Related papers: Sticky-threshold diffusions, local time approximat…
We study theoretically the spatial correlations between the intensities measured at the input and output planes of a disordered scattering medium. We show that at large optical thicknesses, a long-range spatial correlation persists and…
We have measured pulsed microwave transmission through quasi-1D samples with lengths up to three localization lengths. For times approaching four times the diffusion time \tau_D, transmission is diffusive in accord with the self-consistent…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
Locally stationary Hawkes processes have been introduced in order to generalise classical Hawkes processes away from stationarity by allowing for a time-varying second-order structure. This class of self-exciting point processes has…
In this paper, we develop a novel high-dimensional time-varying coefficient estimation method, based on high-dimensional It\^o diffusion processes. To account for high-dimensional time-varying coefficients, we first estimate local (or…
Wave reflection and refraction at a time interface follow different conservation laws compared to conventional scattering at a spatial interface. This study presents the experimental demonstration of refraction and reflection of flexural…
In heterogeneous environments, the diffusivity is not constant but changes with time. It is important to detect changes in the diffusivity from single-particle-tracking trajectories in experiments. Here, we devise a novel method for…
The diffusion model is used to calculate the time-averaged flow of particles in stochastic media and the propagation of waves averaged over ensembles of disordered static configurations. For classical waves exciting static disordered…
We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…
In this article, we consider diffusion approximations for a general class of stochastic recursions. Such recursions arise as models for population growth, genetics, financial securities, multiplicative time series, numerical schemes and…
We study diffusion of particles in large-scale simulations of one-dimensional stochastic sandpiles, in both the restricted and unrestricted versions. The results indicate that the diffusion constant scales in the same manner as the activity…
This is the first part in a series of two papers that concern with the quantitative analysis of the electromagnetic field enhancement and anomalous diffraction by a periodic array of subwavelength slits. The scattering problem in the…
The aim of this work is to investigate to what extent the structural properties of a short-range square-well (SW) fluid of range $\lambda$ at a given packing fraction and reduced temperature can be represented by those of a…
The scattering of quasiperiodic waves for a two-dimensional Helmholtz equation with a constant refractive index perturbed by a function which is periodic in one direction and of finite support in the other is considered. The scattering…
We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked…
We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
Spectral interference, the frequency counterpart of the beating phenomenon in the time domain, can severely distort time-frequency representations (TFRs) in physical applications. We study this phenomenon for the short-time Fourier…
We study the optical properties of crystals with spatial dispersion and show that the usual Fresnel approach becomes invalid near frequencies where the group velocity of the wave packets inside the crystal vanishes. Near these special…
We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…