相关论文: On spider diffusions having a spinning measure sel…
For nonlinear functions f of a random vector Y, E[f(Y)] and f(E[Y]) usually differ. Consequently the mathematical expectation of Y is not intrinsic: when we change coordinate systems, it is not invariant.This article is about a fundamental…
Self-diffusion of a sphere in a network of rods is analyzed theoretically. Hydrodynamic interactions are taken into account according to the model of Dhont et al., under the assumption that $\ka << 1$ and $\bar{a}/L<<1$, where $1/\kappa$ is…
Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…
This paper is concerned with a model for the dynamics of a single species in a one-dimensional heterogeneous environment. The environment consists of two kinds of patches, which are periodically alternately arranged along the spatial axis.…
We consider a continuous-time branching random walk on a multidimensional lattice in a random branching medium. It is theoretically known that, in such branching random walks, large rare fluctuations of the medium may lead to anomalous…
We consider reflection and transmission of 2D quantum wavepackets with phase vortices (also known in optics as spatiotemporal vortex pulses) at potential step-like, delta-function, and rectangular barriers. The presence of a vortex…
We perform numerical scattering experiments on a Lorentz array of disks centered on a triangular lattice with L columns and study its transmission and reflection properties. In the finite horizon case, the motion of the particles may be…
We consider the problem of parameter estimation for an ergodic diffusion with Fisher-Snedecor invariant distribution, to be called Fisher-Snedecor diffusion. We compute the spectral representation of its transition density, which involves a…
Light propagation in an infinite uniform turbid medium is treated as a Markov stochastic process of photons to provide an intuitive framework for photon migration. The macroscopic physical quantities of photon migration are shown to be…
It is shown that in the case of the one-particle one-dimensional scattering problem for a given time-independent potential, for each state of the whole quantum ensemble of identically prepared particles, there is an unique pair of…
We have studied the propagation characteristics of spin wave modes in a permalloy stripe by time-resolved magneto-optical Kerr effect techniques. We observe a beating interference pattern in the time domain under the influence of an…
Diffusion of point-like non interacting particles in a two-dimensional (2D) channel of varying cross section is considered. The particles are biased by a constant force in the transverse direction. We apply our recurrence mapping procedure,…
In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its…
In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…
We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…
We study the effect of discrete symmetry breaking in inhomogeneous scattering media within the framework of generic wave propagation. Our focus is on one-dimensional scattering potentials exhibiting local symmetries. We find a class of…
Scattering theory has been suggested as a convenient method to identify topological phases of matter, in particular of disordered systems for which the Bloch band-theory approach is inapplicable. Here we examine this idea, employing as a…
Scattering is an important phenomenon which is observed in systems ranging from the micro- to macroscale. In the context of nuclear reaction theory the Heidelberg approach was proposed and later demonstrated to be applicable to many chaotic…
We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily…
Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get quantitative estimates for the long time behavior…