Related papers: Exact solution to a Lindley-type equation on a bou…
In this paper we study the Lindley-type equation $W=\max\{0, B - A - W\}$. Its main characteristic is that it is a non-increasing monotone function in its main argument $W$. Our main goal is to derive a closed-form expression of the…
We consider the distributional fixed-point equation: $$R \stackrel{\mathcal{D}}{=} Q \vee \left( \bigvee_{i=1}^N C_i R_i \right),$$ where the $\{R_i\}$ are i.i.d.~copies of $R$, independent of the vector $(Q, N, \{C_i\})$, where $N \in…
Lindley's equation is an important relation in queueing theory and network calculus. In this paper, we develop a new method to solve one type of Lindley's equation, i.e., the equation V(s)T(-s)-1=0 only has finite negative real roots. V(s)…
The zero bias distribution $W^*$ of $W$, defined though the characterizing equation $\mathit{EW}f(W)=\sigma^2Ef'(W^*)$ for all smooth functions $f$, exists for all $W$ with mean zero and finite variance $\sigma^2$. For $W$ and $W^*$ defined…
In this work, exact solutions are derived for an integer- and fractional-order time-delayed diffusion equation with arbitrary initial conditions. The solutions are obtained using Fourier transform methods in conjunction with the known…
A linear growth-diffusion equation is studied in a time-dependent interval whose location and length both vary. We prove conditions on the boundary motion for which the solution can be found in exact form, and derive the explicit expression…
The Smoluchowski equation with a time dependent sink term is solved exactly. In this method by knowing the probability distribution at the origin P(0,s), one may derive the probability distribution at all positions i.e., P(x,s). Further the…
A modified method of functional constraints is used to construct the exact solutions of nonlinear equations of reaction-diffusion type with delay and which are associated with variable coefficients. This study considers a most generalized…
An optimal bound on the quantiles of a certain kind of distributions is given. Such a bound is used in applications to Berry--Esseen-type bounds for nonlinear statistics.
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
We consider the Cauchy problem for two prototypes of flux-saturated diffusion equations. In arbitrary space dimension, we give an optimal condition on the growth of the initial datum which discriminates between occurrence or nonoccurrence…
This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…
The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…
An approximation is derived for a Langevin equation with distribution-dependent potential and state-dependent, randomly fast oscillation. By some estimates and a diffusion approximation the limiting equation is shown to be…
In this paper we investigate quasilinear parabolic systems of conserved Penrose-Fife type. We show maximal $L_p$ - regularity for this problem with inhomogeneous boundary data. Furthermore we prove global existence of a solution, provided…
We propose a new method for constructing exact solutions to nonlinear delay reaction--diffusion equations of the form $$ u_t=ku_{xx}+F(u,w), $$ where $u=u(x,t)$, $w=u(x,t-\tau)$, and $\tau$ is the delay time. The method is based on…
We consider evolutionary reaction-diffusion problem with mixed Dirichlet--Robin boundary conditions. For this class of problems, we derive two-sided estimates of the distance between any function in the admissible energy space and exact…
We show that the Kijowski distribution for time of arrivals in the entire real line is the limiting distribution of the time of arrival distribution in a confining box as its length increases to infinity. The dynamics of the confined time…
For a diffusion X_t in a one-dimensional Wiener medium W, it is known that there is a certain process b_x(W) that depends only on the environment W, so that X_t-b_{logt}(W) converges in distribution as t goes to infinity. We prove that,…
This paper deals with the large time dynamics of bounded solutions of reaction-diffusion equations with unbounded initial support in $\mathbb{R}^N$. We prove a variational formula for the spreading speeds in any direction, and we also…