Related papers: On hyperbolic Bessel processes and beyond
We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a wedge represented as the intersection of two half spaces. First, we provide explicit density formulas, hinted by the method of images. These…
We develop a notion of wavefront set aimed at characterizing in Fourier space the directions along which a distribution behaves or not as an element of a specific Besov space. Subsequently we prove an alternative, albeit equivalent…
In this paper, we present series representations of the remainders in the expansions for certain trigonometric and hyperbolic functions. By using the obtained results, we establish some inequalities for trigonometric and hyperbolic…
We show that many important natural science models in their mathematical formulation can be reduced to non-strictly hyperbolic systems of the same kind. This allows the same methods to be applied to them so that some essential results…
We provide a simple analytic formula in terms of elementary functions for the Laplace transform j_{l}(p) of the spherical Bessel function than that appearing in the literature, and we show that any such integral transform is a polynomial of…
We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…
We prove a formula for the Bergman kernel of polarized complex hyperbolic manifolds. The formula expresses the Bergman kernel as a sum over the geodesic loops in the manifold. As an application, we prove a result about the maximum and…
We study the Lagrangian dynamics of semi-flexible macromolecules in laminar as well as in homogeneous and isotropic turbulent flows by means of analytically solvable stochastic models and direct numerical simulations. The statistics of the…
We explore a new action formulation of hyperfluids, fluids with intrinsic hypermomentum. Brown's Lagrangian for a relativistic perfect fluid is generalised by incorporating the degrees of freedom encoded in the hypermomentum tensor, namely…
We study one-dimensional linear hyperbolic systems with $L^{\infty}$-coefficients subjected to periodic conditions in time and reflection boundary conditions in space. We derive a priori estimates and give an operator representation of…
The moments of Bessel functions and Bessel-trigonometric functions play a basic role in many practical problems and numerical analysis. This paper presents a complete analysis for these moments based on the recursive relations of Bessel…
In this work some advances in the theory of curvature of two-dimensional probability manifolds corresponding to families of distributions are proposed. It is proved that location-scale distributions are hyperbolic in the Information…
A system of commutative hyperbolic complex numbers in 2 dimensions is studied in this paper. Exponential and trigonometric forms are obtained for these hyperbolic twocomplex numbers. Expressions are given for the elementary functions of…
We consider the motion of a particle along the geodesic lines of the Poincar\`e half-plane. The particle is specularly reflected when it hits randomly-distributed obstacles that are assumed to be motionless. This is the hyperbolic version…
We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like $(1+|v|)^{-\beta}$ for some $\beta>0$. We prove that, under…
We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…
Recently Ren et al. [Stoch. Proc. Appl., 137 (2021)] have proved that the extremal process of the super-Brownian motion converges in distribution in the limit of large times. Their techniques rely heavily on the study of the convergence of…
The Generalized Bessel Function (GBF) extends the single variable Bessel function to several dimensions and indices in a nontrivial manner. Two-dimensional GBFs have been studied extensively in the literature and have found application in…
The density distribution function of the integral of the exponential Brownian motion is determined explicitly in the form of a rapidly convergent series.
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…