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

Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…

Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…

We consider super-diffusive L\'evy walks in $d \geqslant 2$ dimensions when the duration of a single step, i.e., a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean.…

In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…

The general treatment of a separable Hamiltonian of Liouville-type is well-known in operator formalism. A path integral counterpart is formulated if one starts with the Jacobi's principle of least action, and a path integral evaluation of…

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Target shape, not just size, plays a pivotal role in determining detectability during random search. We analyze intermittent L\'evy walks in three dimensions, and mathematically prove that the widely observed Cauchy strategy (L\'evy…

As written by statistician George Box "All models are wrong, but some are useful", standard diffusion derivation or Feynman path ensembles use nonphysical infinite velocity/kinetic energy nowhere differentiable trajectories - what seems…

We study a Monte Carlo algorithm for simulation of probability distributions based on stochastic step functions, and compare to the traditional Metropolis/Hastings method. Unlike the latter, the step function algorithm can produce an…

This is a self-contained pedagogical review of Polchinski's 1986 analysis from first principles of the Polyakov path integral based on Hawking's zeta function regularization technique for scale-invariant computations in two-dimensional…

Effective Lagrangians containing arbitrary interactions of massive vector fields are quantized within the Hamiltonian path integral formalism. It is proven that correct Hamiltonian quantization of these models yields the same result as…

The random walk Metropolis (RWM) is one of the most common Markov chain Monte Carlo algorithms in practical use today. Its theoretical properties have been extensively explored for certain classes of target, and a number of results with…

In this note we prove that the symplectic homology of a Liouville domain W displaceable in the symplectic completion vanishes. Nevertheless if the Euler characteristic of (W,\p W) is odd, the filtered symplectic homologies of W do not…

Liouville conformal field theory describes a random geometry that fluctuates around a deterministic one: the unique solution of the problem of finding, within a given conformal class, a Riemannian metric with prescribed scalar and geodesic…

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Trawl processes belong to the class of continuous-time, strictly stationary, infinitely divisible processes; they are defined as Levy bases evaluated over deterministic trawl sets. This article presents the first nonparametric estimator of…

Formulas are derived to compute the mean number of times a site has been visited during symmetric Levy flights. Unrestricted Levy flights are considered first, for lattices of any dimension: conditions for the existence of finite asymptotic…

The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…

We analyze the errors arising from discrete readjustment of the hedging portfolio when hedging options in exponential Levy models, and establish the rate at which the expected squared error goes to zero when the readjustment frequency…

In the paper, we review the recent construction of the Liouville conformal field theory (CFT) from probabilistic methods, and the formalization of the conformal bootstrap. This model has offered a fruitful playground to unify the…