English
Related papers

Related papers: A Class of infinite dimensional stochastic Process…

200 papers

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

Probability · Mathematics 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…

Statistical Mechanics · Physics 2008-11-26 Jörn Dunkel , Peter Talkner , Peter Hänggi

We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…

Analysis of PDEs · Mathematics 2016-01-20 Paola Mannucci , Claudio Marchi , Nicoletta Tchou

In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…

Analysis of PDEs · Mathematics 2013-05-21 Pierre-A. Vuillermot , Jean-C. Zambrini

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

Methodology · Statistics 2020-05-04 Moumita Das , Sourabh Bhattacharya

In this paper, we have investigated the generalized Wiener space of bounded variation with $p$-variable. Various results are obtained such as uniform convexity and reflexivity, there was characterized the set of points of discontinuity of…

Functional Analysis · Mathematics 2022-01-28 Ani Ozbetelashvili , Shalva Zviadadze

We study Fredholm properties and index formulas for Dirac operators over complete Riemannian manifolds with straight ends. An important class of examples of such manifolds are complete Riemannian manifolds with pinched negative sectional…

Differential Geometry · Mathematics 2019-02-20 Werner Ballmann , Jochen Brüning , Gilles Carron

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Statistics Theory · Mathematics 2010-10-11 Lancelot F. James

Dear Reader, please find the third and last part of a series of papers on the singular perturbation of the first eigenfunction associated to a non self-adjoint second order elliptic operators. This series started in 1999 and we presented…

Mathematical Physics · Physics 2008-02-07 David Holcman , Ivan Kupka

We derive sharp estimates on the modulus of continuity for solutions of a large class of quasilinear isotropic parabolic equations on smooth metric measure spaces (with Dirichlet or Neumann boundary condition in case the boundary is…

Differential Geometry · Mathematics 2020-09-23 Xiaolong Li , Yucheng Tu , Kui Wang

We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…

Analysis of PDEs · Mathematics 2021-08-27 Hwi Lee , Qiang Du

If $a$ is a densely defined sectorial form in a Hilbert space which is possibly not closable, then we associate in a natural way a holomorphic semigroup generator with $a$. This allows us to remove in several theorems of semigroup theory…

Analysis of PDEs · Mathematics 2010-05-07 W. Arendt , A. F. M. ter Elst

We define and study a family of distributions with domain complete Riemannian manifold. They are obtained by projection onto a fixed tangent space via the inverse exponential map. This construction is a popular choice in the literature for…

Statistics Theory · Mathematics 2008-05-07 Nikolay H. Balov

We present a general mechanism to establish the existence of diffusing orbits in a large class of nearly integrable Hamiltonian systems. Our approach relies on successive applications of the `outer dynamics' along homoclinic orbits to a…

Dynamical Systems · Mathematics 2017-04-26 Marian Gidea , Rafael de la Llave , Tere Seara

We restrict a quantum particle under a coulombian potential (i.e., the Schr\"odinger operator with inverse of the distance potential) to three dimensional tubes along the x-axis and diameter $\varepsilon$, and study the confining limit…

Mathematical Physics · Physics 2015-06-05 Cesar R. de Oliveira , Alessandra A. Verri

We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with…

Probability · Mathematics 2016-02-09 Oxana Manita

We introduce diffusion geometry as a new framework for geometric and topological data analysis. Diffusion geometry uses the Bakry-Emery $\Gamma$-calculus of Markov diffusion operators to define objects from Riemannian geometry on a wide…

Metric Geometry · Mathematics 2024-07-03 Iolo Jones

Using the Dirichlet theorem on the equidistribution of residue classes modulo $q$ and the Lemke Oliver-Soundararajan conjecture on the distribution of pairs of residues on consecutive primes, we show that the domain of convergence of the…

Number Theory · Mathematics 2018-07-04 Giuseppe Mussardo , Andre LeClair

We consider the general Wigner function for a particle confined to a finite interval and subject to Dirichlet boundary conditions. We derive the boundary corrections to the "star-genvalue" equation and to the time evolution equation. These…

Quantum Physics · Physics 2015-06-26 Nuno Costa Dias , Joao Nuno Prata

We study a new bi-Lipschitz invariant \lambda(M) of a metric space M; its finiteness means that Lipschitz functions on an arbitrary subset of M can be linearly extended to functions on M whose Lipschitz constants are enlarged by a factor…

Metric Geometry · Mathematics 2007-05-23 A. Brudnyi , Yu. Brudnyi