Related papers: Probability distribution functions for intermitten…
New formulae for the resonant scattering and the production amplitudes near an inelastic threshold are derived. It is shown that the Flatte formula, frequently used in experimental analyses, is not sufficiently accurate. Its application to…
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…
Active matter systems under confinement display persistent surface motion and a strong boundary affinity. However, despite extensive studies of their positional dynamics, much less attention has been given to the corresponding orientational…
Suppose we observe a trajectory of length $n$ from an exponentially $\alpha$-mixing stochastic process over a finite but potentially large state space. We consider the problem of estimating the probability mass placed by the stationary…
The analysis of the Lyman-alpha forest of absorption lines in quasar spectra has emerged as a potentially powerful technique to constrain the linear matter power spectrum. In most previous work, the amplitude of the ionizing background was…
This paper develops empirical likelihood methodology for irregularly spaced spatial data in the frequency domain. Unlike the frequency domain empirical likelihood (FDEL) methodology for time series (on a regular grid), the formulation of…
The exponent of anomalous diffusion of virus in cytoplasm of a living cell is experimentally known to fluctuate depending on localized areas of the cytoplasm, indicating heterogeneity of diffusion. In a recent paper (Itto, 2012), a…
Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…
The auto-correlation function and the frequency power spectral density due to a super-position of uncorrelated exponential pulses are considered. These are shown to be independent of the degree of pulse overlap and thereby the intermittency…
Gene expression is significantly stochastic making modeling of genetic networks challenging. We present an approximation that allows the calculation of not only the mean and variance but also the distribution of protein numbers. We assume…
Dynamics of the particle phase in a particle laden turbulent flow is highly influenced by the fluctuating velocity and vorticity field of the fluid phase. The present work mainly focuses on exploring the possibility of applying a Langevin…
The polarization transfer coefficients of a relativistic magnetized plasma are derived. These results apply to any momentum distribution function of the particles, isotropic or anisotropic. Particles interact with the radiation either in a…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
We address the now classical problem of a diffusion process that crosses over from a ballistic behavior at short times to a fractional diffusion (sub- or super-diffusion) at longer times. Using the standard non-Markovian diffusion equation…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
A linearized Vlasov-Poisson system of equations is transformed into a Schr\"{o}dinger equation, which is used to demonstrate that the fluctuation theorem holds for the relative stochastic entropy, defined in terms of the probability density…
Gaussian white noise is frequently used to model fluctuations in physical systems. In Fokker-Planck theory, this leads to a vanishing probability density near the absorbing boundary of threshold models. Here we derive the boundary condition…
We address the statistics of continuous weak linear measurement on a few-state quantum system that is subject to a conditioned quantum evolution. For a conditioned evolution, both the initial and final states of the system are fixed: the…
The search for faint emission or absorption lines in astronomical spectra has received considerable attention in recent years, especially in the X-ray wavelength range. These features usually appear as a deficit or excess of counts in a…
I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…