相关论文: Cooling gases with Levy flights: using the general…
We investigate the distribution of single molecule line shape cumulants, $\kappa_1,\kappa_2,...$, in low temperature glasses based on the sudden jump, standard tunneling model. We find that the cumulants are described by L\'evy stable laws,…
The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…
A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…
We investigate the density decay in the pair-annihilation process A+A->0 in the case when the particles perform anomalous diffusion on a cubic lattice. The anomalous diffusion is realized via L\'evy flights, which are characterized by…
A L\'evy random medium, in a given space, is a random point process where the distances between points, a.k.a. targets, are long-tailed. Random walks visiting the targets of a L\'evy random medium have been used to model many (physical,…
We investigate statistics of lead changes of the maxima of two discrete-time random walks in one dimension. We show that the average number of lead changes grows as $\pi^{-1}\ln(t)$ in the long-time limit. We present theoretical and…
Semi-Levy process is an additive process with periodically stationary increments. In particular, it is a generalization of Levy process. The dichotomy of recurrence and transience of Levy processes is well known, but this is not necessarily…
The {\alpha}-stable L\'evy process, commonly used to describe L\'evy flight, is characterized by discontinuous jumps and is widely used to model anomalous transport phenomena. In this study, we investigate the associated exit problem and…
In this note, we recall main properties of generalized random fields and present a proof of the continuity theorem of Paul L\'evy for generalized random fields in the space of tempered distributions. This theorem was first proved by…
Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…
We present a microscopic laser model for many atoms coupled to a single cavity mode, including the light forces resulting from atom-field momentum exchange. Within a semiclassical description, we solve the equations for atomic motion and…
We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is…
We present a mean-field theory of a coarse-grained model of a super-cooled liquid in which relaxation occurs via local plastic rearrangements. Local relaxation can be induced by thermal fluctuations or by the long-range elastic consequences…
Stochastic resetting is a protocol of starting anew, which can be used to facilitate the escape kinetics. We demonstrate that restarting can accelerate the escape kinetics from a finite interval restricted by two absorbing boundaries also…
We introduce a L\'evy-Lorentz gas in which a light particle is scattered by static point scatterers arranged on a line. We investigate the case where the intervals between scatterers $\{\xi_i \}$ are independent random variables identically…
In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…
Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…
We investigate the nonergodicity of the generalized L\'evy walk introduced by Shlesinger et al. [Phys. Rev. Lett. 58, 1100 (1987)] with respect to the squared displacements. We present detailed analytical derivations of our previous…
The virial theorem, and the equipartition theorem in the case of quadratic degrees of freedom, are handy constraints on the statistics of equilibrium systems. Their violation is instrumental in determining how far from equilibrium a driven…
This paper deals with the numerical approximation of normalizing constants produced by particle methods, in the general framework of Feynman-Kac sequences of measures. It is well-known that the corresponding estimates satisfy a central…