Related papers: Conditional Ergodicity and Universal Fluctuations …
We theoretically study the propagation of light in one-dimensional space- and time-dependent disorder. The disorder is described by a fluctuating permittivity $\epsilon(x,t)$ exhibiting short-range correlations in space and time, without…
In many physical systems, degrees of freedom are coupled \emph{via} hydrodynamic forces, even in the absence of Hamiltonian interactions. A particularly important and widespread example concerns the transport of microscopic particles in…
A tracer particle is called anomalously diffusive if its mean squared displacement grows approximately as $\sigma^2 t^{\alpha}$ as a function of time $t$ for some constant $\sigma^2$, where the diffusion exponent satisfies $\alpha \neq 1$.…
Time-averaged autocorrelation functions of a dichotomous random process switching between 1 and 0 and governed by wide power law sojourn time distribution are studied. Such a process, called a L\'evy walk, describes dynamical behaviors of…
Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…
Several experiments on tagged molecules or particles in living systems suggest that they move anomalously slow - their mean squared displacement (MSD) increase slower than linearly with time. Leading models aimed at understanding these…
We investigate a diffusion process in heterogeneous media where particles stochastically reset to their initial positions at a constant rate. The heterogeneous media is modeled using a spatial-dependent diffusion coefficient with a…
Atmospheric flows exhibit fluctuations of all scales (space -time) ranging from turbulence (millimeters-seconds) to climate (thousands of kilometers-years). The apparently random fluctuations however exhibit long-range spatio-temporal…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we provide a novel mechanism for the enhancement of diffusion in a random energy…
Refraction at the interface between two materials is fundamental to the interaction of light with photonic devices and to the propagation of light through the atmosphere at large. Underpinning the traditional rules for the refraction of an…
Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by non-ergodicity, which can lead to ensemble averages exhibiting exponential…
Transport processes underpin a multitude of phenomena, ranging from the propagation of atoms on lattices, to the mobility patterns of microorganisms and earthquakes, to name a few. The dynamics of these processes is very rich and key to…
We consider many-particle diffusion in one spatial dimension modeled as Random Walks in a Random Environment (RWRE). A shared short-range space-time random environment determines the jump distributions that drive the motion of the…
We formulate a criterion for the existence and uniqueness of an invariant measure for a Markov process taking values in a Polish phase space. In addition, weak-$^*$ ergodicity, that is, the weak convergence of the ergodic averages of the…
Using a model Hamiltonian for a single-mode electromagnetic field interacting with a nonlinear medium, we show that quantum expectation values of subsystem observables can exhibit remarkably diverse ergodic properties even when the dynamics…
We investigate self-averaging properties in the transport of particles through random media. We show rigorously that in the subdiffusive anomalous regime transport coefficients are not self--averaging quantities. These quantities are…
Motivated by a model presented by S. Gudder, we study a quantum generalization of Markov chains and discuss the relation between these maps and open quantum random walks, a class of quantum channels described by S. Attal et al. We consider…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…