Related papers: Levy flights in a box
We address the problem of two interacting atoms of different species inside a cavity and find the explicit solutions of the corresponding eigenvalues and eigenfunctions using a new invariant. This model encompasses various commonly used…
Explicit solution of an infinite horizon optimal stopping problem for a Levy processes with a polynomial reward function is given, in terms of the overall supremum of the process, when the solution of the problem is one-sided. The results…
We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($\R$-valued) L\'evy process on a Riemannian manifold. The support of the measure of jumps in the L\'evy--Khintchine…
We analyze the behavior of a quantum system described by a one-dimensional asymmetric potential consisting of a step plus a harmonic barrier. We solve the eigenvalue equation by the integral representation method, which allows us to…
The path integral quantization method is applied to a relativistically covariant version of the Hopfield model, which represents a very interesting mesoscopic framework for the description of the interaction between quantum light and…
In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…
A common challenge faced in quantum physics is finding the extremal eigenvalues and eigenvectors of a Hamiltonian matrix in a vector space so large that linear algebra operations on general vectors are not possible. There are numerous…
The purpose of this article is to introduce a new L\'evy process, termed Variance Gamma++ process, to model the dynamic of assets in illiquid markets. Such a process has the mathematical tractability of the Variance Gamma process and is…
In this paper we present a stepwise construction of the path integral over relativistic orbits in Euclidean spacetime. It is shown that the apparent problems of this path integral, like the breakdown of the naive Chapman-Kolmogorov…
Quantum tunneling is mostly discussed in the Euclidean path integral formalism using instantons. On the other hand, it is difficult to understand quantum tunneling based on the real-time path integral due to its oscillatory nature, which…
We describe basic motivations behind quantum or noncommutative probability, introduce quantum L\'evy processes on compact quantum groups, and discuss several aspects of the study of the latter in the example of quantum permutation groups.…
Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…
This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…
We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…
The path integral for a point particle in a Coulomb potential is solved in momentum space. The solution permits us to give for the first time a negative answer to an old question of quantum mechanics in curved spaces raised in 1957 by…
We describe a midi-superspace quantization scheme for generic single horizon black holes in which only the spatial diffeomorphisms are fixed. The remaining Hamiltonian constraint yields an infinite set of decoupled eigenvalue equations: one…
We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…
Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…
We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these…
In holonomic quantum computation, quantum logic gates are realized by cyclic parallel transport of the computational space. The resulting quantum gate corresponds to the holonomy associated with the closed path traced by the computational…