Related papers: The beta-Hermite and beta-Laguerre processes
The stability properties of matrix-valued Riccati diffusions are investigated. The matrix-valued Riccati diffusion processes considered in this work are of interest in their own right, as a rather prototypical model of a matrix-valued…
We consider a three-dimensional lattice model consisting of layers of vertex models coupled with interlayer interactions. For a particular non-trivial interlayer interaction between charge-conserving vertex models and using a transfer…
Time-resolved spectroscopy provides the main tool for analyzing the dynamics of excitonic energy transfer in light-harvesting complexes. To infer time-scales and effective coupling parameters from experimental data requires to develop…
A mathematical framework for the physics of nonequilibrium phenomena is gradually being developed. This review is meant to shed light on some aspects of Response Theory, on the theory of Fluctuation Relations, on the so-called "t-mixing"…
In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…
We find the precise rate at which the empirical measure associated to a $\beta$-ensemble converges to its limiting measure. In our setting the $\beta$-ensemble is a random point process on a compact complex manifolds distributed according…
For the coefficients of the amplitude a set of simultaneous equations is derived in momentum space. By the auxiliary conditions they are equivalent to nonrelativistic equations and suitable for the investigation of two-nucleon system.
A non-isothermal phase field model that captures both displacive and diffusive phase transformations in a unified framework is presented. The model is developed in a formal thermodynamic setting, which provides guidance on admissible…
This review paper outlines background information and covers recent advances made via the analysis of spectra and images of prominence plasma and the increased sophistication of non-LTE (ie when there is a departure from Local Thermodynamic…
Diffusion processes are widespread in biological and chemical systems, where they play a fundamental role in the exchange of substances at the cellular level and in determining the rate of chemical reactions. Recently, the classical picture…
We consider a diffusion $(\xi_t)_{t\ge 0}$ with some $T$-periodic time dependent input term contained in the drift: under an unknown parameter $\vth\in\Theta$, some discontinuity - an additional periodic signal - occurs at times…
The subject matter of this paper concerns anisotropic diffusion equations: we consider heat equations whose diffusion matrix have disparate eigenvalues. We determine first and second order approximations, we study the well-posedness of them…
Nonequilibrium thermodynamics has shown its applicability in a wide variety of different situations pertaining to fields such as physics, chemistry, biology, and engineering. As successful as it is, however, its current formulation…
The discretized equilibrium distributions of the lattice Boltzmann method are presented by using the coefficients of the Lagrange interpolating polynomials that pass through the points related to discrete velocities and using moments of the…
We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…
We use analytical methods to construct the two-parameter Feller semigroup associated with a Markov process on a line with a moving membrane such that at the points on both sides of the membrane it coincides with the ordinary diffusion…
We present the results of analytical and numerical studies of a one-dimensional nonlocal and nonlinear diffusion equation describing non-equilibrium processes ranging from aggregation phenomena to cooperation of individuals. We study a…
We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these…
We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…
We introduce shape fluctuations in a liquid-crystalline system by considering an elementary Maier--Saupe lattice model for a mixture of uniaxial and biaxial molecules. Shape variables are treated in the annealed (thermalized) limit. We…