Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Kay, Toby"'
Autor:
Kay, Toby, Giuggioli, Luca
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be fully understood. W
Externí odkaz:
http://arxiv.org/abs/2406.07142
For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations. Recent adva
Externí odkaz:
http://arxiv.org/abs/2311.00464
Autor:
Kay, Toby, Giuggioli, Luca
Publikováno v:
J. Phys. A: Math. Theor. 56 345002 (2023)
The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process spends in the
Externí odkaz:
http://arxiv.org/abs/2306.03157
Autor:
Kay, Toby, Giuggioli, Luca
Publikováno v:
Journal of Statistical Physics, Vol. 190, Iss. 5, p. 92, 2023
We derive, through subordination techniques, a generalized Feynman-Kac equation in the form of a time fractional Schrodinger equation. We relate such equation to a functional which we name the subordinated local time. We demonstrate through a stochas
Externí odkaz:
http://arxiv.org/abs/2304.14731
Autor:
Kay, Toby, Giuggioli, Luca
Publikováno v:
Physical Review Research, Vol. 4, Iss. 3, p. L032039, 2022
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we obtain such an
Externí odkaz:
http://arxiv.org/abs/2209.06023
Autor:
Kay, Toby, Giuggioli, Luca
Publikováno v:
Kay, T & Giuggioli, L 2023 ' Extreme Value Statistics and Arcsine Laws of Brownian Motion in the Presence of a Permeable Barrier Barrier ' . https://doi.org/10.48550/arXiv.2306.03157
The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process spends in the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2642::d97e2441700b084e01a999b489ef5f08
https://hdl.handle.net/1983/c31d57fe-9fd4-426c-865b-69152832f47c
https://hdl.handle.net/1983/c31d57fe-9fd4-426c-865b-69152832f47c
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Correction: Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman–Kac Approach.
Autor:
Kay, Toby, Giuggioli, Luca
Publikováno v:
Journal of Statistical Physics; Sep2024, Vol. 191 Issue 9, p1-1, 1p
Publikováno v:
International Journal of Modern Physics B: Condensed Matter Physics; Statistical Physics; Applied Physics; 3/30/2022, Vol. 36 Issue 7/8, p1-19, 19p