36 citations · 424 across the 30 of their papers we have counts for
30 papers
First-passage time of a Brownian motion: two unexpected journeys
Alain Mazzolo
The distribution of the first-passage time (FPT) for a Brownian particle with drift subject to hitting an absorber at a level is well-known and given by its density…
Probability density function for random photon steps in a binary (isotropic-Poisson) statistical mixture
Tiziano Binzoni, Alain Mazzolo
Monte Carlo (MC) simulations allowing to describe photons propagation in statistical mixtures represent an interest that goes way beyond the domain of optics, and can cover, e.g.,…
On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival
Alain Mazzolo, Cecile Monthus
For continuous-time ergodic Markov processes, the Kemeny time is the characteristic time needed to converge towards the steady state : in real-space, the Kemeny time…
Nonequilibrium diffusion processes via non-Hermitian electromagnetic quantum mechanics with application to the statistics of entropy production in the Brownian gyrator
Alain Mazzolo, Cécile Monthus
The non-equilibrium Fokker-Planck dynamics in an arbitrary force field in dimension is revisited via the correspondence with the non-hermitian quantum mechanic…
Joint distribution of two Local Times for diffusion processes with the application to the construction of various conditioned processes
Alain Mazzolo, Cécile Monthus
For a diffusion process of drift and of diffusion coefficient , we study the joint distribution of the two local times and $B(t…
Conditioning diffusion processes with respect to the local time at the origin
Alain Mazzolo, Cécile Monthus
When the unconditioned process is a diffusion process of drift and of diffusion coefficient , the local time at the origin $x=0…