English
Related papers

Related papers: Fluctuations of Levy processes and scattering theo…

200 papers

An investigation of the distribution of finite time trajectory divergence is performed on an Atmospheric Global Circulation Model. The distribution of the largest local Lyapunov exponent shows a significant probability for negative values…

Atmospheric and Oceanic Physics · Physics 2015-06-12 Bernd Schalge , Richard Blender , Jeroen Wouters , Klaus Fraedrich , Frank Lunkeit

We develop direct and inverse scattering theory for Jacobi operators which are short range perturbations of quasi-periodic finite-gap operators. We show existence of transformation operators, investigate their properties, derive the…

Spectral Theory · Mathematics 2007-05-23 Iryna Egorova , Johanna Michor , Gerald Teschl

We consider the scattering problem governed by the Helmholtz equation with inhomogeneity in both `conductivity' in the divergence form and `potential' in the lower order term. The support of the inhomogeneity is assumed to contain a convex…

Analysis of PDEs · Mathematics 2020-09-14 Fioralba Cakoni , Jingni Xiao

The inverse scattering problem for the Schr$\mathrm{\ddot{o}}$dinger operators on the line is considered when the potential is real valued and integrable and has a finite first moment. It is shown that the potential on the line is uniquely…

Spectral Theory · Mathematics 2018-02-14 Yongxia Guo , Guangsheng Wei

Generalizing Kyprianou--Loeffen's refracted L\'evy processes, we define a new refracted L\'evy process which is a Markov process whose positive and negative motions are L\'evy processes different from each other. To construct it we utilize…

Probability · Mathematics 2019-04-08 Kei Noba , Kouji Yano

We investigate front propagation in a reacting particle system in which particles perform scale-free random walks known as Levy flights. The system is described by a fractional generalization of a reaction-diffusion equation. We focus on…

Statistical Mechanics · Physics 2007-05-23 D. Brockmann , L. Hufnagel

We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…

Statistical Mechanics · Physics 2025-10-22 Raphael Chetrite , Stefano Marcantoni

When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…

Probability · Mathematics 2020-09-08 Rúben Sousa , Manuel Guerra , Semyon Yakubovich

I present a review of the recent advancements in scattering theory, which provides a unified approach to studying dispersive and hyperbolic equations with general interaction terms and data. These equations encompass time-dependent…

Mathematical Physics · Physics 2024-08-27 Avy Soffer

Consider a L\'evy process $Y(t)$ over an exponentially distributed time $T_\beta$ with mean $1/\beta$. We study the joint distribution of the running maximum $\bar{Y}(T_\beta)$ and the time epoch $G(T_\beta$) at which this maximum last…

Probability · Mathematics 2022-12-06 Onno Boxma , Offer Kella , Michel Mandjes

In the framework of scattering theory, we show how the scattering matrix can be related to the projection on the bound states by an index map of K-theory. Pairings with appropriate cyclic cocyles lead naturally to a topological version of…

Mathematical Physics · Physics 2007-05-23 Johannes Kellendonk , Serge Richard

In this paper we present a theory of vessels and its application to the classical inverse scattering of the Sturm-Liouville differential equation. The classical inverse scattering theory, including all its ingredients: Jost solutions, the…

Classical Analysis and ODEs · Mathematics 2011-08-24 A. Melnikov

Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to…

Probability · Mathematics 2007-05-23 V. P. Kurenok

Using a new approach, for spectrally negative L\'evy processes we find joint Laplace transforms involving the last exit time (from a semi-infinite interval), the value of the process at the last exit time and the associated occupation time,…

Probability · Mathematics 2016-10-05 Yingqiu Lia , Chuancun Yin , Xiaowen Zhou

The first-exit time process of an inverse Gaussian L\'evy process is considered. The one-dimensional distribution functions of the process are obtained. They are not infinitely divisible and the tail probabilities decay exponentially. These…

Probability · Mathematics 2016-09-07 P. Vellaisamy , A. Kumar

We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…

Statistical Mechanics · Physics 2007-09-02 H. Touchette , E. G. D. Cohen

For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…

Probability · Mathematics 2023-05-19 Alexander Klump , Mladen Savov

Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…

Statistical Mechanics · Physics 2015-06-11 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

A new approach is proposed to the solution of the quantum mechanical inverse scattering problem at fixed energy. The method relates the fixed energy phase shifts to those arising in an auxiliary Sturm-Liouville problem via the interpolation…

Mathematical Physics · Physics 2013-05-27 Tamas Palmai , Barnabas Apagyi

We formulate the Schiffer's conjecture in spectral geometry in the context of scattering theory. The problem is equivalent to finding a non-trivial solution in an interior transmission problem. We compare the back-scattering data of the…

Analysis of PDEs · Mathematics 2016-05-18 Lung-Hui Chen