相关论文: First hitting time and place, monopoles and multip…

We study a triple of stochastic processes: a Wiener process $W_t$, $t \geq 0$, its running maxima process $M_t=\sup \{W_s: s \in [0,t]\}$ and its running minima process $m_t=\inf \{W_s: s \in [0,t]\}$. We derive the analytical formulas for…

We study the extreme value statistics of a run and tumble particle (RTP) in one dimension till its first passage to the origin starting from the position $x_0~(>0)$. This model has recently drawn a lot of interest due to its biological…

Let $X$ be a regular linear continuous positively recurrent Markov process with state space $\R$, scale function $S$ and speed measure $m$. For $a\in \R$ denote B^+_a&=\sup_{x\geq a} \m(]x,+\infty[)(S(x)-S(a)) B^-_a&=\sup_{x\leq a}…

We make use of matrix representations of completely positive maps in order to study open quantum dynamics on graphs, with emphasis on quantum walks and the associated trajectories obtained via a monitoring of the position. We discuss the…

Microcanonical thermodynamics (MT) is analysed for phase transitions of first and second order in finite systems. The transiton temperature, the latent heat and the surface tension of first order transitions can easily be determined by MT…

For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…

Criteria for the existence of $T$-periodic solutions of nonautonomous parabolic equation $u_t = \Delta u + f(t,x,u)$, $x\in\mathbb{R}^N$, $t>0$ with asymptotically linear $f$ will be provided. It is expressed in terms of time average…

Let $\tau(x)$ be the first time the reflected process $Y$ of a Levy processes $X$ crosses x>0. The main aim of the paper is to investigate the asymptotic dependence of the path functionals: $Y(t) = X(t) - \inf_{0\leq s\leq t}X(s)$,…

By exploiting the link between time-independent Hamiltonians and thermalisation, heuristic predictions on the performance of continuous-time quantum walks for MAX-CUT are made. The resulting predictions depend on the number of triangles in…

For $(X_t)$ a two-sided $\alpha$-stable moving average, this paper studies the conditional distribution of future paths given a piece of observed trajectory when the process is far from its central values. Under this framework, vectors of…

We find the moment generating function (mgf) of the nonequilibrium work for open systems undergoing a thermal process, ie, when the stochastic dynamics maps thermal states into time dependent thermal states. The mgf is given in terms of a…

We calculate the polarizations for different octet hyperons produced in the current fragmentation regions of the deeply inelastic lepton-nucleon scatterings $\mu^-N \to \mu^- HX$ and $\nu_{\mu} N \to \mu^- HX$ at high energy using different…

The Mittag-Leffler process $X=(X_t)_{t\ge 0}$ is introduced. This Markov process has the property that its marginal random variables $X_t$ are Mittag-Leffler distributed with parameter $e^{-t}$, $t\in [0,\infty)$, and the semigroup…

We consider the solution of $\partial_t u=\partial_x^2 u+\partial_x\partial_t B,\,(x,t)\in R\times(0,\infty)$, subject to $u(x,0)=0,\,x\in R$, where $B$ is a Brownian sheet. We show that $u$ also satisfies $\partial_x^2 u…

We generalize the notion of strong stationary time and we give a representation formula for the hitting time to a target set in the general case of non-reversible Markov processes.

Distribution of the electron scattering rate on the Fermi surface of a quasi-one-dimensional conductor is calculated for the electron-electron umklapp interaction. We find that in certain regions on the Fermi surface the scattering rate is…

In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…

Suppose that $X=(X_{t})_{t\ge 0}$ is either a general supercritical non-local branching Markov process, or a general supercritical non-local superprocess, on a Luzin space. Here, by ``supercritical" we mean that the mean semigroup of $X$…

This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the…

Thermally activated escape of an over-damped particle from a metastable well under the action of a time-ramped force is studied. We express the mean first passage time (MFPT) as the solution to a partial differential equation, which we…