Related papers: Slow diffusion by Markov random flights
Slow-light media are of interest in the context of quantum computing and enhanced measurement of quantum effects, with particular emphasis on using slow-light with single photons. We use light-in-flight imaging with a single photon…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
In this two--part study, we present the development and analysis of a stochastic theory for characterizing the relative positions of monodisperse, low-inertia particle pairs that are settling rapidly in homogeneous isotropic turbulence. In…
In this paper we study random flights in R^d with displacements possessing Dirichlet distributions of two different types and uniformly oriented. The randomization of the number of displacements has the form of a generalized Poisson process…
The dynamics of a point particle in a periodic array of spherical scatterers converges, in the limit of small scatterer size, to a random flight process, whose paths are piecewise linear curves generated by a Markov process with memory two.…
We present a detailed analysis of random motions moving in higher spaces with a natural number of velocities. In the case of the so-called minimal random dynamics, under some wide assumptions, we show the joint distribution of the position…
A geometrically invariant concept of fast-slow vector fields perturbed by transport terms (describing molecular diffusion processes) is proposed in this paper. It is an extension of our concept of singularly perturbed vector fields to…
Front propagation in two dimensional steady and unsteady cellular flows is investigated in the limit of very fast reaction and sharp front, i.e., in the geometrical optics limit. In the steady case, by means of a simplified model, we…
We study properties of the (generalized) Dickman distribution with two parameters and the stationary solution of the Ornstein-Uhlenbeck stochastic differential equation driven by a Poisson process. In particular, we show that the marginal…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
In this paper we investigate jump-diffusion processes in random environments which are given as the weak solutions to SDE's. We formulate conditions ensuring existence and uniqueness in law of solutions. We investigate Markov property. To…
Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We investigate the dynamics of a single, overdamped colloidal particle, which is driven by a constant force through a one-dimensional periodic potential. We focus on systems with large barrier heights where the lowest-order cumulants of the…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
The imbalanced Hubbard model features a transition between dynamic regimes depending on the mass ratio and coupling strength between two different particle species. A slowdown of the lighter particle transport can be attributed to an…
In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…