Related papers: On the excursion theory for linear diffusions
We consider non-selfadjoint operators of the kind arising in linearized NLS and prove dispersive bounds for the time-evolution without assuming that the edges of the essential spectrum are regular. Our approach does not depend on any…
We generalize the discrete quantum walk on the line using a time dependent unitary coin operator. We find an analytical relation between the long-time behaviors of the standard deviation and the coin operator. Selecting the coin time…
The formulas which describe the time evolution of radiation produced by a relativistic particle moving in a crystal are derived. It is shown that the conditions are realizable under which parametric (quasi-Cherenkov) radiation, transition…
We study three basic diffusion-controlled reaction processes -- annihilation, coalescence, and aggregation. We examine the evolution starting with the most natural inhomogeneous initial configuration where a half-line is uniformly filled by…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
Levy flights are random walks in which the probability distribution of the step sizes is fat-tailed. Levy spatial diffusion has been observed for a collection of ultra-cold Rb atoms and single Mg+ ions in an optical lattice. Using the…
The diffusion in two dimensions of non-interacting active particles that follow an arbitrary motility pattern is considered for analysis. Accordingly, the transport equation is generalized to take into account an arbitrary distribution of…
We consider a transformed Ornstein-Uhlenbeck process model that can be a good candidate for modelling real-life processes characterized by a combination of time-reverting behaviour with heavy distribution tails. We begin with presenting the…
We study regenerative processes time-changed by state-dependent inverse subordinators. The construction assigns possibly different independent subordinators to measurable classes of excursions and builds a random clock from the…
We show analogs of the classical arcsine theorem for the occupation time of a random walk in $(-\infty,0)$ in the case of a small positive drift. To study the asymptotic behavior of the total time spent in $(-\infty,0)$ we consider…
In this review, an outline of the so called Freidlin-Wentzell theory and its recent extensions is given. Broadly, this theory studies the exponential rate at which the probabilities of rare events related to random perturbation of ODE…
A Bessel excursion is a Bessel process that begins at the origin and first returns there at some given time $T$. We study the distribution of the area under such an excursion, which recently found application in the context of laser…
The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal…
We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is…
A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…
Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…
Statistical properties of the pair dispersion of Lagrangian particles (tracers) in incompressible turbulent flows provide insights into transport and mixing. We explore the same in transonic to supersonic compressible turbulence of an…
First, we give a closed-form formula for first passage time of a reflected Brownian motion with drift. This modifies a formula by Perry et al (2004). Second, we show that the maximum before a fixed drawdown is exponentially distributed for…
It has experimentally been found by Lampo et al. [Biophys. J. 112, 532 (2017)] that, for two different types of cell, the distribution of the diffusivities of RNA-protein particles over cytoplasm obeys an exponential law. Then, an…
In a generalized Heisenberg/Schroedinger picture we use an invariant space-time transformation to describe the motion of a relativistic particle. We discuss the relation with the relativistic mechanics and find that the propagation of the…