Related papers: On hyperbolic Bessel processes and beyond
We start to develop the quantization formalism in a hyperbolic Hilbert space. Generalizing Born's probability interpretation, we found that unitary transformations in such a Hilbert space represent a new class of transformations of…
We develop a general theory of intertwined diffusion processes of any dimension. Our main result gives an SDE construction of intertwinings of diffusion processes and shows that they correspond to nonnegative solutions of hyperbolic partial…
For three constrained Brownian motions, the excursion, the meander, and the reflected bridge, the densities of the maximum and of the time to reach it were expressed as double series by Majumdar, Randon-Furling, Kearney, and Yor (2008).…
This paper introduces a combinatorial structure of orthogeodesics on hyperbolic surfaces and presents several relations among them. As a primary application, we propose a recursive method for computing the trace (the hyperbolic cosine of…
In this paper, we study diagonal hyperbolic systems in one space dimension. Based on a new gradient entropy estimate, we prove the global existence of a continuous solution, for large and non-decreasing initial data. We remark that these…
We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…
The study of wave propagation outside bounded obstacles uncovers the existence of resonances for the Laplace operator, which are complex-valued generalized eigenvalues, relevant to estimate the long time asymptotics of the wave. In order to…
After reviewing some experimental facts, and early theories, I sketch the Hartree-Fock description of Boson solids, emphasizing the contrast with the Fermion case in that the natural solution is a product of local wave-functions. I then…
The aim of this article is to give an alternative proof of Tataru's dispersive estimates for wave equations posed on the hyperbolic space. Based on the formula for the wave kernel on hyperbolic spaces, in \cite{MR2743652}, we give the proof…
This paper is devoted to strictly hyperbolic systems and equations with non-smooth coefficients. Below a certain level of smoothness, distributional solutions may fail to exist. We construct generalised solutions in the Colombeau algebra of…
In this paper, we develop a new method based on the Laplace transform to study the Clifford-Fourier transform. First, the kernel of the Clifford-Fourier transform in the Laplace domain is obtained. When the dimension is even, the inverse…
This manuscript introduces a generalization of the Mellin integral transform within the framework of weighted fractional calculus with respect to an increasing function. The proposed transform is much more suitable for working with…
We introduce some tools of symbolic dynamics to study the hyperbolic directions of partially hyperbolic diffeomorphisms, emulating the well known methods available for uniformly hyperbolic systems.
We study existence, uniqueness, and distributional aspects of generalized solutions to the Cauchy problem for first-order symmetric (or Hermitian) hyperbolic systems of partial differential equations with Colombeau generalized functions as…
This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…
We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…
We derive formulae for some ratios of the Macdonald functions, which are simpler and easier to treat than known formulae. The result gives two applications in probability theory. One is the formula for the L{\'e}vy measure of the…
The matrix Whittaker kernel has been introduced by A. Borodin in Part IV of the present series of papers. This kernel describes a point process -- a probability measure on a space of countable point configurations. The kernel is expressed…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
By showing that the symmetrically transformed Bessel kernel admits a full asymptotic expansion for large parameter, we establish a hard-to-soft edge transition expansion. This resolves a conjecture recently proposed by Bornemann.