The geometric Brownian motion (GBM) is widely used for modeling stochastic processes,
particularly in finance. However, its solutions are constrained by the assumption that the …

We investigate the number V p (n) of distinct sites visited by an n-step resetting random
walker on a d-dimensional hypercubic lattice with resetting probability p. In the case p= 0 …

We formulate a fractional master equation in continuous time with random transition
probabilities across the population of random walkers such that the effective underlying …

We study the stochastic motion of a test particle in a heterogeneous medium in terms of a
position dependent diffusion coefficient mimicking measured deterministic diffusivity …

Extreme value (EV) statistics of correlated systems are widely investigated in many fields,
spanning the spectrum from weather forecasting to earthquake prediction. Does the …

This paper poses and addresses the following goal: design a random motion that displays
one type of anomalous diffusion in real space, and another type of anomalous diffusion in …

We study the first passage dynamics for a diffusing particle experiencing a spatially varying
diffusion coefficient while driven by correlated additive Gaussian white noise and …

The big jump principle explains the emergence of extreme events for physical quantities
modelled by a sum of independent and identically distributed random variables which are …

This thesis advances the methodologies of quantum state tomography (QST) to validate and
optimize quantum processing on Noisy Intermediate-Scale Quantum (NISQ) devices, crucial …

We consider the extreme value statistics of correlated random variables that arise from a
Langevin equation. Recently, it was shown that the extreme values of the Ornstein …