Related papers: Diffusions and random walks with prescribed sub-Ga…
Let $M$ be the infinite spanning-tree-weighted random planar map, which is the local limit of finite random planar maps sampled with probability proportional to the number of spanning trees they admit. We show that a.s. the…
A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…
We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…
Davies' method of perturbed semigroups is a classical technique to obtain off-diagonal upper bounds on the heat kernel. However Davies' method does not apply to anomalous diffusions due to the singularity of energy measures. In this note,…
We introduce diffusion geometry as a new framework for geometric and topological data analysis. Diffusion geometry uses the Bakry-Emery $\Gamma$-calculus of Markov diffusion operators to define objects from Riemannian geometry on a wide…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
The paper has four goals. First, we want to generalize the classical concept of the branching property so that it becomes applicable for historical and genealogical processes (using the coding of genealogies by ($V$-marked) ultrametric…
We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…
In this article, we consider several models of random walks in one or several dimensions, additionally allowing, at any unit of time, a reset (or "catastrophe") of the walk with probability $q$. We establish the distribution of the final…
We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…
Let $(G,\rho)$ be a stationary random graph, and use $B^G_{\rho}(r)$ to denote the ball of radius $r$ about $\rho$ in $G$. Suppose that $(G,\rho)$ has annealed polynomial growth, in the sense that $\mathbb{E}[|B^G_{\rho}(r)|] \leq O(r^k)$…
We prove that sub-Gaussian heat kernel estimates are inherited from a diffusion process on the ambient space to the reflected diffusion process on a subset which is an inner uniform domain.
We introduce the Space-Time Markov Chain Approximation (STMCA) for a general diffusion process on a finite metric graph $\Gamma$. The STMCA is a doubly asymmetric (in both time and space) random walk defined on a subdivisions of $\Gamma$,…
We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…
Diffusion condensation is a dynamic process that yields a sequence of multiscale data representations that aim to encode meaningful abstractions. It has proven effective for manifold learning, denoising, clustering, and visualization of…
In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…
In this tutorial, we aim to directly recreate some of our "aha" moments when exploring the impact of heat diffusion on the spatial resolution limit of photothermal imaging. Our objective is also to communicate how this physical limit can…
An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…
We revisit the classical problem of diffusion of a scalar (or heat) released in a two-dimensional medium with an embedded periodic array of impermeable obstacles such as perforations. Homogenisation theory provides a coarse-grained…
We examine diffusion-limited aggregation generated by a random walk on Z with long jumps. We derive upper and lower bounds on the growth rate of the aggregate as a function of the number moments a single step of the walk has. Under various…