Related papers: Exact Results on Sinai's Diffusion
Let $S_n$ be a centered random walk with a finite variance, and define the new sequence $A_n:=\sum_{i=1}^n S_i$, which we call an integrated random walk. We are interested in the asymptotics of $$p_N:=P(\min_{1 \le k \le N} A_k \ge 0)$$ as…
The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…
We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…
Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…
We survey our recent articles dealing with one dimensional attractive zero range processes moving under site disorder. We suppose that the underlying random walks are biased to the right and so hyperbolic scaling is expected. Under the…
This paper considers the problem of steering an arbitrary initial probability density function to an arbitrary terminal one, where the system dynamics is governed by a first-order linear stochastic difference equation. It is a…
In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…
We consider the problem of diffusion with stochastic resetting in a population of random walks where the diffusion coefficient is not constant, but behaves as a power-law of the average resetting rate of the population. Resetting occurs…
We revisit the classical problem of diffusion of a scalar (or heat) released in a two-dimensional medium with an embedded periodic array of impermeable obstacles such as perforations. Homogenisation theory provides a coarse-grained…
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…
We study the persistent random walk of photons on a one-dimensional lattice of random asymmetric transmittances. Each site is characterized by its intensity transmittance t (t') for photons moving to the right (left) direction.…
Modelling the propagation of a pulse in a dense {\em milieu} poses fundamental challenges at the theoretical and applied levels. To this aim, in this paper we generalize the telegraph equation to non-ideal conditions by extending the…
The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…
The vacuum state -- or any other state of finite energy -- is not an eigenstate of any smeared (averaged) local quantum field. The outcomes (spectral values) of repeated measurements of that averaged local quantum field are therefore…
By building upon a Feynman-Kac formalism, we assess the distribution of the number of hits in a given region for a broad class of discrete-time random walks with scattering and absorption. We derive the evolution equation for the generating…
Transmission of the scalar field through the random medium, represented by the system of randomly distributed dielectric cylinders is calculated numerically. System is mapped to the problem of electronic transport in disordered…
The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…
A stochastic differential equation that describes the dynamics of single-domain magnetic particles at any temperature is derived using a classical formalism. The deterministic terms recover existing theory and the stochastic process takes…