Related papers: Factorized duality, stationary product measures an…
Duality relations between continuous-state and discrete-state stochastic processes with continuous-time have already been studied and used in various research fields. We propose extended duality relations, which enable us to derive…
We derive factorization identities for a class of preemptive-resume queueing systems, with batch arrivals and catastrophes that, whenever they occur, eliminate multiple customers present in the system. These processes are quite general, as…
We describe all countable particle systems on $\mathbb{R}$ which have the following three properties: independence, Gaussianity and stationarity. More precisely, we consider particles on the real line starting at the points of a Poisson…
This paper introduces Fourier duality for a class of affine iterated function systems (IFS) T_i. These systems are determined by a finite family of contractive affine maps in R^d. Our Fourier duality applies to the resulting probability…
In the past decade, classical dynamical density functional theory (DDFT) has been developed and widely applied to the Brownian dynamics of interacting colloidal particles. One of the possible derivation routes of DDFT from the microscopic…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…
We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…
We study generating functions of ordinary and plane partitions coloured by the action of a finite subgroup of the corresponding special linear group. After reviewing known results for the case of ordinary partitions, we formulate a…
We introduce the notion of quantum duplicates of an (associative, unital) algebra, motivated by the problem of constructing toy-models for quantizations of certain configuration spaces in quantum mechanics. The proposed (algebraic) model…
A new duality relation is derived for the Potts model in one dimension. It is shown that the partition function is self-dual with the nearest-neighbor interaction and the external field appearing as dual parameters. Zeroes of the partition…
While the theory of diffusion of a single Brownian particle in confined geometries is well-established by now, we discuss here the theoretical framework necessary to generalize the theory of diffusion to dense suspensions of strongly…
This paper formalizes the use of integral and differential cumulants for measurements of multi-particle event-by-event transverse momentum fluctuations, rapidity fluctuations, as well as net charge fluctuations. This enables the…
Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…
We study processes with unstable particles in intermediate time-like states. It is shown that the amplitudes squared of such processes factor exactly in the framework of the model of unstable particles with continuous masses. Decay widths…
We prove several new variants of the Lambert series factorization theorem established in the first article "Generating special arithmetic functions by Lambert series factorizations" by Merca and Schmidt (2017). Several characteristic…
In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations…
Over the last few decades, classical density-functional theory (DFT) and its dynamic extensions (DDFTs) have become powerful tools in the study of colloidal fluids. Recently, previous DDFTs for spherically-symmetric particles have been…
Physical systems and signals are often characterized by complex functions of frequency in the harmonic-domain. The extension of such functions to the complex frequency plane has been a topic of growing interest as it was shown that specific…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
Duality in the integrable systems arising in the context of Seiberg-Witten theory shows that their tau-functions indeed can be seen as generating functions for the mutually Poisson-commuting hamiltonians of the {\em dual} systems. We…