Subordinated stochastic processes with aged operational time

First-passage and first-arrival problems in continuous-time random walks: Beyond the diffusion approximation

Some exact solutions of the first-passage and first-arrival problems for the continuous-time random-walk model are obtained. On the basis of these exact solutions, the following has been revealed. First, for some jump-length distributions with a finite variance, the approximate solutions obtained in the diffusion approximation can differ significantly from the exact solutions. Second, for some waiting time distributions with a finite mean, the times of first passage and the times of first arrival can significantly depend on the ensemble under consideration. In particular, the mean first-passage time corresponding to the stationary ensemble can be significantly greater than the mean first-passage time corresponding to the nonaged ensemble. Third, for any continuous distribution of jump lengths, the probability of first arrival is zero for a point-like target. This last result is contrary to existing opinion, but it is consistent with the fact that a single point has a probability measure equal to zero in the probability space defined by a continuous distribution of jump lengths.

Spectral Properties of Stochastic Processes Possessing Finite Propagation Velocity

This article investigates the spectral structure of the evolution operators associated with the statistical description of stochastic processes possessing finite propagation velocity. Generalized Poisson–Kac processes and Lévy walks are explicitly considered as paradigmatic examples of regular and anomalous dynamics. A generic spectral feature of these processes is the lower boundedness of the real part of the eigenvalue spectrum that corresponds to an upper limit of the spectral dispersion curve, physically expressing the relaxation rate of a disturbance as a function of the wave vector. We also analyze Generalized Poisson–Kac processes possessing a continuum of stochastic states parametrized with respect to the velocity. In this case, there is a critical value for the wave vector, above which the point spectrum ceases to exist, and the relaxation dynamics becomes controlled by the essential part of the spectrum. This model can be extended to the quantum case, and in fact, it represents a simple and clear example of a sub-quantum dynamics with hidden variables.