Related papers: Fluctuations of Levy processes and scattering theo…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
Scattering from a non-smooth random field on the time domain is studied for plane waves that propagate simultaneously through the potential in variable angles. We first derive sufficient conditions for stochastic moments of the field to be…
A topological version of Levinson's theorem is presented. Its proof relies on a C*-algebraic framework which is introduced in detail. Various scattering systems are considered in this framework, and more coherent explanations for the…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
Truncated Levy flights are stochastic processes which display a crossover from a heavy-tailed Levy behavior to a faster decaying probability distribution function (pdf). Putting less weight on long flights overcomes the divergence of the…
The purpose of this work is to find the time dependent distributions of directions and positions of a particle that undergoes multiple elastic scattering. The angular cross section is given and the scatterers are randomly placed. The…
We define scattering data for the Newton equation in a potential $V\in C^2(\R^n,\R)$, $n\ge2$, that decays at infinity like $r^{-\alpha}$ for some $\alpha\in (0,1]$. We provide estimates on the scattering solutions and scattering data and…
The fluctuation relations, which characterize irreversible processes in Nature, are among the most important results in non-equilibrium physics. In short, these relations say that it is exponentially unlikely for us to observe a…
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…
Multiple scattering is a process in which a particle is repeatedly deflected by other particles. In an overwhelming majority of cases, the ensuing random walk can successfully be described through Gaussian, or normal, statistics. However,…
We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an external protocol. We give conditions on potential and…
We investigate the question, "how does time flow?" and show that time may change by inversions as well. We discuss its implications to a simple class of linear systems. Instead of introducing any unphysical behaviour, inversions can lead to…
Extraction of electrons from a semiconductor to a ferromagnet as well as the case of injection in the reverse direction may be formulated as a scattering theory. However, the presence of bound states at the interface arising out of doping…
We present a class of L\'evy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated L\'evy…
In this work we consider the inverse elastic scattering problem by an inclusion in two dimensions. The elastic inclusion is placed in an isotropic homogeneous elastic medium. The inverse problem, using the third Betti's formula (direct…
We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…
For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized…
As well known, the generalized Langevin equation with a memory kernel decreasing at large times as an inverse power law of time describes the motion of an anomalously diffusing particle. Here, we focus attention on some new aspects of the…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
The inverse scattering problem for Sturm-Liouville operators on the line with a matrix transfer condition at the origin is considered. We show that the transfer matrix can be reconstructed from the eigenvalues and reflection coefficient. In…