Related papers: Further studies on square-root boundaries for Bess…

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

Using Hilbert transforms, we establish two families of sum rules involving Bessel moments, which are integrals associated with Feynman diagrams in two-dimensional quantum field theory. With these linear relations among Bessel moments, we…

We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…

We introduce a new diffusion process which arises as the $n\to\infty$ limit of a Bessel process of dimension $d \ge 2$ conditioned upon remaining bounded below one until time $n$. In addition to being interesting in its own right, we argue…

Let $X$, $B$ and $Y$ be three Dirichlet, Bernoulli and beta independent random variables such that $X\sim \mathcal{D}(a_0,...,a_d),$ such that $\Pr(B=(0,...,0,1,0,...,0))=a_i/a$ with $a=\sum_{i=0}^da_i$ and such that $Y\sim \beta(1,a).$ We…

This article focuses on Lp-estimates for the square root of elliptic systems of second order in divergence form on a bounded domain. We treat complex bounded measurable coefficients and allow for mixed Dirichlet/Neumann boundary conditions…

The paper is devoted to Mellin convolution operators with meromorphic kernels in Bessel potential spaces. We encounter such operators while investigating boundary value problems for elliptic equations in planar 2D domains with angular…

For some discrete parameters $k\ge0$, multivariate (Dunkl-)Bessel processes on Weyl chambers $C$ associated with root systems appear as projections of Brownian motions without drift on Euclidean spaces $V$, and the associated transition…

There are many physical processes that have inherent discontinuities in their mathematical formulations. This paper is motivated by the specific case of collisions between two rigid or deformable bodies and the intrinsic nature of that…

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

We use the Schmidt Subspace Theorem to establish the transcendence of a class of quasi-periodic continued fractions. This improves earlier works of Maillet and of A. Baker. We also improve an old result of Davenport and Roth on the rate of…

Kossovsky recently conjectured that the distribution of leading digits of a chain of probability distributions converges to Benford's law as the length of the chain grows. We prove his conjecture in many cases, and provide an interpretation…

The possibilities that, in the realm of the detection of the so--called deformed dispersion relation, a light source with a continuous distribution of frequencies offers is discussed. It will be proved that the presence of finite coherence…

In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…

We are concerned with the first hitting times of the Bessel processes. We give explicit expressions for the densities by means of the zeros of the Bessel functions and show their asymptotic behavior.

In this paper, we describe a Bayesian nonparametric approach to make inference for a bivariate spherically symmetric distribution. We consider a Dirichlet invariant process prior on the set of all bivariate spherically symmetric…

We investigate the ray-length distributions for two different rectangular versions of Gilbert's tessellation. In the full rectangular version, lines extend either horizontally (with east- and west-growing rays) or vertically (north- and…

We study spatial permutations with cycle weights that are bounded or slowly diverging. We show that a phase transition occurs at an explicit critical density. The long cycles are macroscopic and their cycle lengths satisfy a…

Motivated by the study of the distribution of zeros of generalized Bessel-type functions, the principal goal of this paper is to identify new research directions in the theory of multiplier sequences. The investigations focus on multiplier…

We study the boundary regularity of solutions to the porous medium equation $u_t = \Delta u^m$ in the degenerate range $m>1$. In particular, we show that in cylinders the Dirichlet problem with positive continuous boundary data on the…