Related papers: A stationary process associated with the Dirichlet…
We prove that a temperate distribution on $\mathbb{R}$ whose support and spectrum are uniformly discrete sets, can be obtained from Poisson's summation formula by a finite number of basic operations (shifts, modulations, differentiations,…
We study the estimation of quadratic Sobolev-type integral functionals of an unknown density on the unit sphere. The functional is defined through fractional powers of the Laplace--Beltrami operator and provides a global measure of…
In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian…
This note proves that the separation convergence towards the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments are based on a…
The purpose of this article is threefold. First, we introduce a new type of boundary condition for the multiplicative-noise stochastic heat equation on the half space. This is essentially a Dirichlet boundary condition but with a nontrivial…
We present Newtonian and fully general-relativistic solutions for the evolution of a spherical region of uniform interior density \rho_i(t), embedded in a background of uniform exterior density \rho_e(t). In both regions, the fluid is…
We propose a method to construct numerical solutions of parabolic equations on the unit sphere. The time discretization uses Laplace transforms and quadrature. The spatial approximation of the solution employs radial basis functions…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
A harmonically trapped active Brownian particle exhibits two types of positional distributions -- one has a single peak, the other has a single well -- that signify steady-state dynamics with low and high activity, respectively. Adding…
In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{\rho_j} $ were derived.Here it is shown…
This paper is concerned with the asymptotic behavior of solutions of stochastic differential equations $dy_t=d\omega_t -\nabla V(y_t) dt$, $y_0=0$. When $d=1$ and $V$ is not periodic but obtained as a superposition of an infinite number of…
Following Assiotis (2020), we study general $\beta$-Hua-Pickrell diffusions of $N$ particles on $\mathbb R$ as solutions of the stochastic differential equations (SDEs) $$dX_{j,t}=\sqrt{2(1+X_{j,t}^2)}\,dB_{j,t}+\beta\left[b-a…
The Degasperis-Procesi (DP) equation is an integrable Camassa-Holm-type model as an asymptotic approximation for the unidirectional propagation of shallow water waves. This work is to establish the $L^2\cap L^\infty$ orbital stability of a…
We investigate a discretization of a class of stochastic heat equations on the unit sphere with multiplicative noises. A spectral method is used for the spatial discretization and the truncation of the Wiener process, while an implicit…
On the largest scales there is evidence of discrete structure, examples of this are superclusters and voids and also by redshift taking discrete values. In this paper it is proposed that discrete redshift can be explained by using the…
It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…
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…
We consider the Markov random flight $\bold X(t)$ in the Euclidean space $\Bbb R^m, \; m\ge 2,$ starting from the origin $\bold 0\in\Bbb R^m$ that, at Poisson-paced times, changes its direction at random according to arbitrary distribution…
Given a compact Riemannian surface $M$, with Laplace-Beltrami operator $\Delta$, for $\lambda > 0$, let $P_{\lambda,\lambda^{-\frac{1}{3}}}$ be the spectral projector on the bandwidth $[\lambda-\lambda^{-\frac{1}{3}}, \lambda +…
The Laplace transforms of the transition probability density and distribution functions for the Ornstein-Uhlenbeck process contain the product of two parabolic cylinder functions, namely D_{v}(x)D_{v}(y) and D_{v}(x)D_{v-1}(y),…