Related papers: Explicit Densities of Multidimensional L\'evy Walk…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
A L{\'e}vy walk of order $\beta$ is studied on an interval of length $L$, driven out of equilibrium by different-density boundary baths. The anomalous current generated under these settings is nonlocally related to the density profile…
We consider partially directed walks crossing a $L\times L$ square weighted according to their length by a fugacity $t$. The exact solution of this model is computed in three different ways, depending on whether $t$ is less than, equal to…
Given a low frequency sample of an infinitely divisible moving average random field $\{\int_{\mathbb{R}^d} f(x-t)\Lambda(dx); \ t \in \mathbb{R}^d \}$ with a known simple function $f$, we study the problem of nonparametric estimation of the…
Recently, anomalous superdiffusion of ultra cold 87Rb atoms in an optical lattice has been observed along with a fat-tailed, L\'evy type, spatial distribution. The anomalous exponents were found to depend on the depth of the optical…
In this work, we consider moments of exponential functionals of L\'{e}vy processes on a deterministic horizon. We derive two convolutional identities regarding these moments. The first one relates the complex moments of the exponential…
We study the asymptotic behavior of the critical density of the activated random walk model as the sleep rate $\lambda$ tends to $0$ and $\infty$. For large $\lambda$, we prove new lower bounds in dimensions 1 and 2, showing that in one…
We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…
A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…
Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…
By using Bismut's approach about the Malliavin calculus with jumps, we study the regularity of the distributional density for SDEs driven by degenerate additive L\'evy noises. Under full H\"ormander's conditions, we prove the existence of…
The density of polynomials in a weighted space of infinitely differentiable functions in a multidimensional real space is proved under minimal conditions on weight functions and on differences between weight functions. We apply this result…
In this article densities (and their derivatives) of subordinators and inverse subordinators are considered. Under minor restrictions, generally milder than the existing in the literature, using a useful modification of the saddle point…
Emerging sampling algorithms based on normalizing flows have the potential to solve ergodicity problems in lattice calculations. Furthermore, it has been noted that flows can be used to compute thermodynamic quantities which are difficult…
Lebesgue integration of derivatives of strongly-oscillatory functions is a recurring challenge in computational science and engineering. Integration by parts is an effective remedy for huge computational costs associated with Monte Carlo…
Bacterial swarms display intriguing dynamical states like active turbulence. Using a hydrodynamic model we now show that such dense active suspensions manifest super-diffusion, via L\'evy walks, which masquerades as a crossover from…
For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…
We prove three results on the existence of densities for the laws of finite dimensional functionals of the solutions of the stochastic Navier-Stokes equations in dimension 3. In particular, under very mild assumptions on the noise, we prove…
This paper gives a general introduction to two-dimensional functional walks with particular attention to notation and definition. We also give applications of functional walks and a visual overview of some walks generated by $f(n)=n^2$ and…
We find a lower bound for the Hausdorff dimension that a Liouville Brownian motion spends in $\alpha$-thick points of the Gaussian Free Field, where $\alpha$ is not necessarily equal to the parameter used in the construction of the…