Related papers: Hitting half-spaces by Bessel-Brownian diffusions
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…
We present the path-integral solutions to the distributions in classical (Gibbs) and quantum (Wigner) statistical mechanics. The kernel of the distributions are derived in two ways - one by time slicing and defining the appropriate…
The main objective of the work is to provide sharp two-sided estimates of $\lambda$-Green function of hyperbolic Brownian motion of a half-space. We strongly rely on recent results obtained by K. Bogus and J. Malecki [3], regarding precise…
Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…
A representation for the sharp coefficient in a pointwise estimate for the gradient of a generalized Poisson integral of a function $f$ on ${\mathbb R}^{n-1}$ is obtained under the assumption that $f$ belongs to $L^p$. It is assumed that…
The fundamental concept of phase space for particles moving in the four-dimensional spacetime is analyzed. Particle distribution density is defined as differential form, which degree may be different in various cases. It should be…
We consider an anisotropic needle-like Brownian particle with nematic symmetry confined in a $2D$ domain. For this system, the coupling of translational and rotational diffusion makes the process ${\bf x} (t)$ of the positions of the…
In recent years there has been a lot of interest in the study of isometry invariant Poisson processes of $k$-flats in $d$-dimensional hyperbolic space $\mathbb{H}^d$, for $0\le k\le d-1$. A phenomenon that has no counterpart in euclidean…
The passage-time distribution for a spread-out quantum particle to traverse a specific region is calculated using a detailed quantum model for the detector involved. That model, developed and investigated in earlier works, is based on the…
An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The…
Several two-boundary problems are solved for a special L\'{e}vy process: the Poisson process with an exponential component. The jumps of this process are controlled by a homogeneous Poisson process, the positive jump size distribution is…
We consider the cross section in Fourier space, conjugate to the outgoing hadron's transverse momentum, where convolutions of transverse momentum dependent parton distribution functions and fragmentation functions become simple products.…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…
We obtain a formula for the $n$-dimensional distributions of the Airy$_1$ process in terms of a Fredholm determinant on $L^2(\rr)$, as opposed to the standard formula which involves extended kernels, on $L^2(\{1,...,n\}\times\rr)$. The…
We consider the 2D acoustic system with the Gaussian pulse as the initial data. This case was proposed at the first Workshop on benchmark problems in computational aeroacoustics, and it is commonly used for the verification of numerical…
We study the blow-up question for the diffusion equation involving a nonlocal derivative in time defined by convolution with a nonnegative and nonincreasing kernel, and a nonlocal operator in space driven by a nonnegative radial L\'evy…
In this paper we present a systematic and rigorous method for calculating the diffusion tensor for a Brownian particle moving in a periodic potential which is valid in arbitrary dimensions and for all values of the dissipation. We use this…
We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…