Related papers: Distributions in the constant-differentials P\'oly…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…
We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…
We investigate two-particle phase-space distributions in classical mechanics characterized by a well-defined value of the total angular momentum. We construct phase-space averages of observables related to the projection of the particles'…
Motivated by investigating spatio-temporal patterns of the distribution of continuous variables, we consider describing the conditional distribution function of the response variable incorporating spatio-temporal components given…
We propose a flower shape billiard in order to study the irregular parameter dependence of chaotic normal diffusion. Our model is an open system consisting of periodically distributed obstacles of flower shape, and it is strongly chaotic…
In the first part of this paper, we consider a family of continuous-time dynamical systems coupled with diffusion-transmutation processes. Under certain conditions, such randomly perturbed dynamical systems can be interpreted as an averaged…
Recently, the use of Polynomial Chaos Expansion (PCE) has been increasing to study the uncertainty in mathematical models for a wide range of applications and several extensions of the original PCE technique have been developed to deal with…
In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…
We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…
Using a characterizing equation for the Beta distribution, Stein's method is applied to obtain bounds of the optimal order for the Wasserstein distance between the distribution of the scaled number of white balls drawn from a…
We use a simple mode-coupling approach to investigate glassy dynamics of partially pinned fluid systems. Our approach is different from the mode-coupling theory developed by Krakoviack [Phys. Rev. Lett. 94, 065703 (2005), Phys. Rev. E 84,…
We focus on the probability distribution function (pdf) $P(\Delta \gamma; \gamma)$ where $\Delta \gamma$ are the {\em measured} strain intervals between plastic events in an athermal strained amorphous solids, and $\gamma$ measures the…
A transformation group approach to the prior for the parameters of the beta distribution is suggested which accounts for finite sets of data by imposing a limit to the range of parameter values under consideration. The relationship between…
In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…
This paper introduces four matrix normal distributions on analytic bundles of flag varieties, extending the separable covariance $\varPhi \otimes \varPsi$ with potentially variable-level ($\varPsi$) and/or sample-level ($\varPhi$)…
We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…
We consider a smooth, rotationally invariant, centered gaussian process in the plane, with arbitrary correlation matrix $C_{t t'}$. We study the winding angle $\phi_t$ around its center. We obtain a closed formula for the variance of the…
We construct the multivariate probability distributions (P\'olya, inverse P\'olya, hypergeometric and negative hypergeometric) from the generalized quantum algebra. Moreover, we derive the bivariate probability distributions and determine…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…