Related papers: The killed Brox diffusion
We study the statistics of last-passage time for linear diffusions. First we present an elementary derivation of the Laplace transform of the probability density of the last-passage time, thus recovering known results from the mathematical…
The two-parameter Poisson-Dirichlet diffusion takes values in the infinite ordered simplex and extends the celebrated infinitely-many-neutral-alleles model, having a two-parameter Poisson-Dirichlet stationary distribution. Here we identify…
We study Sturm-Liouville operators on closed sets of a special structure, which are sometimes referred as time scales and often appear in modelling various real processes. Depending on the set structure, such operators unify both…
The extended-domain method is a strategy for applying spectral methods to complex geometries. Its stability is complicated by the ill-conditioning of the Fourier extension frame. This paper provides a rigorous analysis of the method's…
The inverse spectral problem is studied for the Sturm-Liouville operator with a complex-valued potential and arbitrary entire functions in one of the boundary conditions. We obtain necessary and sufficient conditions for uniqueness, and…
We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…
We discuss direct and inverse spectral theory of self-adjoint Sturm-Liouville relations with separated boundary conditions in the left-definite setting. In particular, we develop singular Weyl-Titchmarsh theory for these relations.…
Consideration is given to the continuous-time supercritical branching random walk over a multidimensional lattice with a finite number of particle generation sources of the same intensity both with and without constraint on the variance of…
This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…
It is known that a properly rescaled version of Sinai's random walk converges in distribution to Brox's diffusion. In this article we quantify this convergence by considering a specific coupling between Sinai's walk and Brox's diffusion.…
We study the relaxation of a diffusive particle confined in an arbitrary external potential and subject to a non-Markovian resetting protocol. With a constant rate $r$, a previous time $\tau$ between the initial time and the present time…
For two independent L\'{e}vy processes $\xi$ and $\eta$ and an exponentially distributed random variable $\tau$ with parameter $q>0$ that is independent of $\xi$ and $\eta$, the killed exponential functional is given by $V_{q,\xi,\eta} :=…
We introduce and study a class of probabilistic generative models, where the latent object is a finite-dimensional diffusion process on a finite time interval and the observed variable is drawn conditionally on the terminal point of the…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…
In this paper, we apply the ideas of the matrix column based diffusion approach to define a new eigenvector computation algorithm of a stationary probability of a Markov chain.
A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…
We analyze diffusion-driven (Turing) instability of a reaction-diffusion system. The innovation is that we replace the traditional Laplacian diffusion operator with a combination of the fourth order bi-Laplacian operator and the second…
Propulsion of otherwise passive objects is achieved by mechanisms of active driving. We concentrate on cases in which the direction of active drive is subject to spontaneous symmetry breaking. In our case, this direction will be maintained,…
The basic mathematical properties of Green's functions used in statistical mechanics as well as the equations defining these functions and the techniques of solving these equations are reviewed. An approach is presented called the…