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In the frequency power spectral density, periodic oscillations appear as a Dirac comb at integer multiples of the frequency of the period. In weakly nonlinear systems or systems close to the primary instability threshold, the periodicity…
The classical method of determining the atomic structure of complex molecules by analyzing diffraction patterns is currently undergoing drastic developments. Modern techniques for producing extremely bright and coherent X-ray lasers allow a…
Percolation is a paradigmatic model in disordered systems and has been applied to various natural phenomena. The percolation transition is known as one of the most robust continuous transitions. However, recent extensive studies have…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
In this note, we construct a $3$-dimensional generalisation of the Pascal's triangle that we named Pascal's cube, as it has the construction of a cube with entries given by extended binomial coefficients ${}^cC^{a}_{b}$. The Pascal's cube…
We consider the two-point correlation function of the photodissociation cross section in molecules where the fragmentation process is indirect, passing through resonances above the dissociation threshold. In the limit of overlapping…
Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between…
Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
Stochastic differential equations for processes with values in Hilbert spaces are now largely used in the quantum theory of open systems. In this work we present a class of such equations and discuss their main properties; moreover, we…
In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
We define the notion of "diffusion algebras". They are quadratic Poincare-Birkhoff-Witt (PBW) algebras which are useful in order to find exact expressions for the probability distributions of stationary states appearing in one-dimensional…
Much effort has been put into developing samplers with specific properties, such as producing blue noise, low-discrepancy, lattice or Poisson disk samples. These samplers can be slow if they rely on optimization processes, may rely on a…
This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming for a variety of cost criteria and…
Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…
Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…
In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calder\'{o}n's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes.
The diffusion and flow of amorphous materials, such as glasses and granular materials, has resisted a simple microscopic description, analogous to defect theories for crystals. Early models were based on either gas-like inelastic collisions…
The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…