相关论文: On spider diffusions having a spinning measure sel…
We discuss the properties of eigenphases of S--matrices in random models simulating classically chaotic scattering. The energy dependence of the eigenphases is investigated and the corresponding velocity and curvature distributions are…
We define the Schr\"odinger equation with focusing, cubic nonlinearity on one-vertex graphs. We prove global well-posedness in the energy domain and conservation laws for some self-adjoint boundary conditions at the vertex, i.e. Kirchhoff…
Sinai's model of diffusion in one-dimension with random local bias is studied by a real space renormalization group which yields asymptotically exact long time results. The distribution of the position of a particle and the probability of…
We study the evolution of a pathogen with two allelic types infecting a population of hosts, where within-host type frequencies evolve in discrete time. Our framework is built on a two-parameter family of transition kernels on [0,1], which…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
We consider the discrete time unitary dynamics given by a quantum walk on $\Z^d$ performed by a particle with internal degree of freedom, called coin state, according to the following iterated rule: a unitary update of the coin state takes…
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…
The diffraction of electromagnetic waves by screens (apertures in screens) with time-varying dimensions is studied. The generalized vector Kirchhoff's representation for this case is obtained. It is also shown that with accuracy up to the…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
The Wigner-Smith time-delay of flux conserving systems is a real quantity that measures how long an excitation resides in an interaction region. The complex generalization of time-delay to non-Hermitian systems is still under development,…
We consider wave propagation in a complex structure coupled to a finite number $N$ of scattering channels, such as chaotic cavities or quantum dots with external leads. Temporal aspects of the scattering process are analysed through the…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
The experiments of Leptos et al. [Phys. Rev. Lett. 103, 198103 (2009)] show that the displacements of small particles affected by swimming microorganisms achieve a non-Gaussian distribution, which nevertheless scales diffusively -- the…
A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…
In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…