Related papers: Two-step asymptotics of scaled Dunkl processes
In this paper, we consider a two-dimensional sticky Brownian motion. Sticky Brownian motions can be viewed as time-changed semimartingale reflecting Brownian motions, which find applications in many areas including queueing theory and…
We study dissipative phase transitions in a system of two coupled fully-connected quantum Ising models interacting with an environment. The dynamics is governed by a Lindblad master equation combining coherent unitary evolution and…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…
A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…
Fluctuations are significant in mesoscopic systems and of particular importance in understanding quantum transport. Here, we show that fluctuations can be considered as a resource for the operations of open quantum systems as functional…
We study fluctuations of all co-existing energy exchange/transfer/transport processes in stationary periodic turbulence including those which average to zero and are not present in average cascade theories. We use a Helmholtz decomposition…
We study a class of degenerate diffusion generators that arise in sequential testing and quickest detection problems with partial information. The observation process is driven by $k$ independent Brownian motions, while the hidden state…
The origin of bimodal behavior in the residue distribution experimentally measured in heavy ion reactions is reexamined using Boltzmann-Uehling-Uhlenbeck simulations. We suggest that, depending on the incident energy and impact parameter of…
This paper establishes connection between discrete cosine transform (DCT) and 1st and 2nd order discrete-time fractional Brownian motion process. It is proved that the eigenvectors of the auto-covariance matrix of a 1st and 2nd order…
We explore the robustness of universal dynamical scaling behavior in a quantum system near criticality with respect to initialization in a large class of states with finite energy. By focusing on a homogeneous XY quantum spin chain in a…
The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed communication links. Popular models include infinite source…
In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian…
We systematically characterize the dynamical evolution of time-parity (PT )-symmetric two-level systems with spin-dependent dissipations. If the control parameters of the gap are linearly tuned with time, the dynamical evolution can be…
We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…
Eigenproblems frequently arise in theory and applications of stochastic processes, but only a few have explicit solutions. Those which do, are usually solved by reduction to the generalized Sturm--Liouville theory for differential…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…
Spontaneous symmetry breaking occurs in various equilibrium and nonequilibrium systems, where phase transitions are typically marked by a single critical point that separates ordered and disordered regimes. We reveal a novel phenomenon in…
In this paper we find a pathwise decomposition of a certain class of Brownian semistationary processes ($\mathcal{BSS}$) in terms of fractional Brownian motions. To do this, we specialize in the case when the kernel of the $\mathcal{BSS}$…
In this paper, we pursue the investigations started in \cite{Mas-You} where the authors provide a construction of the Dunkl intertwining operator for a large subset of the set of regular multiplicity values. More precisely, we make concrete…