Related papers: Path probability of stochastic motion: A functiona…
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a…
In this work the dynamics of a freely jointed random chain with small masses attached to the joints is studied from a microscopic point of view. The chain is treated using a stringy approach, in which a statistical sum is performed over all…
We study the dependence of volatility on the stock price in the stochastic volatility framework on the example of the Heston model. To be more specific, we consider the conditional expectation of variance (square of volatility) under fixed…
In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a…
Motion under stochastic resetting serves to model a myriad of processes in physics and beyond, but in most cases studied to date resetting to the origin was assumed to take zero time or a time decoupled from the spatial position at the…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
A distribution of electromagnetic fields presents a statistical assembly of a particular type, which is at scale h a quantum statistical assembly itself and has also been instrumental to concretisation of the basic probability assumption of…
A stochastic algorithm is proposed, finding some elements from the set of intrinsic $p$-mean(s) associated to a probability measure $\nu$ on a compact Riemannian manifold and to $p\in[1,\infty)$. It is fed sequentially with independent…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
In this paper we introduce a notion of a directional uncertainty product for multivariate periodic functions. It measures a localization of a function along a particular direction. We study properties of the uncertainty product and give an…
We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can…
We consider here probabilistic models of transportation flows. The main goal of this introduction is rather not to present various techniques for problem solving but to present some intuition to invent adequate and natural models having…
This paper introduces a novel motion planning algorithm for stochastic scenarios. We extend the concept of a navigation function to such scenarios. Our main idea is to consider both the Gaussian distribution probabilities of the players'…
The first passage probability (FPP), of trafficked intracellular particles reaching a displacement L, in a given time t or inverse velocity S = t/L, can be calculated robustly from measured particle tracks, and gives a measure of particle…
The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
The theta process is a stochastic process of number theoretical origin arising as a scaling limit of quadratic Weyl sums. It can be described in terms of the geodesic flow and an automorphic function on a homogeneous space. This process has…