English
Related papers

Related papers: Levy flights in a box

200 papers

Quantum tunneling in a many-body system is much more non-trivial than that in a one-body system. The most characteristic phenomenon is the mixed tunneling, which has been studied in many fields for decades. For instance, let us consider a…

High Energy Physics - Theory · Physics 2023-05-11 Yutaro Shoji

If a theory has more than one classically stable vacuum, quantum tunneling and thermal jumps make the transition between the vacua possible. The transition happens through a first order phase transition started by nucleation of a bubble of…

High Energy Physics - Theory · Physics 2015-05-26 Ali Masoumi

We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…

Probability · Mathematics 2011-03-22 David Applebaum

Quantum particle is considered confined in a toy-model potential possessing multiple minima. For the specific choice of the family of potentials (in the form of harmonic oscillator plus several logarithmic infinitely high but penetrable…

Quantum Physics · Physics 2019-04-15 Miloslav Znojil , František Růžička

In this contribution a path integral approach for the quantum motion on three-dimensional spaces according to Koenigs, for short``Koenigs-Spaces'', is discussed. Their construction is simple: One takes a Hamiltonian from three-dimensional…

Quantum Physics · Physics 2007-08-24 Christian Grosche

L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…

Statistical Mechanics · Physics 2015-05-14 R. Burioni , L. Caniparoli , S. Lepri , A. Vezzani

We discuss dual time evolution scenarios which, albeit running according to the same real time clock, in each considered case may be mapped among each other by means of an analytic continuation in time. This dynamical duality is a generic…

Statistical Mechanics · Physics 2009-09-18 Piotr Garbaczewski

The pricing of options in exponential Levy models amounts to the computation of expectations of functionals of Levy processes. In many situations, Monte-Carlo methods are used. However, the simulation of a Levy process with infinite Levy…

Computational Finance · Quantitative Finance 2014-02-07 El Hadj Aly Dia

In many random search processes of interest in chemistry, biology or during rescue operations, an entity must find a specific target site before the latter becomes inactive, no longer available for reaction or lost. We present exact results…

Statistical Mechanics · Physics 2024-02-16 Denis Boyer , Gabriel Mercado-Vásquez , Satya N. Majumdar , Grégory Schehr

The Feynman path integral representation of quantum theory is used in a non--parametric Bayesian approach to determine quantum potentials from measurements on a canonical ensemble. This representation allows to study explicitly the…

Quantum Physics · Physics 2007-05-23 J. C. Lemm , J. Uhlig , A. Weiguny

Integral transform method (Fourier or Laplace transform, etc) is more often effective to do the theoretical analysis for the stochastic processes. However, for the time-space coupled cases, e.g., L\'evy walk or nonlinear cases, integral…

Statistical Mechanics · Physics 2020-03-13 Pengbo Xu , Weihua Deng , Trifce Sandev

In this work we develop an alternative approach for solution of Quantum Trajectories using the Path Integral method. The state-of-the-art technique in the field is to solve a set of non-linear, coupled partial differential equations (PDEs)…

Quantum Physics · Physics 2021-02-16 Sagnik Ghosh , Swapan K. Ghosh

We study whether a multivariate L\'evy-driven moving average process can shadow arbitrarily closely any continuous path, starting from the present value of the process, with positive conditional probability, which we call the conditional…

Probability · Mathematics 2017-05-16 Mikko S. Pakkanen , Tommi Sottinen , Adil Yazigi

The path integral of four dimensional quantum gravity is restricted to conformally self-dual metrics. It reduces to integrals over the conformal factor and over the moduli space of conformally self--dual metrics and can be studied with the…

High Energy Physics - Theory · Physics 2014-11-18 Christof Schmidhuber

In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…

Probability · Mathematics 2022-12-14 Nafy Ngom , Aladji Babacar Niang , Soumaila Dembele , Gane Samb Lo

In this paper we analyse time change equations (TCEs) for L\'evy-type processes in detail. To this end we establish a connection between TCEs and classical one-dimensional initial value problems (IVPs) which are easier to handle. Properties…

Probability · Mathematics 2015-08-11 Paul Krühner , Alexander Schnurr

Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised version of Mecke's formula. En passant, it also allows to…

Probability · Mathematics 2018-09-25 Giovanni Conforti , Tetiana Kosenkova , Sylvie Roelly

This paper develops 'covariant tomography', a local framework for solving Inverse Boundary Value Problems (IBVP) for parallel transport equation on star-shaped domains. By integrating geometric decomposition with specific interior…

Mathematical Physics · Physics 2026-03-03 Radosław Antoni Kycia

This article is a brief introduction to quantum algorithms for the eigenvalue problem in quantum many-body systems. Rather than a broad survey of topics, we focus on providing a conceptual understanding of several quantum algorithms that…

Quantum Physics · Physics 2024-06-10 Dean Lee

A wide class of boundary problems in quantum mechanics is discussed by using path integrals. This includes motion in half-spaces, radial boxes, rings, and moving boundaries. As a preparation the formalism for the incorporation of…

High Energy Physics - Theory · Physics 2016-09-06 Christian Grosche