Related papers: Characterization of stationary distributions of re…
We observe that the reflection and transmission coefficients of a particle within a double, PT symmetric heterojunction with spatially varying mass, show interesting features, depending on the degree of non Hermiticity, although there is no…
We study the behavior of a point particle incident from the left on a slab of a randomly diluted triangular array of circular scatterers. Various scattering properties, such as the reflection and transmission probabilities and the…
The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…
Let $G$ be a simply connected, connected completely solvable Lie group with Lie algebra $\mathfrak{g}=\mathfrak{p}+\mathfrak{m}.$ Next, let $\pi$ be an infinite-dimensional unitary irreducible representation of $G$ obtained by inducing a…
A key optical parameter characterizing the existence of negative refraction in a thin layer of a composite material is the effective refractive index of an equivalent, homogenized layer with the same physical thickness as the initial…
Measurements have been made of the probability distribution of total transmission of microwave radiation in waveguides filled with randomly positioned scatterers which would have values of the dimensionless conductance g near unity. The…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…
We prove a formula expressing the gradient of the phase function of a function $f: \mathbb R^d \mapsto \mathbb C$ as a normalized first frequency moment of the Wigner distribution for fixed time. The formula holds when $f$ is the Fourier…
Lattice QCD spectra can be used to constrain partial-wave scattering amplitudes that, while satisfying unitarity, do not have to respect crossing symmetry and analyticity. This becomes a particular problem when extrapolated far from real…
Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with state space the d-dimensional nonnegative orthant, in the interior of which the processes evolve according to a Brownian motion, and that reflect against the…
This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…
Consider a reflected jump-diffusion on the positive half-line. Assume it is stochastically ordered. We apply the theory of Lyapunov functions and find explicit estimates for the rate of exponential convergence to the stationary…
In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…
We develop the mathematics of a filtration shrinkage model that has recently been considered in the credit risk modeling literature. Given a finite collection of points $x_1<...<x_N$ in $\mathbb{R}$, the region indicator function $R(x)$…
Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion…
We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…
We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…
We obtain a Liouville property for stationary diffusions in random environment which are small, isotropic perturbations of Brownian motion in spacial dimension greater than two. Precisely, we prove that, on a subset of full probability, the…
We present a semi-phenomenological treatment of light transmission through and its reflection from a ferrofluid, which we regard as a magnetically tunable system of dense random dielectric scatterers with weak dissipation. Partial spatial…
This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…