Related papers: Path Integral Formulation of Anomalous Diffusion P…
We establish a necessary and sufficient condition for averages over complex valued weight functions on R^N to be represented as statistical averages over real, non-negative probability weights on C^N. Using this result, we show that many…
The various types of generalized Cattaneo, called also telegrapher's equation, are studied. We find conditions under which solutions of the equations considered so far can be recognized as probability distributions, \textit{i.e.} are…
We analyze the relaxation dynamics of Feynman-Kac path integral kernel functions in terms of branching diffusion processes with killing. This sheds new light on the admissible path-wise description of the relaxation to equilibrium for…
We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.
We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…
We derive an explicit formula for the fundamental solution $K_{T_{q+1}}(x,x_{0};t)$ to the discrete-time diffusion equation on the $(q+1)$-regular tree $T_{q+1}$ in terms of the discrete $I$-Bessel function. We then use the formula to…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
The (standard) average mixing matrix of a continuous-time quantum walk is computed by taking the expected value of the mixing matrices of the walk under the uniform sampling distribution on the real line. In this paper we consider…
We construct a path distribution representing the kinetic part of the Feynman path integral at discrete times similar to that defined by Thomas [1], but on a Hilbert space of paths rather than a nuclear sequence space. We also consider…
Continuous-time random walks (CTRW) play important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on stationary-state dynamics. We present a new theoretical approach,…
This paper describes the use of Feynman photon path integrals to compute the probability of detecting reflected, diffracted, and scattered photons at different points in space after interacting with conduction electrons. Five examples are…
A non-Markovian counting process, the `generalized fractional Poisson process' (GFPP) introduced by Cahoy and Polito in 2013 is analyzed. The GFPP contains two index parameters $0<\beta\leq 1$, $\alpha >0$ and a time scale parameter.…
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…
Fractional extensions of the cable equation have been proposed in the literature to describe transmembrane potential in spiny dendrites. The anomalous behavior has been related in the literature to the geometrical properties of the system,…
The Feynman path integral in p-adic quantum mechanics is considered. The probability amplitude ${\cal K}_p (x^{\prime\prime},t^{\prime\prime}; x^\prime,t^\prime)$ for one-dimensional systems with quadratic actions is calculated in an exact…
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 show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…
Statistics of classical Hamiltonian random walk of particle colliding with atoms of ideal gas is considered from viewpoint of earlier suggested exact pseudo-quantum path integral representation of the problem, and qualitative agreement is…
Feynman's path integral approach is studied in the framework of the Wigner-Dunkl deformation of quantum mechanics. We start with reviewing some basics from Dunkl theory and investigate the time evolution of a Gaussian wave packet, which…
We show how the scattering-into-cones and flux-across-surfaces theorems in Quantum Mechanics have very intuitive pathwise probabilistic versions based on some results by Carlen about large time behaviour of paths of Nelson diffusions. The…