相关论文: A new approach to fluctuations of reflected L\'{e}…

We consider Neumann problem for linear elliptic equations involving integro-differential operators of Levy-type. We show that suitably defined viscosity solutions have probabilistic representations given in terms of the reflected stochastic…

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

I review recent measurements of a large set of flow observables associated with event-shape fluctuations and collective expansion in heavy ion collisions. First, these flow observables are classified and experiment methods are introduced.…

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…

A Lindley process arises from classical studies in queueing theory and it usually reflects waiting times of customers in single server models. In this note we study recurrence of its higher dimensional counterpart under some mild…

The probability distribution p(l) of an atom to return to a step at distance l from the detachment site, with a random walk in between, is exactly enumerated. In particular, we study the dependence of p(l) on step roughness, presence of…

We present a general framework for the estimation of corporate default based on a firm's capital structure, when its assets are assumed to follow a pure jump L\'evy processes; this setup provides a natural extension to usual default metrics…

We study the probability distribution and the escape rate in systems with delayed dissipation that comes from the coupling to a thermal bath. To logarithmic accuracy in the fluctuation intensity, the problem is reduced to a variational…

Thermodynamic uncertainty relations have emerged as universal bounds on current fluctuations in non-equilibrium systems. Here we derive a new bound for a particular class of run-and-tumble type processes using the mathematical framework of…

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

We study general aspects of active motion with fluctuations in the speed and the direction of motion in two dimensions. We consider the case in which fluctuations in the speed are not correlated to fluctuations in the direction of motion,…

The L\'evy walk process for a lower interval of an excursion times distribution ($\alpha<1$) is discussed. The particle rests between the jumps and the waiting time is position-dependent. Two cases are considered: a rising and diminishing…

We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of…

A new functional-based approach is developed for the stability analysis of linear impulsive systems. The new method, which introduces looped-functionals, considers non-monotonic Lyapunov functions and leads to LMIs conditions devoid of…

In this paper we consider two processes driven by diffusions and jumps. The jump components are Levy processes and they can both have finite activity and infinite activity. Given discrete observations we estimate the covariation between the…

A fluctuation relation for aging systems is introduced, and verified by extensive numerical simulations. It is based on the hypothesis of partial equilibration over phase space regions in a scenario of entropy-driven relaxation. The…

In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…

We explore a new framework for describing the kinetics of a heterogeneous chemical reaction where two particles of the same chemical species form a reaction product of another chemical species on the surface of a seed particle. Traditional…

The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…