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We address that a single-band tight-binding Hamiltonian defined on a self-similar corral substrate can give rise to a set of non-diffusive localized modes that follow the same hierarchical distribution. As the lattice, the spatial extent of…
This paper develops a theoretical mesoscopic model of the limit order book driven by multivariate Hawkes processes, designed to capture temporal self-excitation and the spatial propagation of order flow across price levels. In contrast to…
Inductive bias refers to restrictions on the hypothesis class that enable a learning method to generalize effectively from limited data. A canonical example in control is linearity, which underpins low sample-complexity guarantees for…
In AdS/CFT, how is the bulk first law realized in the boundary CFT? Recently, Faulkner et al. showed that in certain holographic contexts, the bulk first law has a precise microscopic interpretation as a first law of entanglement entropy in…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…
Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…
We investigate the first-passage properties of a jump process with a constant drift, focusing on two key observables: the first-passage time $\tau$ and the number of jumps $n$ before the first-passage event. By mapping the problem onto an…
We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…
Working withing the framework of Hopf algebras, a random walk and the associated diffusion equation are constructed on a space that is algebraically described as the merging of the real line algebra with the anyonic line algebra.…
General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…
We study a periodically driven spin-$1/2$ Ising chain with a nearest-neighbour coupling and longitudinal field while a weak transverse field induces single-spin flips. Through Floquet perturbation theory (FPT), we obtain signatures of…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We provide exact results for the mean and variance of first-passage times (FPTs) of making a directed revolution in the presence of a bias in heterogeneous quenched environments where the disorder is expressed by random traps on a ring with…
We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…
This paper looks at effects, due to the boundary, on inference in logistic regression. It shows that first -- and, indeed, higher -- order asymptotic results are not uniform across the model. Near the boundary, effects such as high…
Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…
The efforts to probe the horizon-scale structure of black holes, such as Event Horizon Telescope and GRAVITY interferometer, might provide valuable insights into the strong-field regime of Einstein's theory of gravity. In the near field…
The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article we generalise this system and…