certain rational functions that depend on parameters in a field $K$ of characteristic zero. We use formal power series to represent the integral and prove certain identities about its coefficients…
We consider in this work the numerical computation of transport coefficients for Brownian dynamics. We investigate the discretization error arising when simulating the dynamics with the Smart MC algorithm (also known as Metropolis-adjusted…
Regge's method for regularizing euclidean quantum gravity is applied to two dimensional gravity. We use two different strategies to simulate the Regge path integral at a fixed value of the total area: A standard Metropolis simulation…
A non-Grassmanian path integral representation is given for the solution of the Klein-Gordon and the Dirac equations. The trajectories of the path integral are rendered differentiable by the relativistic corrections. The nonrelativistic…
Trajectories represent the mobility of moving objects and thus is of great value in data mining applications. However, trajectory data is enormous in volume, so it is expensive to store and process the raw data directly. Trajectories are…