Related papers: Further examples with moments of Gamma type
Reply to Comment quant-ph/0506207 by J.G.Brankov et al.
Presented is an inductive formula for computing the sample moments of the distribution of Pearson's sample correlation over permutation of data. These exact formulas for the sample moments suggest the possibility of more precise and…
We show that the derivative of the intersection and self-intersection local times of alpha-stable processes are exponentially integrable for certain parameter values. This includes the Brownian motion case. We also discuss related results…
We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…
I present a class of examples of \CR-submanifolds of manifolds endowed with different structures, obtained as level sets of momentum maps associated to specific Hamiltonian actions.
In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators $G(N(t))$ and derive the expressions for their hitting times. We also study the time-changed Poisson processes where…
We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.
We derive explicit forms of Markovian transition probability densities for the velocity space, phase-space and the Smoluchowski configuration-space Brownian motion of a charged particle in a constant magnetic field. By invoking a…
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…
Short review article on quantum information processing accepted for Supplement III, Encyclopaedia of Mathematics (publication expected Summer 2001). See also http://www.wkap.nl/series.htm/ENM
In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…
In this paper, we derive explicit expressions for the moments and for the mixed moments of the compression of a free unitary Brownian motion by a free projection. While the moments of this non-normal operator are readily derived using…
We first propose what we call the Gaussian Moments Conjecture. We then show that the Jacobian Conjecture follows from the Gaussian Moments Conjecture. We also give a counter-example to a more general statement known as the Moments Vanishing…
We study the overlap distribution of two particles chosen under the Gibbs measure at two temperatures for the branching Brownian motion. We first prove the convergence of the overlap distribution using the extended convergence of the…
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…
Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of probabilistic models--related to the SABR model in mathematical finance--which can be obtained by geometry-preserving transformations, and…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
1 Introduction 2 Multipole Decomposition 3 Source Multipole Moments 4 Post-Minkowskian Approximation 5 Radiative Multipole Moments 6 Post-Newtonian Approximation 7 Point-Particles 8 Conclusion
This is a supplement to the article "Markov Chain Monte Carlo Based on Deterministic Transformations" available at http://arxiv.org/abs/1106.5850
Expression for the probability of the spontaneous emission of high-order harmonics when the emitter phases are synchronized and are obtained in the region where the multiphoton approximation is applicable to the description of the…