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I characterize the extreme location and extreme first passage time of a system of $N$ particles independently diffusing in a space-time random environment. I show these extreme statistics are governed by the Kardar-Parisi-Zhang (KPZ)…
We introduce a model, in which a particle performs a continuous time random walk (CTRW) coupled to an environment with Ising dynamics. The particle shows locally varying diffusivity determined by the geometrical properties of the underlying…
I derive a temporally propagated uni-directional optical pulse equation valid in the few cycle limit. Temporal propagation is advantageous because it naturally preserves causality, unlike the competing spatially propagated models. The exact…
We discuss the propagation of wave packets through interacting environments. Such environments generally modify the dispersion relation or shape of the wave function. To study such effects in detail, we define the distribution function…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…
We prove a superdiffusive central limit theorem for the displacement of a test particle in the periodic Lorentz gas in the limit of large times $t$ and low scatterer densities (Boltzmann-Grad limit). The normalization factor is $\sqrt{t\log…
A Walsh diffusion on Euclidean space moves along each ray from the origin, as a solution to a stochastic differential equation with certain drift and diffusion coefficients, as long as it stays away from the origin. As it hits the origin,…
We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
For a one-dimensional super-Brownian motion with density $X(t,x)$, we construct a random measure $L_t$ called the boundary local time which is supported on $\partial \{x:X(t,x) = 0\} =: BZ_t$, thus confirming a conjecture of Mueller, Mytnik…
We study potentially observable consequences of spatiotemporal discreteness for the motion of massive and massless particles. First we describe some simple intrinsic models for the motion of a massive point particle in a fixed causal set…
Robots equipped with rich sensor suites can localize reliably in partially-observable environments, but powering every sensor continuously is wasteful and often infeasible. Belief-space planners address this by propagating pose-belief…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…
For a quantum-mechanically spread-out particle we investigate a method for determining its arrival time at a specific location. The procedure is based on the emission of a first photon from a two-level system moving into a laser-illuminated…
Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
Consider the sample path of a one-dimensional diffusion for which the diffusion coefficient is given and where the drift may take on one of two values: $\mu_0$ or $\mu_1$. Suppose that the signal-to-noise ratio (defined as the difference…
Suppose $X = (X_x, x$ in $Z^d)$ is a family of i.i.d. variables in some measurable space, $B_0$ is a bounded set in $R^d$, and for $t > 1$, $H_t$ is a measure on $tB_0$ determined by the restriction of $X$ to lattice sites in or adjacent to…
We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…