Related papers: First-return statistics in bounded radiative trans…
We consider the inverse problem of reconstructing the scattering coefficient of a simple radiative transport equation (RTE) used to model light propagation inside a scattering medium. To do so, we extract information from the second term in…
To recover the three dimensional (3D) volumetric distribution of matter in an object, images of the object are captured from multiple directions and locations. Using these images tomographic computations extract the distribution. In highly…
We present a new method to compute the first crossing distribution in excursion set theory for the case of correlated random walks. We use a combination of the path integral formalism of Maggiore & Riotto, and the integral equation solution…
We study an inverse random obstacle scattering problems in $\mathbb{R}^2$ where the scatterer is formulated by a Gaussian process defined on the angular parameter domain. Equipped with a modified covariance function which is mathematically…
For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations.…
The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…
Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…
We derive photon counting statistics for an output field of a single-photon wave packet interacting with a quantum system (e.g. a quantum harmonic oscillator or a two-level atom). We determine the exclusive probability densities for the…
We derive an approximate formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape inside an elongated domain of a slowly varying axisymmetric profile. For this purpose, the original Poisson equation in…
Splitting probabilities quantify the likelihood of a given outcome out of competitive events. This key observable of random walk theory, historically introduced as the gambler's ruin problem, is well understood for memoryless (Markovian)…
Light transport in strongly scattering porous photocatalytic materials governs the spatial distribution of absorbed photons and therefore the generation of charge carriers driving photocatalytic reactions. Yet translating measured optical…
Photons in optical networks can be used in multi-path interferometry and various quantum information processing and communication protocols. Large networks, however, are often not free from defects, which can appear randomly between the…
We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm…
We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian…
Consistent quantum formalism based on the localized basis of the Wannirer functions in Heisenberg and Schrodinger pictures to describe propagation of electromagnetic field in a three dimensional media including diffraction is presented. In…
We present a unified view of the frequency dependence of the various scattering processes involved when a neutral hydrogen atom interacts with a monochromatic, linearly-polarized photon. A computational approach is employed of the atom…
We compute the limiting distribution of height of a random discrete excursion with step sets consisting of one positive step 1 and arbitrary finite set of non-positive integers. The limit law is the supremum of a Brownian excursion. This is…
In this work, we use valley-topological triangular resonators coupled to an input waveguide to evaluate the quality of the topological protection. To that purpose, we first analyze via numerical simulations the existence of backward…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
Monte Carlo dynamics of the lattice 48 monomers toy protein is interpreted as a random walk in an abstract (discrete) space of conformations. To test the geometry of this space, we examine the return probability $P(T)$, which is the…