Related papers: On hyperbolic Bessel processes and beyond
In this paper, we define the squared G-Bessel process as the square of the modulus of a class of G-Brownian motions and establish that it is the unique solution to a stochastic differential equation. We then derive several path properties…
This survey paper reports on the properties of the fourth-order Bessel-type linear ordinary differential equation, on the generated self-adjoint differential operators in two associated Hilbert function spaces, and on the generalisation of…
A definition of hyperbolic meromorphic functions is given and then we discuss the dynamical behavior and the thermodynamic formalism of hyperbolic functions on the Julia set. We prove the important expanding properties for hyperbolic…
A classical problem in Complex Dynamics on hyperbolic domains is to characterize the hyperbolic step of parabolic functions. This topic has been studied by several authors, leading to different results and providing characterizations that…
In a previous paper, the authors proved a conjecture of Lalley and Sellke that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a Gumbel distribution. The result is…
We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…
This work concerns random dynamics of hyperbolic entire and meromorphic functions of finite order and whose derivative satisfies some growth condition at infinity. This class contains most of the classical families of transcendental…
In this paper we study Poisson processes of so-called "fat" cylinders in hyperbolic space. As our main result we show that this model undergoes a percolation phase transition. We prove this by establishing a novel link between the fat…
Asymptotic expansions as well as necessary and sufficient conditions are provided for the pointwise convergence of the spherical partial integrals of the associated Fourier transforms on the real hyperbolic space. The proposed method…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
The convergence of properly time-scaled and normalized maxima of independent standard Brownian motions to the Brown-Resnick process is well-known in the literature. In this paper, we study the extremal functional behavior of non-Gaussian…
In this paper, we obtain the analytical solutions of Laplace transforms based some novel integrals with suitable convergence conditions, by using hypergeometric approach (some algebraic properties of Pochhammer symbol and classical…
Using a deformed calculus based on the Dunkl operator, two new deformations of Bessel functions are proposed. Some properties i.e. generating function, differential-difference equation, recursive relations, Poisson formula... are also given…
A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $\mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of…
This is essentially a survey paper in which we solve the global Cauchy problem on causal manifolds for hyperbolic systems of linear partial differential equations in the framework of hyperfunctions. Besides the classical Cauchy-Kowalevsky…
A number of physical phenomena are described by nonlinear hyperbolic equations. Presence of discontinuous solutions motivates the necessity of development of reliable numerical methods based on the fundamental mathematical properties of…
In terms of proposed by authors general-relativistic kinetic model of baryon production in expanding primordially symmetrical hot Universe calculates distribution function of extra-massive bosons and concerned with it variables.
Hyperbolic hypergeometric integrals are defined as Barnes-type integrals of products of hyperbolic gamma functions. Their reduction to ordinary hypergeometric functions is well known. We study in detail their degeneration to complex…
Consider a stationary Poisson process in a $d$-dimensional hyperbolic space. For $R>0$ define the point process $\xi_R^{(k)}$ of exceedance heights over a suitable threshold of the hyperbolic volumes of $k$th nearest neighbour balls centred…
We consider the relation between the microscopic and effective descriptions of the unfolding experiment on a model polypeptide. We evaluate the probability distribution function of the performed work by Monte Carlo simulations and compare…