Related papers: Fluctuations of Levy processes and scattering theo…
Among Markovian processes, the hallmark of L\'evy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that L\'evy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that…
We introduce a L\'evy-Lorentz gas in which a light particle is scattered by static point scatterers arranged on a line. We investigate the case where the intervals between scatterers $\{\xi_i \}$ are independent random variables identically…
We establish a novel characterisation of the law of the convex minorant of any L\'evy process. Our self-contained elementary proof is based on the analysis of piecewise linear convex functions and requires only very basic properties of…
Levy distributions are involved in many physical phenomenon. The purpose of our study is to understand metal insulator transitions in composite systems using the above distributions. The exact method (EM) based on the calculation of…
In this paper the scattering matrix of a scattering system consisting of two selfadjoint operators with finite dimensional resolvent difference is expressed in terms of a matrix Nevanlinna function. The problem is embedded into an extension…
We develop direct and inverse scattering theory for Jacobi operators (doubly infinite second order difference operators) with steplike coefficients which are asymptotically close to different finite-gap quasi-periodic coefficients on…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
We investigate factorized scattering from a reflecting and transmitting impurity. Bulk scattering is non trivial, provided that the bulk scattering matrix depends separately on the spectral parameters of the colliding particles, and not…
We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach, we derive formulas for the Laplace transform of its…
Infinite-range spin-glass models with Levy-distributed interactions show a freezing transition similar to disordered spin systems on finite connectivity random graphs. It is shown that despite diverging moments of the local field…
Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
We study the inverse problem of determining a time-dependent globally hyperbolic Lorentzian metric from the scattering operator for semilinear wave equations.
We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…
We investigate a refracted Levy process driven by a jump diffusion process, whose jumps have rational Laplace transforms. For such a stochastic process, formulas for the Laplace transform of its occupation times are deduced. To derive the…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…
It is shown that a certain functional of a branching process has representations in terms of both a maximisation problem and a minimisation problem. A consequence of these representation is that upper and lower bounds on the functional can…
In this paper, we consider inverse scattering and inverse boundary value problems at sufficiently large and fixed energy for the multidimensional relativistic Newton equation with an external potential $V$, $V\in C^2$. Using known results,…
We present an exact sampling method for the first passage event of a Levy process. The idea is to embed the process into another one whose first passage event can be sampled exactly, and then recover the part belonging to the former from…
The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a L\'evy process drifting to $\infty$ and its inverse, the clock of the corresponding positive self-similar process. We describe…