Related papers: The Shortest Path Across the Mesoscopic System
We obtain a simple direct derivation of the differential equation governing the entropy flow probability distribution function of a stochastic system first obtained by Lebowitz and Spohn. Its solution agrees well with the experimental…
The main result of this paper is a semi-analytic approximation for the chord distribution functions of three-dimensional models of microstructure derived from Gaussian random fields. In the simplest case the chord functions are equivalent…
The calculation of the conductance of disordered rings requires a theory that goes beyond the Kubo-Drude formulation. Assuming "mesoscopic" circumstances the analysis of the electro-driven transitions show similarities with a percolation…
We find Gaussian cutoff profiles for the total variation distance to stationarity of a random walk on a multiplex network: a finite number of directed configuration models sharing a vertex set, each with its own bounded degree distribution…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
Using a modification of the Shapiro scaling approach, we derive the distribution of conductance in the magnetic field applicable in the vicinity of the Anderson transition. This distribution is described by the same equations as in the…
We study particle transport in a class of open channels of finite length, made of identical cells of connected open polygonal billiards with parallel boundaries. In these systems the Mean Square Displacement (MSD) grows in time faster than…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
We study conformations of the Gaussian polymer chains in d-dimensional space in the presence of an external field with the harmonic potential. We apply a path integral approach to derive an explicit expression for the probability…
We construct a unified semiclassical theory of charge and spin transport in chaotic ballistic and disordered diffusive mesoscopic systems with spin-orbit interaction. Neglecting dynamic effects of spin-orbit interaction, we reproduce the…
The mean-squared displacement (MSD) is an averaged quantity widely used to assess anomalous diffusion. In many cases, such as molecular motors with finite processivity, dynamics of the system of interest produce trajectories of varying…
In line with Pomeau's conjecture about the relevance of directed percolation (DP) to turbulence onset/decay in wall-bounded flows, we propose a minimal stochastic model dedicated to the interpretation of the spatially intermittent regimes…
We propose a new framework for efficiently sampling from complex probability distributions using a combination of normalizing flows and elliptical slice sampling (Murray et al., 2010). The central idea is to learn a diffeomorphism, through…
We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density $f(t)$. Depending on the…
This letter presents a probabilistic omnidirectional millimeter-wave path loss model based on real-world 28 GHz and 73 GHz measurements collected in New York City. The probabilistic path loss approach uses a free space line-of-sight…
By using coupling by change of conditional probability measure, the log-Harnack inequality for path dependent McKean-Vlasov SDEs with distribution dependent diffusion coefficients is established, which together with the exponential…
This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…
Percolation clusters are random fractals whose geometrical and transport properties can be characterized with the help of probability distribution functions. Using renormalized field theory, we determine the asymptotic form of various of…
Time and spatial damping of transverse magnetohydrodynamic (MHD) kink oscillations is a source of information on the cross-field variation of the plasma density in coronal waveguides. We show that a probabilistic approach to the problem of…
We give a probabilistic interpretation of the Monte Carlo scheme proposed by Fahim, Touzi and Warin [Ann. Appl. Probab. 21 (2011) 1322-1364] for fully nonlinear parabolic PDEs, and hence generalize it to the path-dependent (or…