Related papers: The Cameron-Martin Theorem for (p-)Slepian process…

Normal comparison lemma and Slepian's inequality are essential tools in the study of Gaussian processes. In this paper we extend normal comparison lemma and derive various related comparison inequalities including Slepian's inequality for…

We consider $n$ independent, identically distributed one-dimensional Brownian motions, $B_j(t)$, where $B_j(0)$ has a rapidly decreasing, smooth density function $f$. The empirical quantiles, or pointwise order statistics, are denoted by…

Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…

We calculate time correlation functions in the Bak-Sneppen model (Phys. Rev. Lett. {\bf 71} 4083 (1993)), a model showing self-organised criticality. For a random neighbour version of the model, analytical results are presented, while on a…

The Slepian-Wolf (SW) coding system is a source coding system with two encoders and a decoder, where these encoders independently encode source sequences from two correlated sources into codewords, and the decoder reconstructs both source…

In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…

In R-parity conserving supersymmetric models, sleptons are produced in pairs at hadron colliders. We show that measurements of the longitudinal single-spin asymmetry at possible polarization upgrades of existing colliders allow for a direct…

We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…

We develop a numerical algorithm for computing the effective drift and diffusivity of the steady-state behavior of an overdamped particle driven by a periodic potential whose amplitude is modulated in time by multiplicative noise and forced…

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

After some normalization, the logarithms of the ordered singular values of Brownian motions on $GL(N,\mathbb F)$ with $\mathbb F=\mathbb R, \mathbb C$ form Weyl-group invariant Heckman-Opdam processes on $\mathbb R^N$ of type $A_{N-1}$. We…

Let $B^p_{\sigma}$, $1\le p<\infty$, $\sigma>0$, denote the space of all $f\in L^p(\mathbb{R})$ such that the Fourier transform of $f$ (in the sense of distributions) vanishes outside $[-\sigma,\sigma]$. The classical sampling theorem…

Warped time-frequency systems have recently been introduced as a class of structured continuous frames for functions on the real line. Herein, we generalize this framework to the setting of functions of arbitrary dimensionality. After…

We describe an exact simulation algorithm for the increments of Brownian motion on a sphere of arbitrary dimension, based on the skew-product decomposition of the process with respect to the standard geodesic distance. The radial process is…

Let $Y=(Y(t))_{t\geq0}$ be a zero-mean Gaussian stationary process with covariance function $\rho:\mathbb{R}\to\mathbb{R}$ satisfying $\rho(0)=1$. Let $f:\mathbb{R}\to\mathbb{R}$ be a square-integrable function with respect to the standard…

We discuss recent advances in developing a mode-coupling theory of the glass transition (MCT) of two-dimensional systems of active Brownian particles (ABP). We specifically discuss the case of a single ABP tracer in a glass-forming passive…

We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…

We consider an exclusion process on a ring in which a particle hops to an empty neighbouring site with a rate that depends on the number of vacancies $n$ in front of it. In the steady state, using the well known mapping of this model to the…

Analytical work probability distributions for open classical systems are scarce; they can only be calculated in a few examples. In this work, I present a new method to derive such quantities for weakly driven processes in the overdamped…

We consider the class $\Sigma(p)$ of univalent meromorphic functions $f$ on $\ID$ having simple pole at $z=p\in[0,1)$ with residue 1. Let $\Sigma_k(p)$ be the class of functions in $\Sigma(p)$ which have $k$-quasiconformal extension to the…