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We consider the long-time behaviour of a branching random walk in random environment on the lattice $\Z^d$. The migration of particles proceeds according to simple random walk in continuous time, while the medium is given as a random…
The Green's function method has applications in several fields in Physics, from classical differential equations to quantum many-body problems. In the quantum context, Green's functions are correlation functions, from which it is possible…
We study semi-martingale obliquely reflected Brownian motion with drift in the first quadrant of the plane in the transient case. Our main result determines a general explicit integral expression for the moment generating function of…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
We revisit the problem of estimates of moments of random n-dimensional matrices of Wigner ensemble by using the approach elaborated by Ya. Sinai and A. Soshnikov and further developed by A. Ruzmaikina. Our main subject is given by the…
The fractional Brownian motion (fBm) is a paradigmatic strongly non-Markovian process with broad applications in various fields. Despite their importance, the properties of the territory covered by a $d$-dimensional fBm have remained…
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covariance function is obtained. Similarly, the correlation and…
We construct a new functional for the single particle Green's function, which is a variant of the standard Baym Kadanoff functional. The stability of the stationary solutions to the new functional is directly related to aspects of the…
Brownian motions on a metric graph are defined, their Feller property is proved, and their generators are characterized. This yields a version of Feller's theorem for metric graphs.
We present a non-perturbative approach to the problem of quasiparticles coupled to spin-fluctuations. If the fully dressed spin-fluctuation propagator is used in the Feynman graph expansion of the single-particle Green's function, the…
The single-particle Green's function (GF) of mesoscopic structures plays a central role in mesoscopic quantum transport. The recursive GF technique is a standard tool to compute this quantity numerically, but it lacks physical transparency…
Fractional electromagnetic field theory describes electromagnetic wave propagation through the complex, nonlocal, dissipative, fractal and also recent artificially engineered materials know as fractional metamaterials. In this theory using…
The Non-equilibrium Green's function (NEGF) formalism is a particularly powerful method to simulate the quantum transport properties of nanoscale devices such as transistors, photo-diodes, or memory cells, in the ballistic limit of…
Stochastic integration w.r.t. fractional Brownian motion (fBm) has raised strong interest in recent years, motivated in particular by applications in finance and Internet traffic modelling. Since fBm is not a semi-martingale, stochastic…
This paper is concerned with Random walk approximations of the Brownian motion on the Affine group Aff(R). We are in particular interested in the case where the innovations are discrete. In this framework, the return probability of the walk…
In this work we compare two fundamentally different approaches to the electronic transport in deformed graphene: a) the condensed matter approach in which current flow paths are obtained by applying the non-equilibrium Green's function…
Generating random graphs to model networks has a rich history. In this paper, we analyze and improve upon the multifractal network generator (MFNG) introduced by Palla et al. We provide a new result on the probability of subgraphs existing…
A new method to improve the accuracy and efficiency of characteristic mode (CM) decomposition for perfectly conducting bodies is presented. The method uses the expansion of the Green dyadic in spherical vector waves. This expansion is…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
The composite Fermion (CF) picture offers a simple intuitive way of understanding many of the surprising properties of a strongly interacting two-dimensional electron fluid in a large magnetic field. The simple way in which the mean field…