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Related papers: Monitoring L\'evy-Process Crossovers

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We obtain explicit expressions for the long range correlations in the ABC model and in diffusive models conditioned to produce an atypical current of particles.In both cases, the two-point correlation functions allow to detect the…

Statistical Mechanics · Physics 2011-11-29 T. Bodineau , B. Derrida , V. Lecomte , F. van Wijland

We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…

Statistical Mechanics · Physics 2020-08-26 Amin Padash , Aleksei V. Chechkin , Bartłomiej Dybiec , Marcin Magdziarz , Babak Shokri , Ralf Metzler

Several two-boundary problems are solved for a special L\'{e}vy process: the Poisson process with an exponential component. The jumps of this process are controlled by a homogeneous Poisson process, the positive jump size distribution is…

Probability · Mathematics 2016-08-14 Tetyana Kadankova , Noël Veraverbeke

We develop an analytical diffusion-equation-type approximation scheme for the one-dimensional coagulation reaction A+A->A with partial reaction probability on particle encounters which are otherwise hard-core. The new approximation…

Condensed Matter · Physics 2010-10-12 V. Privman , C. R. Doering , H. L. Frisch

In this article a fractional cross-diffusion system is derived as the rigorous many-particle limit of a multi-species system of moderately interacting particles that is driven by L\'{e}vy noise. The form of the mutual interaction is…

Analysis of PDEs · Mathematics 2021-12-08 Esther S. Daus , Mariya Ptashnyk , Claudia Raithel

We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…

Chaotic Dynamics · Physics 2007-05-23 C. P. Dettmann , E. G. D. Cohen

We describe a QCD based model which incorporates the main properties of the inclusive particle distributions expected for diffractive processes, including the diffractive dissociation at high energies. We study, in turn, the total cross…

High Energy Physics - Phenomenology · Physics 2021-03-17 V. A. Khoze , A. D. Martin , M. G. Ryskin

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Roberto Miele , Niklas Linde

We consider the propagation of a single particle in a random chain, assisted by the coupling to dispersive bosons. Time evolution treated with rate equations for hopping between localized states reveals a qualitative difference between…

Strongly Correlated Electrons · Physics 2018-10-04 P. Prelovsek , J. Bonca , M. Mierzejewski

The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the…

Probability · Mathematics 2007-05-23 Antoine Lejay , Miguel Martinez

Using statistical physics methods, we study generative diffusion models in the regime where the dimension of space and the number of data are large, and the score function has been trained optimally. Our analysis reveals three distinct…

Machine Learning · Computer Science 2025-01-08 Giulio Biroli , Tony Bonnaire , Valentin de Bortoli , Marc Mézard

The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probability to a constant (governed by a reference large deviation…

Probability · Mathematics 2025-04-29 Neha Gupta , Claudio Macci

In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called L\'evy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the…

Probability · Mathematics 2016-04-14 Nikola Sandrić

The nonequilibrium phase transition in a system of diffusing, coagulating particles in the presence of a steady input and evaporation of particles is studied. The system undergoes a transition from a phase in which the average number of…

Statistical Mechanics · Physics 2009-11-10 R. Rajesh

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

Biological Physics · Physics 2021-08-12 Nicholas Ilow , Gary W. Slater

We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…

Statistical Mechanics · Physics 2010-12-14 S. L. Narasimhan , A. Baumgaertner

We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of…

Statistical Mechanics · Physics 2017-01-25 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

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…

Statistical Mechanics · Physics 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…

Statistics Theory · Mathematics 2020-10-28 Shogo H Nakakita , Masayuki Uchida

Diffusion models have emerged as powerful generative frameworks by progressively adding noise to data through a forward process and then reversing this process to generate realistic samples. While these models have achieved strong…

Machine Learning · Computer Science 2025-03-04 Xingzhuo Guo , Yu Zhang , Baixu Chen , Haoran Xu , Jianmin Wang , Mingsheng Long