相关论文: Bohmian transmission and reflection dwell times wi…
A wide range of physical problems can be described by randomly-oriented linear trajectories, including any system of objects, organisms, particles, or rays that follow a linear path. Dependent upon the particular random variables that…
Anomalous transport processes in which the variance of the distance travelled does not necessarily increase linearly with time are modelled using the formalism of continuous time random walks. We compute particle propagators which have the…
We introduce a residence-time approach (RTA) for determining position-dependent diffusivities from biased molecular dynamics simulations. The method is formulated for trajectory segments in which the effective drift along the transport…
Mixture transition distribution time series models build high-order dependence through a weighted combination of first-order transition densities for each one of a specified number of lags. We present a framework to construct stationary…
The NGSIM trajectory data sets provide longitudinal and lateral positional information for all vehicles in certain spatiotemporal regions. Velocity and acceleration information cannot be extracted directly since the noise in the NGSIM…
Many measurements on soft condensed matter (e.g., biological and materials) systems track low-dimensional observables projected from the full system phase space as a function of time. Examples are dynamic structure factors, spectroscopic…
The drawdown process of an one-dimensional regular diffusion process $X$ is given by $X$ reflected at its running maximum. The drawup process is given by $X$ reflected at its running minimum. We calculate the probability that a drawdown…
The Helmholtz equation in one dimension, which describes the propagation of electromagnetic waves in effectively one-dimensional systems, is equivalent to the time-independent Schr\"odinger equation. The fact that the potential term…
We consider the distribution of waiting times between non-interacting fermions on a tight-binding chain. We calculate the waiting time distribution for a quantum point contact and find a cross-over from Wigner-Dyson statistics at full…
We consider the problem of the distribution of the sojourn time in a compact set $\mathbb{Z}_{p}$ in the case of a $p$-adic random walk. We rely on the results of our previous studies of the distribution of the first return time for a…
The effect of space inhomogeneities on a diffusing particle is studied in the framework of the 1D random walk. The typical time needed by a particle to cross a one--dimensional finite lane, the so--called residence time, is computed…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…
The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…
In this paper we compare the concept of the tunneling time introduced in quant-ph/0405028 with those of the phase and dwell times. As is shown, unlike the latter our definition of the transmission time coincides, in the limit of weak…
We prove that return time statistics of a dynamical system do not change if one passes to an induced (i.e. first return) map. We apply this to show exponential return time statistics in i) smooth interval maps with nowhere-dense critical…
We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…
We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…
The target of our study is to approximate numerically and, in some particular physically relevant cases, also analytically, the residence time of particles undergoing an asymmetric simple exclusion dynamics on a stripe. The source of…
A method is given of deriving the distribution of planar Brownian motion evaluated at certain stopping times using analytic functions. This method relies upon a generalization of the standard conformal invariance of harmonic measure. A…