Related papers: Computing Large Deviations of First-Passage-Time S…
We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily…
Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…
We propose a scheme for realizing the scalable quantum computation based on nonidentical quantum dots trapped in a single-mode waveguide. In this system, the quantum dots simultaneously interact with a large detuned waveguide and classical…
Measurements of single electron tunneling through a quantum dot using a quantum point contact as charge detector have been performed for very long time traces with very large event counts. This large statistical basis is used for a detailed…
In this paper, we study Ornstein-Uhlenbeck processes with Markov modulation, whose parameters depend on an external underlying two-state Markov process. Conditional mean and variance of such processes under given modulation are investigated…
First passage percolation on $\mathbb{Z}^2$ is a model for describing the spread of an infection on the sites of the square lattice. The infection is spread via nearest neighbor sites and the time dynamic is specified by random passage…
Large deviations for additive path functionals of stochastic dynamics and related numerical approaches have attracted significant recent research interest. We focus on the question of convergence properties for cloning algorithms in…
Stochastic interpolants offer a robust framework for continuously transforming samples between arbitrary data distributions, holding significant promise for generative modeling. Despite their potential, rigorous finite-time convergence…
We consider the particle current in the asymmetric avalanche process on a ring. It is known to exhibit a transition from the intermittent to continuous flow at the critical density of particles. The exact expressions for the first two…
We study the full counting statistics of current of large open systems through the application of random matrix theory to transition-rate matrices. We develop a method for calculating the ensemble-averaged current-cumulant generating…
In this paper, we describe two computational methods for calculating the cumulative distribution function and the upper quantiles of the maximal difference between a Brownian bridge and its concave majorant. The first method has two…
We develop a real-time Full Configuration Interaction Quantum Monte Carlo approach for the modeling of driven-dissipative open quantum systems. The method enables stochastic sampling of the Liouville-von-Neumann time evolution of the…
In this paper we present a generating function approach to two counting problems in elementary quantum mechanics. The first is to find the total ways of distributing identical particles among different states. The second is to find the…
As a first step in the first passage problem for passive tracer in stratified porous media, we consider the case of a two-dimensional system consisting of two layers with different convection velocities. Using a lattice generating function…
We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…
The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…
For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…
Clustering techniques are very attractive for extracting and identifying patterns in datasets. However, their application to very large spatial datasets presents numerous challenges such as high-dimensionality data, heterogeneity, and high…
This paper provides a necessary and sufficient instruments condition assuring two-step generalized method of moments (GMM) based on the forward orthogonal deviations transformation is numerically equivalent to two-step GMM based on the…
In this paper, we establish a priori estimates for the positive solutions to a higher-order fractional Laplace equation on a bounded domain by a blowing-up and rescaling argument. To overcome the technical difficulty due to the high-order…