Related papers: Hitting probability for anomalous diffusion proces…
We study boundary non-crossing probabilities $$ P_{f,u} := \mathrm P\big(\forall t\in \mathbb T\ X_t + f(t)\le u(t)\big) $$ for continuous centered Gaussian process $X$ indexed by some arbitrary compact separable metric space $\mathbb T$.…
We consider the one-dimensional partially asymmetric exclusion process with random hopping rates, in which a fraction of particles (or sites) have a preferential jumping direction against the global drift. In this case the accumulated…
First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…
Spontaneous symmetry breaking is a fundamental notion in modern physics, ranging from high energy to condensed matter. However, the usual spontaneous symmetry breaking only considers the equal probability to select the vacua. In this work,…
We consider the continuous-time random walk of a particle in a two-dimensional self-affine quenched random potential of Hurst exponent $H>0$. The corresponding master equation is studied via the strong disorder renormalization procedure…
In this paper, we study a stochastically driven non-equilibrium quantum system where the driving protocols consist of hopping and waiting processes. The waiting times between two hopping processes satisfy a heavy-tailed distribution. By…
A relation between the effective diffusion coefficient in a lattice with random site energies and random trasition rates and the macroscopic conductivity in a random resistor network allows for elucidating possible sources of anomalous…
We study the cluster size distribution of particles for a two-species exclusion process which involves totally asymmetric transport process of two oppositely directed species with stochastic directional switching of the species on a 1D…
Particle hopping is a common feature in heterogeneous media. We explore such motion by using the widely applicable formalism of the continuous time random walk and focus on the statistics of rare events. Numerous experiments have shown that…
Let ($\Sigma$, g) be a closed connected surface equipped with a riemannian metric. Let ($\lambda$ n) n$\in$N and ($\psi$ n) n$\in$N be the increasing sequence of eigenvalues and the sequence of corresponding L 2-normalized eigenfunctions of…
The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…
Many biophysical processes begin when the fastest searcher finds a target out of many random searchers, which is called an extreme or fastest first passage time (fFPT). In some models, (i) the fFPT vanishes logarithmically as the number of…
The problem of anomalous diffusion in momentum space is considered for plasma-like systems on the basis of a new collision integral, which is appropriate for consideration of the probability transition function (PTF) with long tails in…
We consider the Gaussian free field $\varphi$ on $\mathbb{Z}^2$ at large spatial scales $N$ and give sharp bounds on the probability $\theta(a,N)$ that the radius of a finite cluster in the excursion set $\{\varphi \geq a\}$ on the…
Starting from a master equation in a quantum Hamiltonian form and a coupling to a heat bath we derive an evolution equation for a collective hopping process under the influence of a stochastic energy landscape. There results different…
Infiltration of anomalously diffusing particles from one material to another through a biased interface is studied using continuous time random walk and Levy walk approaches. Subdiffusion in both systems may lead to a net drift from one…
The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…
The diffusion equation \partial_t\phi = \nabla^2\phi is considered, with initial condition \phi( _x_ ,0) a gaussian random variable with zero mean. Using a simple approximate theory we show that the probability p_n(t_1,t_2) that \phi( _x_…
An asymmetric exclusion process with $N$ particles on $L$ sites is considered where particles can move one or two sites per infinitesimal time-step. An exact analysis for N=2 and a mean-field theory in comparison with simulations show…
A one-dimensional, continuous, regular, and strong Markov process $X$ with state space $E$ hits any point $z \in E$ fast with positive probability. To wit, if $\tau_z = \inf \{t \geq 0:X_{t} = z\}$, then $P_\xi({ \tau}_z<\varepsilon)>0$ for…