Related papers: Beyond complex Langevin equations I: two simple ex…
In the first part of our paper we analyze bisolutions and inverses of (non-autonomous) evolution equations. We are mostly interested in pseudo-unitary evolutions on Krein spaces, which naturally arise in linear Quantum Field Theory. We…
The Markovian diffusion theory is generalized within the framework of the special theory of relativity using a modification of the mathematical calculus of diffusion on Riemannian manifolds (with definite metric) to describe diffusion on…
Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has…
Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
Large classes of multi-dimensional Gaussian processes can be enhanced with stochastic Levy area(s). In a previous paper, we gave sufficient and essentially necessary conditions, only involving variational properties of the covariance.…
Langevin equation pertinent to diffusion limited aggregation of charged particles in the presence of an external magnetic field is solved exactly. The solution involves correlated random variables. A new scheme for exactly sampling the…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
Doubly intractable problems occur when both the likelihood and the posterior are available only in unnormalised form, with computationally intractable normalisation constants. Bayesian inference then typically requires direct approximation…
It is wellknown that the Feynman kernel for the free particle on the half-line can be expressed as a sum over classical paths if we take the contribution from the reflected path into account. The minus sign for the reflected path needs to…
The generalized inverse Gaussian, denoted $\mathrm{GIG}(p, a, b)$, is a flexible family of distributions that includes the gamma, inverse gamma, and inverse Gaussian distributions as special cases. In addition to its applications in…
We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…
Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…
This paper concerns the reconstruction of a scalar coefficient of a second-order elliptic equation in divergence form posed on a bounded domain from internal data. This theory finds applications in multi-wave imaging, greedy methods to…
We study the problem of constructing a probability density in 2N-dimensional phase space which reproduces a given collection of $n$ joint probability distributions as marginals. Only distributions authorized by quantum mechanics, i.e.…
We focus on Bayesian inverse problems with Gaussian likelihood, linear forward model, and priors that can be formulated as a Gaussian mixture. Such a mixture is expressed as an integral of Gaussian density functions weighted by a mixing…
Explicit forms of nonequilibrium Gaussian distributions and heat flows are obtained for the Fokker-Planck equation corresponding to the coupled linear Langevin equations of two and three variables.
We study the utility of a complex Langevin (CL) equation as an alternative for the Monte Carlo (MC) procedure in the evaluation of expectation values occurring in fermionic many-body problems. We find that a CL approach is natural in cases…
The generalized Langevin equation is used as a model for various coarse-grained physical processes, e.g., the time evolution of the velocity of a given larger particle in an implicitly represented solvent, when the relevant time scales of…
A survey is given on mathematical structures which emerge in multi-loop Feynman diagrams. These are multiply nested sums, and, associated to them by an inverse Mellin transform, specific iterated integrals. Both classes lead to sets of…