Related papers: On hyperbolic Bessel processes and beyond
In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…
Let X^\mu={X_t^\mu;t>=0}, \mu>0, be the n-dimensional hyperbolic Brownian motion with drift, that is a diffusion on the real hyperbolic space H^n having the Laplace-Beltrami operator with drift as its generator. We prove the reflection…
We reelaborate on the basic properties of lossless multilayers by using bilinear transformations. We study some interesting properties of the multilayer transfer function in the unit disk, showing that hyperbolic geometry turns out to be an…
This article addresses linear hyperbolic partial differential equations and pseudodifferential equations with strongly singular coefficients and data, modelled as members of algebras of generalised functions. We employ the recently…
In this paper, we introduce a new generalization of Pascal's triangle. The new object is called the hyperbolic Pascal triangle since the mathematical background goes back to regular mosaics on the hyperbolic plane. We describe precisely the…
The Bessel process in low dimension (0 $\le$ $\delta$ $\le$ 1) is not an It{\^o} process and it is a semimartingale only in the cases $\delta$ = 1 and $\delta$ = 0. In this paper we first characterize it as the unique solution of an SDE…
We resolve the real-time dynamics of a purely dissipative $s = 1/2$ quantum spin or, equivalently, hard-core boson model on a hypercubic $d$-dimensional lattice. The considered quantum dissipative process drives the system to a totally…
In this note we provide dispersive estimates for Fourier integrals with parameter-dependent phase functions in terms of geometric quantities of associated families of Fresnel surfaces. The results are based on a multi-dimensional van der…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
Energy transmission over long distances by waves is a key mechanism for many natural processes. This possibility arises when an inhomogeneous medium is arranged in such a manner that it enables a certain type of wave to propagate with…
Polydisperse linear polymer melts can be microscopically described by the tube model and fractal reptation dynamics, while on the macroscopic side the generalized Maxwell model is capable of correctly displaying most of the rheological…
We consider the Poisson Boolean continuum percolation model in n-dimensional hyperbolic space. In 2 dimensions we show that there are intensities for the underlying Poisson process for which there are infinitely unbounded components in the…
We provide a simple proof of Pascal's Theorem on cyclic hexagons, as well as a generalization by M\"obius, using hyperbolic geometry.
We provide a general framework for dual representations of Laplace transforms of Markov processes. Such representations state that the Laplace transform of a finite-dimensional distribution of a Markov process can be expressed in terms of a…
In [M. R\"osler and M. Voit. Integral Representation and Uniform Limits for Some Heckman-Opdam Hypergeometric Functions of type BC, Transactions of the American Mathematical Society, Vol. 368, No. 8, 6005-6032, 2016.], R\"osler and Voit…
We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…
We obtain the uniform convergence rate for the Gaussian fluctuation of the radial part of the Brownian motion on a hyperbolic space. We also show that this result is sharp if the dimension of the hyperbolic space is two or general odd. Our…
The Bernoulli-Laplace model describes a diffusion process of two types of particles between two urns. To analyze the finite-size dynamics of this process, and for other constructive results we diagonalize the corresponding transition matrix…
Bessel process is defined as the radial part of the Brownian motion (BM) in the $D$-dimensional space, and is considered as a one-parameter family of one-dimensional diffusion processes indexed by $D$, BES$^{(D)}$. It is well-known that…
We provide the increasing eigenfunctions associated to spectrally negative self-similar Feller semigroups, which have been introduced by Lamperti. These eigenfunctions are expressed in terms of a new family of power series which includes,…