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In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…

Probability · Mathematics 2017-11-27 Vincent Bansaye , Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin

We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory…

Probability · Mathematics 2015-04-20 James Allen Fill , Vince Lyzinski

By means of analytical calculations and numerical simulations we study the diffusion properties in quasi-two-dimensional structures with two exciton subsystems with an exchange between them. The experimental realisation is possible in…

Statistical Mechanics · Physics 2024-07-18 Oluwafemi P. Adejumobi , Vladimir N. Mantsevich , Vladimir V. Palyulin

In every state of a quantum particle, Wigner's quasidistribution is the unique quasidistribution on the phase space with the correct marginal distributions for position, momentum, and all their linear combinations.

Quantum Physics · Physics 2022-01-19 Andreas Blass , Yuri Gurevich , Alexander Volberg

We study the dynamics of a generalization of quantum coin walk on the line which is a natural model for a diffusion modified by quantum or interference effects. In particular, our results provide surprisingly simple explanations to…

Quantum Physics · Physics 2007-05-23 A. Wojcik , T. Luczak , P. Kurzynski , A. Grudka , M. Bednarska

We consider an aggregation model with nonlinear diffusion in domains with boundaries and investigate the zero diffusion limit of its solutions. We establish the convergence of weak solutions for fixed times, as well as the convergence of…

Analysis of PDEs · Mathematics 2018-09-05 Razvan C. Fetecau , Mitchell Kovacic , Ihsan Topaloglu

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…

Probability · Mathematics 2022-02-14 Phil. Pollett

Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…

Statistical Mechanics · Physics 2009-11-11 L. Machura , M. Kostur , P. Talkner , J. Luczka , P. Hänggi

A quasi-infinitely divisible distribution on $\mathbb{R}$ is a probability distribution whose characteristic function allows a L\'evy-Khintchine type representation with a "signed L\'evy measure", rather than a L\'evy measure.…

Probability · Mathematics 2017-01-11 Alexander Lindner , Lei Pan , Ken-iti Sato

For a generalized scale function of standard processes, we characterize it as a unique solution to a Volterra type integral equation. This allows us to extend it to an entire function and to derive a useful identity that we call the…

Probability · Mathematics 2024-07-03 Kei Noba , Kosuke Yamato

Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…

Probability · Mathematics 2008-04-15 Richard F. Bass , Krzysztof Burdzy , Zhen-Qing Chen , Martin Hairer

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…

Statistical Mechanics · Physics 2015-06-19 Hiroshi Miki

We study a class of multi-species birth-and-death processes going almost surely to extinction and admitting a unique quasi-stationary distribution (qsd for short). When rescaled by $K$ and in the limit $K\to+\infty$, the realizations of…

Probability · Mathematics 2020-06-22 J. -R. Chazottes , P. Collet , S. Martínez , S. Méléard

Polarization quasiprobability distribution defined in the Stokes space shares many important properties with the Wigner function for the position and momentum. Most notably, they both give correct one-dimensional marginal probability…

Quantum Physics · Physics 2017-08-16 K. Yu. Spasibko , M. V. Chekhova , F. Ya. Khalili

Joint signal-idler photoelectron distributions of twin beams containing several tens of photons per mode have been measured recently. Exploiting a microscopic quantum theory for joint quasi-distributions in parametric down-conversion…

Quantum Physics · Physics 2009-11-13 Jan Perina , Jaromir Krepelka , Jan Perina , Maria Bondani , Alessia Allevi , Alessandra Andreoni

We provide complete structural theorems for the so-called quasiasymptotic behavior of non-quasianalytic ultradistributions. As an application of these results, we obtain descriptions of quasiasymptotic properties of regularizations at the…

Functional Analysis · Mathematics 2019-11-22 Lenny Neyt , Jasson Vindas

Dissipative systems can often exhibit wavelength-dependent loss rates. One prominent example is Rydberg polaritons formed by electromagnetically-induced transparency, which have long been a leading candidate for studying the physics of…

Quantum Physics · Physics 2021-10-27 C. L. Baldwin , P. Bienias , A. V. Gorshkov , M. J. Gullans , M. Maghrebi

Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…

Statistics Theory · Mathematics 2015-04-02 Clément Levrard

For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…

Probability · Mathematics 2014-12-25 Nicolas Champagnat , Denis Villemonais
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