Related papers: Convergence and Stationary Distributions for Walsh…
We derive from first principles a one-way radiative transfer equation for the wave intensity resolved over directions (Wigner transform of the wave field) in random media. It is an initial value problem with excitation from a source which…
Various astrophysical studies have motivated the investigation of the transport of high energy particles in magnetic turbulence, either in the source or en route to the observation sites. For strong turbulence and large rigidity, the…
The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…
Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…
We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…
Anomalous diffusion or, more generally, anomalous transport, with nonlinear dependence of the mean-squared displacement on the measurement time, is ubiquitous in nature. It has been observed in processes ranging from microscopic movement of…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
We obtain the angular distribution of the cosmic rays reaching an observer from an individual source and after propagation through a turbulent magnetic field, for different ratios between the source distance and the diffusion length. We…
Light refraction, i.e. the bending of the path of a light wave at the interface between two different dielectric media, is ubiquitous in optics. Refraction arises from the different speed of light and is unavoidable in continuous media…
Nonlinear waves emitted from a moving source are studied. A meandering spiral in a reaction-diffusion medium provides an example, where waves originate from a source exhibiting a back-and-forth movement in radial direction. The periodic…
We consider discrete-time branching random walks with a radially symmetric distribution. Independently of each other individuals generate offspring whose relative locations are given by a copy of a radially symmetric point process…
We study the angular process related to random walks in the Euclidean and in the non-Euclidean space where steps are Cauchy distributed. This leads to different types of non-linear transformations of Cauchy random variables which preserve…
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
Diffusive transport is among the most common phenomena in nature [1]. However, as predicted by Anderson [2], diffusion may break down due to interference. This transition from diffusive transport to localization of waves should occur for…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
The diffraction of stochastic point sets, both Bernoulli and Markov, and of random tilings with crystallographic symmetries is investigated in rigorous terms. In particular, we derive the diffraction spectrum of 1D random tilings, of…
The stationary distribution of the diffusion limit of the 2-island, 2-allele Wright-Fisher with small but otherwise arbitrary mutation and migration rates is investigated. Following a method developed by Burden and Tang (2016, 2017) for…
Inspired by allocation strategies in multi-armed bandit model, we propose a pathwise construction of Walsh spider diffusions. For any infinitesimal generator on a star shaped graph, there exists a unique time change associated with a…
The sliced-Wasserstein flow is an evolution equation where a probability density evolves in time, advected by a velocity field computed as the average among directions in the unit sphere of the optimal transport displacements from its 1D…