Related papers: A stationary process associated with the Dirichlet…
Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…
We consider the solid or hexatic non-equilibrium phases of an interacting two-dimensional system of Active Brownian Particles at high density and investigate numerically and theoretically the properties of the velocity distribution function…
The generalisation of continuous orthogonal polynomial ensembles from random matrix theory to the $q$-lattice setting is considered. We take up the task of initiating a systematic study of the corresponding moments of the density from two…
We consider an Ornstein-Uhleneck (OU) process associated to self-normalised sums in i.i.d. symmetric random variables from the domain of attraction of $N(0, 1)$ distribution. We proved the self-normalised sums converge to the OU process (in…
We consider a three dimensional system consisting of a large number of small spherical particles, distributed in a range of sizes and heights (with uniform distribution in the horizontal direction). Particles move vertically at a…
Let $M$ be a compact, connected Riemannian manifold whose Riemannian volume measure is denoted by $\sigma$. Let $f: M \rightarrow \mathbb{R}$ be a non-constant eigenfunction of the Laplacian. The random wave conjecture suggests that in…
Laplace-type results characterize the limit of sequence of measures $(\pi_\varepsilon)_{\varepsilon >0}$ with density w.r.t the Lebesgue measure $(\mathrm{d} \pi_\varepsilon / \mathrm{d} \mathrm{Leb})(x) \propto \exp[-U(x)/\varepsilon]$…
An area-preserving map of the unit sphere, consisting of alternating twists and turns, is mostly chaotic. A Liouville density on that sphere is specified by means of its expansion into spherical harmonics. That expansion initially…
We investigate the motion of a suspended non-Brownian sphere past a fixed cylindrical or spherical obstacle in the limit of zero Reynolds number for arbitrary particle-obstacle aspect ratios. We consider both a suspended sphere moving in a…
The Density Conjecture of Katz and Sarnak associates a classical compact group to each reasonable family of $L$-functions. Under the assumption of the Generalized Riemann Hypothesis, Rubinstein computed the $n$-level density of low-lying…
We propose a powerful approach to solve Laplace's equation for point sources near a spherical object. The central new idea is to use prolate spheroidal solid harmonics, which are separable solutions of Laplace's equation in spheroidal…
Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is proposed. This dynamic frequency-domain based likelihood…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
We consider the mixed local/nonlocal semilinear equation \begin{equation*} -\epsilon^{2}\Delta u +\epsilon^{2s}(-\Delta)^s u +u=u^p\qquad \text{in } \Omega \end{equation*} with zero Dirichlet datum, where $\epsilon>0$ is a small parameter,…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
For one dimensional motions, we derive from the Dirac Spinors Equation (DSE) the Quantum Stationary Hamilton-Jacobi Equation for particles with spin 1/2. Then, We give its solution. We demonstrate that the $QSHJES_{1\over2}$ have two…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
It is shown that for each finite number of Dirac measures supported at points $s_n$ in three-dimensional Euclidean space, with given amplitudes $a_n$, there exists a unique real-valued Lipschitz function $u$, vanishing at infinity, which…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…