Related papers: Exceptional points in Gaussian channels: diffusion…
In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…
This note is about a drift-diffusion process $X$ with a time-independent, divergence-free drift $b$, where $b$ is a smooth Gaussian field that decorrelates over large scales. In two space dimensions, this just fails to fall into the…
In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are…
In a recent article, Krapivsky and Redner (J. Stat. Mech. 093208 (2018)) established that the distribution of the first hitting times for a diffusing particle subject to hitting an absorber is independent of the direction of the external…
We consider the problem of an overdamped Brownian particle moving in multiscale potential with N + 1 characteristic length scales: the macroscale and N separated microscales. We show that the coarse-grained dynamics is given by an…
Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…
We study the evolution of higher-order nonclassicality and entanglement criteria in atmospheric fluctuating-loss channels. By formulating input-output relations for the matrix of moments, we investigate the influence of such channels on the…
Gaussian quantum channels are well understood and have many applications, e.g., in Quantum Information Theory and in Quantum Optics. For more general quantum channels one can in general use semiclassical approximations or perturbation…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a…
The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
We consider a tight-binding Schroedinger equation with time dependent diagonal noise, given as a function of a Markov process. This model was considered previously by Kang and Schenker (J. Stat. Phys., 134(5-6):1005, arXiv:0808.2784), who…
This paper solves a Bayes sequential impulse control problem for a diffusion, whose drift has an unobservable parameter with a change point. The partially-observed problem is reformulated into one with full observations, via a change of…
A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…
Biochemical signal transduction, a form of molecular communication, can be modeled using graphical Markov channels with input-modulated transition rates. Such channel models are strongly non-Gaussian. In this paper we use a linear noise…
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…
We investigate the non-Markovianity of continuous variable Gaussian quantum channels through the evolution of an operational metrological quantifier, namely the Gaussian interferometric power, which captures the minimal precision that can…
We show that every finite-dimensional quantum system with Markovian (i.e., GKLS-generated) time evolution has an autonomous unitary dilation which can be dynamically decoupled. Since there is also always an autonomous unitary dilation which…
In this work, we examine spectral properties of Markov transition operators corresponding to Gaussian perturbations of discrete time dynamical systems on the circle. We develop a method for calculating asymptotic expressions for eigenvalues…