Related papers: Asymmetric Anomalous Diffusion: an Efficient Way t…
We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…
We study the scaling laws of diffusion in two-dimensional media with long-range correlated disorder through exact enumeration of random walks. The disordered medium is modelled by percolation clusters with correlations decaying with the…
We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
We propose a new method to define anomaly scores and apply this to particle physics collider events. Anomalies can be either rare, meaning that these events are a minority in the normal dataset, or different, meaning they have values that…
For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at…
Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
Even in a simple stochastic process, the study of the full distribution of time integrated observables can be a difficult task. This is the case of a much-studied process such as the Ornstein-Uhlenbeck process where, recently, anomalous…
We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…
The rapid advancements in machine learning have made its application to anomalous diffusion analysis both essential and inevitable. This review systematically introduces the integration of machine learning techniques for enhanced analysis…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
Time delay in general leads to instability in some systems, while a specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a non-stationary stochastic…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
We use a large single particle tracking data set to analyze the short time and small spatial scale motion of quantum dots labeling proteins in cell membranes. Our analysis focuses on the jumps which are the changes in the position of the…
We investigate the quantum diffusion of a periodically kicked particle subjecting to both nonlinearity induced self-interactions and $\mathcal{PT}$-symmetric potentials. We find that, due to the interplay between the nonlinearity and…
The stochastic dynamics of colloidal particles with surface activity--in the form of catalytic reaction or particle release--and self-phoretic effects is studied analytically. Three different time scales corresponding to inertial effects,…
For renewal-reward processes with a power-law decaying waiting time distribution, anomalously large probabilities are assigned to atypical values of the asymptotic processes. Previous works have reveals that this anomalous scaling causes a…
Extreme value statistics, or extreme statistics for short, refers to the statistics that characterizes rare events of either unusually high or low intensity: climate disasters like floods following extremely intense rains are among the…