相关论文: Path Integral over Reparametrizations: Levy Flight…

Consider the problem of approximating a given probability distribution on the cube $[0,1]^n$ via the use of a square lattice discretization with mesh-size $1/N$ and the Metropolis algorithm. Here the dimension $n$ is fixed and we focus for…

A path integral evaluation of the Green's function for the hydrogen atom initiated by Duru and Kleinert is studied by recognizing it as a special case of the general treatment of the separable Hamiltonian of Liouville-type. The basic…

Spatial spread of minority carriers produced by optical excitation in semiconductors is usually well described by a diffusion equation. The classical diffusion process can be viewed as a result of a random walk of particles in which every…

Levy flights, characterized by the microscopic step index f, are for f<2 (the case of rare events) considered in short range and long range quenched random force fields with arbitrary vector character to first loop order in an expansion…

In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out…

In this paper, we will prove that the local time of a L\'evy process is of finite $p$-variation in the space variable in the classical sense, a.s. for any $p>2$, $t\geq 0$, if the L\'evy measure satisfies $\int_{R\setminus…

Generating locally optimal UAV-trajectories is challenging due to the non-convex constraints of collision avoidance and actuation limits. We present the first local, optimization-based UAV-trajectory generator that simultaneously guarantees…

We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give…

We present a method to compute real-time path integrals numerically, by Monte-Carlo sampling on near-Lefschetz thimbles. We present a collection of tools based on the Lefschetz thimble methods, which together provide an alternative to…

Time derivatives of scalar fields occur quadratically in textbook actions. A simple Legendre transformation turns the lagrangian into a hamiltonian that is quadratic in the momenta. The path integral over the momenta is gaussian. Mean…

The quantum theory of the Friedmann cosmological model with dust and cosmological constant ($\Lambda$) is not exactly solvable analytically. We apply Path Integral Monte Carlo (PIMC) techniques to study its quantum dynamics using the…

We obtain direct, finite, descriptions of a renormalized quantum mechanical system with no reference to ultraviolet cutoffs and running coupling constants, in both the Hamiltonian and path integral pictures. The path integral description…

First, we present some results about the H\"older continuity of the sample paths of so called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a…

We demonstrate an alternative method for calculating the asymptotic behaviour of the discrete one-coin quantum walk on the infinite line, via the Jacobi polynomials that arise in the path integral representation. This is significantly…

We construct a coupling between the random walk composed of L\'evy area increments from a $d$-dimensional Brownian motion and a random walk composed of quadratic polynomials of Gaussian random variables. This coupling construction is used…

We define and investigate the properties of the jaggedness of path integral trajectories. The new quantity is shown to be scale invariant and to satisfy a self-averaging property. Jaggedness allows for a classification of path integral…

Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…

We present a novel probabilistic approach for optimal path experimental design. In this approach a discrete path optimization problem is defined on a static navigation mesh, and trajectories are modeled as random variables governed by a…

We discuss the interpretation of path integral optimization as a uniformization problem in even dimensions. This perspective allows for a systematical construction of the higher-dimensional path integral complexity in holographic conformal…

For a broad class of planar Markov processes, viz. L\'evy processes satisfying certain conditions (valid \textit{eg} in the case of Brownian motion and L\'evy flights), we establish an exact, universal formula describing the shape of the…