Related papers: Jaggedness of Path Integral Trajectories
We investigate a model of continuous-time simple random walk paths in $\mathbb{Z}^d$ undergoing two competing interactions: an attractive one towards the large values of a random potential, and a self-repellent one in the spirit of the…
We bring a control perspective to the problem of identifying paths of measures for sampling via dynamic measure transport (DMT). We highlight the fact that commonly used paths may be poor choices for DMT and connect existing methods for…
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…
Motivated by recent applications in rough volatility and regularity structures, notably the notion of singular modelled distribution, we study paths, rough paths and related objects with a quantified singularity at zero. In a pure path…
We develop an approach for performing scaling analysis of $N$-step Random Walks (RWs). The mean square end-to-end distance, $\langle\vec{R}_{N}^{2}\rangle$, is written in terms of inner persistence lengths (IPLs), which we define by the…
This article considers execution and analysis of laboratory experiments of pedestrians moving in a quasi-one-dimensional system with periodic boundary conditions. To analyze characteristics of jams in the system we aim to use the whole…
We present an algorithm to grow a graph with scale-free structure of {\it in-} and {\it out-links} and variable wiring diagram in the class of the world-wide Web. We then explore the graph by intentional random walks using local…
Two infinite walks on the same finite graph are called compatible if it is possible to introduce delays into them in such a way that they never collide. Years ago, Peter Winkler asked the question: for which graphs are two independent walks…
We investigate path integral formalism for continuum theory. It is shown that the path integral for the soft modes can be represented in the form of a lattice theory. Kinetic term of this lattice theory has a standard form and potential…
We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…
Trajectory datasets of road users have become more important in the last years for safety validation of highly automated vehicles. Several naturalistic trajectory datasets with each more than 10.000 tracks were released and others will…
This paper gives several simple constructions of the pathwise Ito integral $\int_0^t\phi d\omega$ for an integrand $\phi$ and a price path $\omega$ as integrator, with $\phi$ and $\omega$ satisfying various topological and analytical…
We consider directed weighted graphs and define various families of path counting functions. Our main results are explicit formulas for the main term of the asymptotic growth rate of these counting functions, under some irrationality…
We provide a unified analytic approach to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part I deals with driving paths of finite…
Random walk centrality is a fundamental metric in graph mining for quantifying node importance and influence, defined as the weighted average of hitting times to a node from all other nodes. Despite its ability to capture rich graph…
We apply path integrals to study nonequilibrium work theorems in the context of Brownian dynamics, deriving in particular the equations of motion governing the most typical and most dominant trajectories. For the analytically soluble cases…
We propose that a class of new topologies, for which there is no classical solution, should be included in the path integral of three-dimensional pure gravity, and that their inclusion solves pathological negativities in the spectrum,…
Given a smooth family of unparameterized curves such that through every point in every direction there passes exactly one curve, does there exist a Lagrangian with extremals being precisely this family? It is known that in dimension 2 the…
The scattering theory of quantum transport relates transport properties of disordered mesoscopic conductors to their transfer matrix $\bbox{T}$. We introduce a novel approach to the statistics of transport quantities which expresses the…
This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…