Related papers: Levy flights in a box
A new version of hidden variables theory founded on the generalisation of world's geometry is proposed. The quantum-mechanical motion as the motion in some "inner space", which has a structure of the integrable Weyl space is examined.…
Quantum tunneling is considered from the point of view of local realism. It is concluded that a quantum object tunneling through a potential barrier cannot be interpreted as a point-like particle because such an interpretation generates a…
We consider controlling the paths of a spectrally negative L\'evy process by two means: the subtraction of `taxes' when the process is at an all-time maximum, and the addition of `bailouts' which keep the value of the process above zero. We…
Some recent results concerning a particle confined in a one-dimensional box with moving walls are briefly reviewed. By exploiting the same techniques used for the 1D problem, we investigate the behavior of a quantum particle confined in a…
For a given L\'{e}vy process $X=(X_t)_{t\in\mathbb{R}_+}$ and for fixed $s\in \mathbb{R}_{+}\cup\{\infty\}$ and $t\in\mathbb{R}_+$ we analyse the {\it future drawdown extremes} that are defined as follows: \begin{eqnarray*} \overline…
We model the dynamics of a closed quantum system brought out of mechanical equilibrium, undergoing a non-driven, spontaneous, thermodynamic transformation. In particular, we consider a quantum particle in a box with a moving and insulating…
We discuss in a stochastic framework the interplay between Riemann-Liouville type operators applied to stochastic processes, real interpolation, bounded mean oscillation, and an approximation problem for stochastic integrals. We provide…
In this paper we study a queue with L\'evy input, without imposing any a priori assumption on the jumps being one-sided. The focus is on computing the transforms of all sorts of quantities related to the transient workload, assuming the…
The computation of anomalies in quantum field theory may be carried out by evaluating path integral Jacobians, as first shown by Fujikawa. The evaluation of these Jacobians can be cast in the form of a quantum mechanical problem, whose…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently,…
We study the small-time asymptotics of sample paths of L\'evy processes and L\'evy-type processes. Namely, we investigate under which conditions the limit $$\limsup_{t \to 0} \frac{1}{f(t)} |X_t-X_0|$$ is finite resp.\ infinite with…
We address an apparent conflict between the traditional canonical quantization framework of quantum theory and the spatially restricted quantum dynamics, when the translation invariance of the otherwise free quantum system is broken by…
Among Markovian processes, the hallmark of L\'evy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that L\'evy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that…
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…
We study spectral-theoretic properties of non-self-adjoint operators arising in the study of one-dimensional L\'evy processes with completely monotone jumps with a one-sided barrier. With no further assumptions, we provide an integral…
Path-integral approach in imaginary and complex time has been proven successful in treating the tunneling phenomena in quantum mechanics and quantum field theories. Latest developments in this field, the proper valley method in imaginary…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
In this paper we analyze the transient behavior of the workload process in a L\'evy input queue. We are interested in the value of the workload process at a random epoch; this epoch is distributed as the sum of independent exponential…