Related papers: Transition functions of diffusion processes with t…
Transition path theory (TPT) for diffusion processes is a framework for analysing the transitions of multiscale ergodic diffusion processes between disjoint metastable subsets of state space. Most methods for applying TPT involve the…
Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…
For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…
We analyze the transverse momentum dependent distribution and fragmentation functions in space-like and time-like hard processes involving at least two hadrons, in particular 1-particle inclusive leptoproduction, the Drell-Yan process and…
We prove the Vollhardt and Wolfle hypothesis that the irreducible vertex U_{kk'}(q) appearing in the Bethe--Salpeter equation contains a diffusion pole (with the observable diffusion coefficient D(\omega,q)) in the limit k+k'\to 0. The…
In this paper, we establish new quantitative convergence bounds for a class of functional autoregressive models in weighted total variation metrics. To derive our results, we show that under mild assumptions, explicit minorization and…
This paper is a natural continuation of \cite{Kr_20_2}, where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in…
The goal of this expository article is a fairly self-contained account of some averaging processes of functions along sequences of the form $(\alpha^n x)^{}_{n\in\mathbb{N}}$, where $\alpha$ is a fixed real number with $| \alpha | > 1$ and…
In this work, a mode of convergence for measurable functions is introduced. A related notion of Cauchy sequence is given and it is proved that this notion of convergence is complete in the sense that Cauchy sequences converge. Moreover, the…
In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…
We study the lattice reaction diffusion model 3A -> 4A, A -> 0 (``triplet creation") using numerical simulations and n-site approximations. The simulation results provide evidence of a discontinuous phase transition at high diffusion rates.…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We study the angular diffusion in a classical $d-$dimensional inertial XY model with interactions decaying with the distance between spins as $r^{-\alpha}$, wiht $\alpha\geqslant 0$. After a very short-time ballistic regime, with…
In a recent paper, Michael J. Saxton proposes to interpret as anomalous diffusion the occurrence of apparent transient sub-diffusive regimes in mean-squared displacements (MSD) plots, calculated from experimental trajectories of molecules…
We study transition probabilities of generalized functions as introduced by Colombeau and Gsponer. We formally introduz the study of H. Bohr almost periodic functions in the generalized context and use them to give exact values of…
In the recent series of papers (cond-mat/0402471, cond-mat/0403618, cond-mat/0407618, cond-mat/0501586), Janis and Kolorenc discussed the role of the diffision poles in the Anderson transition theory. Their picture contradicts the general…
In this paper we investigate the long time behavior of a family of diffusion processes with H\"older continuous diffusion terms on a compact set, these process arise naturally in random approximations of an ODE. We will prove that these…
Using some rigorous results by Wiener [(1930). {\em Acta Math.} {\bf 30}, 118-242] on the Fourier integral of a bounded function and the condition that small-angle scattering intensities of amorphous samples are almost everywhere…
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…
We use top-down holography to study the thermodynamics of a one-parameter family of three-dimensional, strongly coupled Yang-Mills-Chern-Simons theories with M-theory duals. For generic values of the parameter, the theories exhibit a mass…