Related papers: The excursion set approach in non-Gaussian random …
Non-Gaussianity indicates complex dynamics related to extreme events or significant outliers. However, the correlation between non-Gaussianity and the dynamics of heterogeneous environments in anomalous diffusion remains uncertain. Inspired…
A simple random walk on a graph is a sequence of movements from one vertex to another where at each step an edge is chosen uniformly at random from the set of edges incident on the current vertex, and then transitioned to next vertex.…
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…
We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…
This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…
In this paper, we show how the structure of the landscape potential of the primordial Universe may be probed through the properties of the primordial density perturbations responsible for the origin of the cosmic microwave background…
If one accounts for correlations between scales, then nonlocal, k-dependent halo bias is part and parcel of the excursion set approach, and hence of halo model predictions for galaxy bias. We present an analysis that distinguishes between a…
It has been discovered that open quantum walks diffusively distribute in space, since they were introduced in 2012. Indeed, some limit distributions have been demonstrated and most of them are described by Gaussian distributions. We operate…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
The time of the first occurrence of a threshold crossing event in a stochastic process, known as the first passage time, is of interest in many areas of sciences and engineering. Conventionally, there is an implicit assumption that the…
This research considers Bayesian decision-analytic approaches toward the traversal of an uncertain graph. Namely, a traveler progresses over a graph in which rewards are gained upon a node's first visit and costs are incurred for every edge…
Characterizing the level of primordial non-Gaussianity (PNG) in the initial conditions for structure formation is one of the most promising ways to test inflation and differentiate among different scenarios. The scale-dependent imprint of…
We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…
We consider the quantum first detection problem for a particle evolving on a graph under repeated projective measurements with fixed rate $1/\tau$. A general formula for the mean first detected transition time is obtained for a quantum walk…
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…
We propose a picture of the fluctuations in branching random walks, which leads to predictions for the distribution of a random variable that characterizes the position of the bulk of the particles. We also interpret the $1/\sqrt{t}$…
We introduce a non-equilibrium discrete-time random walk model on multiplex networks, in which at each time step the walker first undergoes a random jump between neighboring nodes in the same layer, and then tries to hop from one node to…
The fluctuations generated by Inflation are nearly Gaussian in the simplest models, but may be non-Gaussian in more complex models, potentially leading to signatures in the late Universe. In particular, local type primordial non-Gaussianity…
The first passage time (FPT) distribution for random walk in complex networks is calculated through an asymptotic analysis. For network with size $N$ and short relaxation time $\tau\ll N$, the computed mean first passage time (MFPT), which…