Related papers: Path-integrals and optimal paths for the fractiona…
We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…
Let $\mathcal P_2$ be the space of probability measures on $\R^d$ having finite second moment, and consider the Riemannian structure on $\mathcal P_2$ induced by the intrinsic derivative on the $L^2$-tangent space. By using stochastic…
Richard Feynman's method of path integrals is based on the fundamental assumption that a system starting at a point A and arriving at a point B takes all possible paths from A to B, with each path contributing its own (complex) probability…
The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…
We provide a new paradigm for quantum simulation that is based on path integration that allows quantum speedups to be observed for problems that are more naturally expressed using the path integral formalism rather than the conventional…
We explore the self-propulsion of an active Ornstein-Uhlenbeck particle with a non-linear velocity dependent friction. Using analytical approach and numerical simulation, we have exactly investigated the dynamical behaviour of the particle…
The precise description of quantum nuclear fluctuations in atomistic modelling is possible by employing path integral techniques, which involve a considerable computational overhead due to the need of simulating multiple replicas of the…
Adapting ideas of Daubechies and Klauder [J. Math. Phys. {\bf 26} (1985) 2239] we derive a rigorous continuum path-integral formula for the semigroup generated by a spin Hamiltonian. More precisely, we use spin-coherent vectors parametrized…
We propose a novel class of tempo-spatial Ornstein-Uhlenbeck processes as solutions to L\'evy-driven Volterra equations with additive noise and multiplicative drift. After formulating conditions for the existence and uniqueness of…
Dynamics of a system that performs a large fluctuation to a given state is essentially deterministic: the distribution of fluctuational paths peaks sharply at a certain optimal path along which the system is most likely to move. For the…
We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…
We consider noise-induced transition paths in randomly perturbed dynami- cal systems on a smooth manifold. The classical Freidlin-Wentzell large devia- tion theory in Euclidean spaces is generalized and new forms of action functionals are…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
Several integrate-to-threshold models with differing temporal integration mechanisms have been proposed to describe the accumulation of sensory evidence to a prescribed level prior to motor response in perceptual decision-making tasks. An…
Simulations of quantum systems with Hamiltonian classical stochastic noise can be challenging when the noise exhibits temporal correlations over a multitude of time scales, such as for $1/f$ noise in solid-state quantum information…
\noindent \textbf{Abstract}: We consider the parameter estimation problem for the Ornstein-Uhlenbeck process $X$ driven by a fractional Ornstein-Uhlenbeck process $V$, i.e. the pair of processes defined by the non-Markovian continuous-time…
Spatio-temporal modelling is an increasingly popular topic in Statistics. Our paper contributes to this line of research by developing the theory, simulation and inference for a spatio-temporal Ornstein-Uhlenbeck process. We conduct…
In Euclidean path integrals, quantum mechanical tunneling amplitudes are associated with instanton configurations. We explain how tunneling amplitudes are encoded in real-time Feynman path integrals. The essential steps are borrowed from…
We propose a generalization of the Ornstein-Uhlenbeck process in 1+1 dimensions which is the product of a temporal Ornstein-Uhlenbeck process with a spatial one and has exponentially decaying autocorrelation. The generalized Langevin…
We derive a semi-analytical form for the Wigner transform for the canonical density operator of a discrete system coupled to a harmonic bath based on the path integral expansion of the Boltzmann factor. The introduction of this simple and…