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The behavior of pseudoscalar mesons in nuclear medium is reviewed with an emphasis on the possibility of their Bose-Einstein condensation in dense matter. In particular pion condensation is reexamined in detail, stimulated by recent…
We describe an exact simulation algorithm for the increments of Brownian motion on a sphere of arbitrary dimension, based on the skew-product decomposition of the process with respect to the standard geodesic distance. The radial process is…
Recent work has shown that the distribution of inter-event times for e-mail communication exhibits a heavy tail which is statistically consistent with a cascading Poisson process. In this work we extend the analysis to higher-order…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
Pseudopotential theory has greatly driven first-principles calculations in materials, replacing the explicit treatment of the chemically inert core electrons with an effective potential acting only on the valence states. This is inherently…
In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…
The purpose of this work is to provide an explicit construction of a strong Feller semigroup on the space of probability measures over the real line that additionally maps bounded measurable functions into Lipschitz continuous functions,…
The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here…
We study the connection between PDEs and L\'{e}vy processes running with clocks given by time-changed Poisson processes with stochastic drifts. The random times we deal with are therefore given by time-changed Poissonian jumps related to…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…
Cascades of Poisson processes are probabilistic models for spatio-temporal phenomena in which (i) previous events may trigger subsequent events, and (ii) both the background and triggering processes are conditionally Poisson. Such phenomena…
We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…
The recent analysis on noncommutative geometry, showing quantization of the volume for the Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising by a stochastic process on it. A class of stochastic…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
We consider different types of processes obtained by composing Brownian motion $B(t)$, fractional Brownian motion $B_{H}(t)$ and Cauchy processes $% C(t)$ in different manners. We study also multidimensional iterated processes in…
In the series of models with interacting particles in stochastic geometry, a new contribution presents the facet process which is defined in arbitrary Euclidean dimension. In 2D, 3D specially it is a process of interacting segments, flat…
The "fakeon" is a fake degree of freedom, i.e. a degree of freedom that does not belong to the physical spectrum, but propagates inside the Feynman diagrams. Fakeons can be used to make higher-derivative theories unitary. Moreover, they…
We extend the Ruzhansky-Turunen theory of pseudo differential operators on compact Lie groups into a tool that can be used to investigate group-valued Markov processes in the spirit of the work in Euclidean spaces of N.Jacob and…
We introduce a Lie bialgebra structure on the central extension of the Lie algebra of differential operators on the line and the circle (with scalar or matrix coefficients). This defines a Poisson--Lie structure on the dual group of…