Related papers: The reversibility and an SPDE for the generalized …
This paper introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…
Quantum evolution of a collective mode of a Bose-Einstein condensate containing a finite number N of particles shows the phenomena of collapses and revivals. The characteristic collapse time depends on the scattering length, the initial…
By symmetry of the partial differential equation L'\phi'(x')=0 with respect to the variables replacement x'=x'(x), \phi'=\phi'(\Phi\phi) it is advanced to understand the compatibility of engaging equations system A\phi'(\Phi\phi)=0,…
We discuss the definition of quantum probability in the context of "timeless" general--relativistic quantum mechanics. In particular, we study the probability of sequences of events, or multi-event probability. In conventional quantum…
Consider N particles moving independently, each one according to a subcritical continuous-time Galton-Watson process unless it hits 0, at which time it jumps instantaneously to the position of one of the other particles chosen uniformly at…
We consider several sequences of random variables whose Fourier-Laplace transforms present the same type of \textit{splitting phenomenon} when suitably rescaled by the Fourier-Laplace transform of a Poisson-distributed random variable…
The continuity equation relating the change in time of the position probability density to the gradient of the probability current density is generalized to PT-symmetric quantum mechanics. The normalization condition of eigenfunctions is…
We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…
Gaussian process (GP) regression with 1D inputs can often be performed in linear time via a stochastic differential equation formulation. However, for non-Gaussian likelihoods, this requires application of approximate inference methods…
This paper studies the first hitting times of generalized Poisson processes $N^f(t)$, related to Bernstein functions $f$. For the space-fractional Poisson processes, $N^\alpha(t)$, $t>0$ (corresponding to $f= x^\alpha$), the hitting…
We study the asymptotic behaviour of stochastic processes that are generated by sums of partial sums of i.i.d. random variables and their renewals. We conclude that these processes cannot converge weakly to any nondegenerate random element…
We discuss dual time evolution scenarios which, albeit running according to the same real time clock, in each considered case may be mapped among each other by means of an analytic continuation in time. This dynamical duality is a generic…
We show that time-reflection symmetry in periodically driven (Floquet) quantum systems enables an inherently nonequilibrium phenomenon structurally similar to quantum-mechanical sypersymmetry. In particular, we find Floquet analogues of the…
The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…
Diffeomorphism-induced symmetry transformations and time evolution are distinct operations in generally covariant theories formulated in phase space. Time is not frozen. Diffeomorphism invariants are consequently not necessarily constants…
We extend the spatial $\Lambda$-Fleming-Viot process introduced in [Electron. J. Probab. 15 (2010) 162-216] to incorporate recombination. The process models allele frequencies in a population which is distributed over the two-dimensional…
Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…
The current-voltage characteristics through a metallic quantum dot which is well coupled to a metallic lead are measured. It is shown that the I-V curves are composed of two contributions. One is a suppression of the tunneling conductivity…
Fluctuation theorems may be partitioned into those that apply the probability measure under the original stochastic process to reversed paths, and those that construct a new, adjoint measure by similarity transform, which locally reverses…
We introduce a generalized notion of semilinear elliptic partial differential equations where the corresponding second order partial differential operator $L$ has a generalized drift. We investigate existence and uniqueness of generalized…