Related papers: First passage time processes and subordinated SLE
We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…
We consider an anisotropic needle-like Brownian particle with nematic symmetry confined in a $2D$ domain. For this system, the coupling of translational and rotational diffusion makes the process ${\bf x} (t)$ of the positions of the…
We investigate the first passage time t_{j,N} to a given chemical or Euclidean distance of the first j of a set of N>>1 independent random walkers all initially placed on a site of a disordered medium. To solve this order-statistics problem…
Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of…
Strong anomalous diffusion is characterized by asymptotic power-law growth of the moments of displacement, with exponents that do not depend linearly on the order of the moment. The exponents concerning small-order moments are dominated by…
Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a…
We study the first-passage properties of a jump process with constant drift where jump amplitudes and inter-arrival times follow arbitrary light-tailed distributions with smooth densities. Using a mapping to an effective discrete-time…
We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…
A random walk scheme, consisting of alternating phases of regular Brownian motion and L\'evy walks, is proposed as a model for run-and-tumble bacterial motion. Within the continuous-time random walk approach we obtain the long-time and…
We derive an expression for the mean square displacement of a particle whose motion is governed by a uniform, periodic, quantum multi-baker map. The expression is a function of both time, $t$, and Planck's constant, $\hbar$, and allows a…
We investigate the transport of a passive tracer in a two-dimensional stratified random medium with flow parallel and perpendicular to the strata. Assuming a Gaussian random flow with a Gaussian correlation function, it is not only possible…
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
The behavior of a confined spherical symmetric anomalous fluid under high external pressure was studied with Molecular Dynamics simulations. The fluid is modeled by a ore-softened potential with two characteristic length scales, which in…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
We investigate the dynamics of a single tracer exploring a course of fixed obstacles in the vicinity of the percolation transition for particles confined to the infinite cluster. The mean-square displacement displays anomalous transport,…
Many mathematical models of statistical physics in two dimensions are either known or conjectured to exhibit conformal invariance. Over the years, physicists proposed predictions of various exponents describing the behavior of these models.…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
The universal anomalous diffusion scaling is obtained for the semiclassical quantum Hall transition, which has been argued to describe samples with dissipation or correlated impurities. The results explain a discrepancy between existing…
We have studied the diffusion of a single particle on a one-dimensional lattice. It is shown that, for a self-similar distribution of hopping rates, the time dependence of the mean-square displacement follows an anomalous power law…