Related papers: Differential systems of pure Gaussian type
This paper establishes a remarkable result regarding Palmdistributions for a log Gaussian Cox process: the reduced Palmdistribution for a log Gaussian Cox process is itself a log Gaussian Coxprocess which only differs from the original log…
We consider a driven open system whose evolution is described by a Lindbladian. The Lindbladian is assumed to be dephasing and its Hamiltonian part to be given by the Landau-Zener Hamiltonian. We derive a formula for the transition…
A simple analytic proof of the formula known as the non-Abelian Stokes theorem is given. It is explicitly shown that the consistency of the formula is guaranteed by the Bianchi identity for the gauge field. An attempt is made to construct…
In the first part of the note we analyze the long time behaviour of a two dimensional stochastic Navier--Stokes equations system on a torus with a degenerate, one dimensional noise. In particular, for some initial data and noises we…
The quantum Zakharov system is described in terms of a Lagrangian formalism. A time-dependent Gaussian trial function approach for the envelope electric field and the low-frequency part of the density fluctuation leads to a coupled,…
The fractional quantization of singular systems with second order Lagrangian is examined. The fractional singular Lagrangian is presented. The equations of motion are written as total differential equations within fractional calculus. Also,…
In this paper, we propose a data based transformation for infinite-dimensional Gaussian processes and derive its limit theorem. For a classification problem, this transformation induces complete separation among the associated Gaussian…
The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles through which they are to be derived. By considering a…
We develop a model-independent approach to lagrangian perturbation theory for the large scale structure of the universe. We focus on the displacement field for dark matter particles, and derive its most general structure without assuming a…
A Liouville type theorem is proven for the steady-state Navier-Stokes equations. It follows from the corresponding theorem on the Stokes equations with the drift. The drift is supposed to belong to a certain Morrey space.
We propose a novel algorithmic method for constructing invariant variational schemes of systems of ordinary differential equations that are the Euler-Lagrange equations of a variational principle. The method is based on the invariantization…
We obtain necessary and sufficient conditions on a function in order that it be the Laplace transform of an absolutely monotonic function. Several closely related results are also given.
We introduce a new tool for the quantitative characterisation of the departure form Markovianity of a given dynamical process. Our tool can be applied to a generic $N$-level system and extended straightforwardly to Gaussian…
We introduce a fractional calculus on time scales using the theory of delta (or nabla) dynamic equations. The basic notions of fractional order integral and fractional order derivative on an arbitrary time scale are proposed, using the…
In this paper we consider a reduction of a non-homogeneous linear system of first order operator equations to a totally reduced system. Obtained results are applied to Cauchy problem for linear differential systems with constant…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
We discuss an elementary derivation of variational symmetries and corresponding integrals of motion for the Lagrangian systems depending on acceleration. Providing several examples, we make the manuscript accessible to a wide range of…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
Let $\{X(t):t\in[0,\infty)\}$ be a centered Gaussian process with stationary increments and variance function $\sigma^2_X(t)$. We study the exact asymptotics of ${\mathbb{P}}(\sup_{t\in[0,T]}X(t)>u)$ as $u\to\infty$, where $T$ is an…
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…