Related papers: L{\'e}vy walks on finite intervals: A step beyond …
The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of…
Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…
Motivated by the consistency of a global anomaly with the second law of thermodynamics, we propose a form for the anomaly induced charge/energy transport in arbitrary even dimensions. In a given dimension, this form exhausts all second law…
The standard Levy walk is performed by a particle that moves ballistically between randomly occurring collisions, when the intercollision time is a random variable governed by a power-law distribution. During instantaneous collision events…
We study the transmission of random walkers through a finite-size inhomogeneous material with a quenched, long-range correlated distribution of scatterers. We focus on a finite one-dimensional structure where walkers undergo random…
Quantum walks on graphs can model physical processes and serve as efficient tools in quantum information theory. Once we admit random variations in the connectivity of the underlying graph, we arrive at the problem of percolation, where the…
Let $X=\{X_{t},t\in R_{+}\}$ be a symmetric L\'{e}vy process with local time $\{L^{x}_{t} ; (x,t)\in R^{1}\times R^{1}_{+}\}$. When the L\'{e}vy exponent $\psi(\la)$ is regularly varying at zero with index $1<\beta\leq 2$, and satisfies…
For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…
The motion of contaminant particles through complex environments such as fractured rocks or porous sediments is often characterized by anomalous diffusion: the spread of the transported quantity is found to grow sublinearly in time due to…
We consider heat transport in one-dimensional harmonic chains attached at its ends to Langevin heat baths. The harmonic chain has mass impurities where the separation $d$ between any two successive impurities is randomly distributed…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
We study chaotic dynamics and anomalous transport in a Bose-Hubbard chain in the semiclassical regime (the limit when the number of particles goes to infinity). We find that the system has mixed phase space with both regular and chaotic…
L\'evy flights and L\'evy walks serve as two paradigms of random walks resembling common features but also bearing fundamental differences. One of the main dissimilarities are discontinuity versus continuity of their trajectories and…
In this paper, we study the large $n$ asymptotics of the expected maximum of an $n$-step random walk/L\'evy flight (characterized by a L\'evy index $1<\mu\leq 2$) on a line, in the presence of a constant drift $c$. For $0<\mu\leq 1$, the…
In this work, we perform a detailed study of heat transport in one dimensional long-ranged anharmonic oscillator systems, such as the long-ranged Fermi-Pasta-Ulam-Tsingou model. For these systems, the long-ranged anharmonic potential decays…
Nonlinear conservation laws driven by L\'evy processes have solutions which, in the case of supercritical nonlinearities, have an asymptotic behavior dictated by the solutions of the linearized equations. Thus the explicit representation of…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
We study a random walk on a point process given by an ordered array of points $(\omega_k, \, k \in \mathbb{Z})$ on the real line. The distances $\omega_{k+1} - \omega_k$ are i.i.d. random variables in the domain of attraction of a…
We study the variable-length ensemble of self-avoiding walks on the complete graph. We obtain the leading order asymptotics of the mean and variance of the walk length, as the number of vertices goes to infinity. Central limit theorems for…
In this paper we study the asymptotic behaviour of a nonlocal nonlinear parabolic equation governed by a parameter. After giving the existence of unique branch of solutions composed by stable solutions in stationary case, we gives for the…