Related papers: Characterization of stationary distributions of re…
The first part of the paper is devoted to diffraction phenomena that can be expressed by fractional Fourier transforms whose orders are real numbers. According to a scalar theory, diffraction acts on the amplitude of the electric field as…
A theory is presented (and supported by numerical simulations) for phase-coherent reflection of light by a disordered medium which either absorbs or amplifies radiation. The distribution of reflection eigenvalues is shown to be the Laguerre…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
We consider wave propagation problems over 2-dimensional domains with piecewise-linear boundaries, possibly including scatterers. We assume that the wave speed is constant, and that the initial conditions and forcing terms are radially…
Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal and direction of constraint associated with G_i, respectively.…
We study an inverse first-hitting problem for a one-dimensional, time-homogeneous diffusion $X(t)$ reflected between two boundaries $a$ and $b,$ which starts from a random position $\eta.$ Let $a \le S \le b$ be a given threshold, such that…
We consider random instances of non-convex perceptron problems in the high-dimensional limit of a large number of examples $M$ and weights $N$, with finite load $\alpha = M/N$. We develop a formalism based on replica theory to predict the…
Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…
We construct diffusions with values in the nonnegative orthant, normal reflection along each of the axes, and two pairs of local drift/variance characteristics assigned according to rank; one of the variances is allowed to vanish, but not…
In this note we define and study the stochastic process $X$ in link with a parabolic transmission operator $(A,D(A))$ in divergence form. The transmission operator involves a diffraction condition along a transmission boundary. To that aim…
Let $\sigma(u)$, $u\in \mathbb{R}$ be an ergodic stationary Markov chain, taking a finite number of values $a_1,...,a_m$, and $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion type process $$…
A forward model is presented to an inverse scattering problem that arises in the application of reflective Fourier ptychographic microscopy. The model allows us to determine the 3D distributions of refractive index for weakly scattering…
Using the properties of random M\"{o}bius transformations, we investigate the statistical properties of the reflection coefficient in a random chain of lossy scatterers. We explicitly determine the support of the distribution and the…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
It is shown that the density of the ratio of two random variables with the same variance and joint Gaussian density satisfies a non stationary diffusion equation. Implications of this result for kernel density estimation of the condensed…
In pseudo integrable systems diffractive scattering caused by wedges and impurities can be described within the framework of Geometric Theory of Diffraction (GDT) in a way similar to the one used in the Periodic Orbit Theory of Diffraction…
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…
Let G be a connected reductive group defined over a non-archimedean local field of characteristic 0. We assume G is quasi-split, adjoint and absolutly simple. Let g be the Lie algebra of G. We consider the space of the invariant…
Take a multidimensional normally or obliquely reflected diffusion in a smooth domain. Approximate it by solutions of stochastic differential equations without reflection using the penalty method. That is, we approximate the reflection term…
For $\alpha>0$ and $\sigma > 0$, we consider the following probability distribution on $\alpha\mathbb N_0$: $\pi_{\alpha,\sigma} = \exp \big(- \frac{\sigma}{{\alpha}^2}\big) \sum_{n=0}^{\infty} \frac{1}{n!}…