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We study the peak height distribution of certain non-stationary Gaussian random fields. The explicit peak height distribution of smooth, non-stationary Gaussian processes in 1D with general covariance is derived. The formula is determined…

Methodology · Statistics 2025-02-19 Yu Zhao , Dan Cheng , Samuel Davenport , Armin Schwartzman

Consider discrete values of functions shifted by unobserved translation effects, which are independent realizations of a random variable with unknown distribution $\mu$, modeling the variability in the response of each individual. Our aim…

Statistics Theory · Mathematics 2008-12-18 Ismael Castillo , Jean-Michel Loubes

The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…

Statistical Mechanics · Physics 2010-04-26 Thomas Bickel

Duality is considered for the perturbation theory by deriving, given a series solution in a small parameter, its dual series with the development parameter being the inverse of the other. A dual symmetry in perturbation theory is…

High Energy Physics - Theory · Physics 2016-09-06 Marco Frasca

This note shows how classical tools from linear control theory can be leveraged to provide a global analysis of nonlinear reaction-diffusion models. The approach is differential in nature. It proceeds from classical tools of contraction…

Systems and Control · Electrical Eng. & Systems 2020-12-18 Felix Miranda-Villatoro , Rodolphe Sepulchre

Given a dynamical system, we study the so-called space of shift functions thus introducing another vision on bifurcations and chaos. As an application of the obtained results, we give a partial solution to an open problem formulated in…

Dynamical Systems · Mathematics 2026-03-24 Sergey Kryzhevich , Yiwei Zhang

There has been significant research done on developing methods for improving robustness to distributional shift and uncertainty estimation. In contrast, only limited work has examined developing standard datasets and benchmarks for…

We show that the relativistic dynamics in a Gaussian random electromagnetic field can be approximated by the relativistic diffusion of Schay and Dudley. Lorentz invariant dynamics in the proper time leads to the diffusion in the proper…

Mathematical Physics · Physics 2015-05-27 Z. Haba

The Euclidean formulation of quantum gravity can be interpreted in terms of a probability distribution over Riemannian manifolds. In the context of de Sitter gravity, the statistics of the total volume according to this distribution is…

High Energy Physics - Theory · Physics 2026-05-07 David Blanco , Guillem Pérez-Nadal , Bruno Sivilotti

A new discrete distribution has been proposed as a discrete analogue of the two sided power distribution [Van Drop, J. R. and Kotz, S. (2002a). A novel extension of the triangular distribution and its parameter estimation, Journal of the…

Statistics Theory · Mathematics 2015-01-27 Subrata Chakraborty , Dhrubajyoti Chakravarty

Dempster-Shafer theory is widely applied in uncertainty modelling and knowledge reasoning due to its ability of expressing uncertain information. A distance between two basic probability assignments(BPAs) presents a measure of performance…

Artificial Intelligence · Computer Science 2014-04-15 Meizhu Li , Qi Zhang , Xinyang Deng , Yong Deng

Diffusion probabilistic models excel at sampling new images from learned distributions. Originally motivated by drift-diffusion concepts from physics, they apply image perturbations such as noise and blur in a forward process that results…

Image and Video Processing · Electrical Eng. & Systems 2024-06-07 Pascal Peter

A rigorous definition of a path integral for a spinning particle in three dimensions is given on a regular cubic lattice. The critical diffusion constant and the associated critical exponents in each spin are calculated. Continuum field…

High Energy Physics - Theory · Physics 2007-05-23 Masako Asano , Chigak Itoi , Shin-Ichi Kojima

Under the formalism of annealed averaging of the partition function, two types of random multifractal measures with their probability of multipliers satisfying power distribution and triangular distribution are investigated mathematically.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Wei-Xing Zhou , Hai-Feng Liu , Zun-Hong Yu

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…

Statistical Mechanics · Physics 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza

We consider diffraction at random point scatterers on general discrete point sets in $\R^\nu$, restricted to a finite volume. We allow for random amplitudes and random dislocations of the scatterers. We investigate the speed of convergence…

Mathematical Physics · Physics 2007-05-23 C. Kuelske

How can we draw trustworthy scientific conclusions? One criterion is that a study can be replicated by independent teams. While replication is critically important, it is arguably insufficient. If a study is biased for some reason and other…

Methodology · Statistics 2025-02-06 Yujin Jeong , Dominik Rothenhäusler

We establish sharp lower bounds for shifted (with two shifts) moments of Dirichlet $L$-function of fixed modulus under the generalized Riemann hypothesis.

Number Theory · Mathematics 2025-04-30 Peng Gao , Liangyi Zhao

This article provides tools for the study of the Dirichlet random walk in $\mathbb{R}^d$. By this we mean the random variable $W=X_1\Theta_1+\cdots+X_n\Theta_n$ where $X=(X_1,\ldots,X_n) \sim \mathcal{D}(q_1,\ldots,q_n)$ is Dirichlet…

Probability · Mathematics 2013-10-24 Gerard Letac , Mauro Piccioni

The mean-squared displacement (MSD) is an averaged quantity widely used to assess anomalous diffusion. In many cases, such as molecular motors with finite processivity, dynamics of the system of interest produce trajectories of varying…

Statistical Mechanics · Physics 2020-10-07 Chapin S. Korosec , David A. Sivak , Nancy R. Forde
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