Related papers: Path probability of stochastic motion: A functiona…
In this work the dynamics of a freely jointed random chain which fluctuates at constant temperature in some viscous medium is studied. The chain is regarded as a system of small particles which perform a brownian motion and are subjected to…
There is given a method for estimation of a probability distribution tail in terms of characteristic function. Key words: characteristic function; tail of a distribution.
We calculate the propagator of a particle caught in a Paul trap and subject to the continuous quantum measurement of its position. The probabilities of the measurement outputs, the possible trajectories of the particle, are also found. This…
A stochastic algorithm is proposed, finding the set of generalized means associated to a probability measure on a compact Riemannian manifold M and a continuous cost function on the product of M by itself. Generalized means include p-means…
We present analytical investigations of a multiplicative stochastic process that models a simple investor dynamics in a random environment. The dynamics of the investor's budget, $x(t)$, depends on the stochasticity of the return on…
We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
This essay is an attempted to address, from a modern perspective, the motion of a particle. Quantum mechanically, motion consists of a series of localizations due to repeated interactions that, taken close to the limit of the continuum,…
Recently there has been increasing interest in alternate methods to compute quantum tunneling in field theory. Of particular interest is a stochastic approach which involves (i) sampling from the free theory Gaussian approximation to the…
We generalize and extend the stochastic path integral formalism and action principle for continuous quantum measurement introduced in [A. Chantasri, J. Dressel and A. N. Jordan, Phys. Rev. A {\bf 88}, 042110 (2013)], where the optimal…
In this paper we create a model of particle motion on a three-dimensional lattice using discrete random walk with small steps. We rigorously construct a probability space of the particle trajectories. Unlike deterministic approach in…
A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approximate approach is offerred that effectively propagates the statistics in time. Loss of…
We analyze the structure of stochastic dynamics near either a stable or unstable fixed point, where force can be approximated by linearization. We find that a cost function that determines a Boltzmann-like stationary distribution can always…
The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…
We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…
We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $\sigma$-additivity in probability and continuity of paths. The…
We propose here some new sampling algorithms for Path Sampling in the case when stochastic dynamics are used. In particular, we present a new proposal function for equilibrium sampling of paths with a Monte-Carlo dynamics (the so-called…
Stochastic localization is a pathwise analysis technique originating from convex geometry. This paper explores certain algorithmic aspects of stochastic localization as a computational tool. First, we unify various existing stochastic…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…