Related papers: On hyperbolic Bessel processes and beyond
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 describe the action of a plane interface between two semi-infinite media in terms of a transfer matrix. We find a remarkably simple factorization of this matrix, which enables us to express the Fresnel coefficients as a hyperbolic…
We investigate a Verhulst process, which is the special functional of geometric Brownian motion and has many applications, among others in biology and in stochastic volatility models. We present an exact form of density of a one dimensional…
A multivariable generalisation of the Bessel polynomials is introduced and studied. In particular, we deduce their series expansion in Jack polynomials, a limit transition from multivariable Jacobi polynomials, a sequence of algebraically…
In this article we consider certain types of weighted generalized functions associated with nondegenerate quadratic forms. Such functions and their derivatives are used for constructing fundamental solutions of iterated ultra-hyperbolic…
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…
Veestraeten [1] recently derived inverse Laplace transforms for Laplace transforms that contain products of two parabolic cylinder functions by exploiting the link between the parabolic cylinder function and the transition density and…
We define a generalized Berezin transforms on line bundle over the complex hyperbolic space and we give it as a functions of the G-invariant laplacian on the line bundles.
For Brownian motion in a (two-dimensional) wedge with negative drift and oblique reflection on the axes, we derive an explicit formula for the Laplace transform of its stationary distribution (when it exists), in terms of Cauchy integrals…
In this paper we derive the Laplace transforms of the integral functionals $$ \int_0^\infty (p(\exp(B^{(\mu)}_t)+1)^{-1}+ q(\exp(B^{(\mu)}_t)+1)^{-2}) dt, $$ $$ \int_0^\infty (p(\exp(R^{(3)}_t)-1)^{-1}+ q(\exp(R^{(3)}_t)-1)^{-2}) dt, $$…
In a recent paper we introduced a multivariable generalisation of the Bessel polynomials, depending on one extra parameter, and related to the so-called hyperbolic Sutherland model with external Morse potential. In this paper we obtain a…
We present a construction of a large class of Laplace invariants for linear hyperbolic partial differential operators of fairly general form and arbitrary order.
In this paper we find explicit formulas for the Poisson and heat semigroups associated to the modified Bessel operator and on the hyperbolic spaces $\mathbb{H}^n$.
Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also…
We present a two-dimensional extension of an identity in distribution due to Bougerol \cite{Bou} that involves the exponential functional of a linear Brownian motion. Even though this identity does not extend at the level of processes, we…
We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting…
We provide an integral formula for the Poisson kernel of half-spaces for Brownian motion in real hyperbolic space $\H^n$. This enables us to find asymptotic properties of the kernel. Our starting point is the formula for its Fourier…
In this paper we demonstrate that using a mathematical physics approach (focusing the attention to the physics and using mathematics as a tool) it is possible to visualize the formation of the transverse modes inside a cylindrical…
We consider the classical problem of determining the stationary distribution of the semimartingale reflected Brownian motion (SRBM) in a two-dimensional wedge. Under standard assumptions on the parameters of the model (opening of the wedge,…
The Bessel process with parameter $D>1$ and the Dyson model of interacting Brownian motions with coupling constant $\beta >0$ are extended to the processes in which the drift term and the interaction terms are given by the logarithmic…