Related papers: Integrated Wishart bridge processes and generalise…
We study the long-time behavior of \textit{several} point particles in a 1D viscous compressible fluid. It is shown that the velocities of the point particles all obey the power law $t^{-3/2}$. This result extends author's previous works on…
We present a multiparameter generalization of the St\"ackel transform (the latter is also known as the coupling-constant metamorphosis) and show that under certain conditions this generalized St\"ackel transform preserves the Liouville…
We consider the transmission problem for the Laplace equation on an infinite three-dimensional wedge, determining the complex parameters for which the problem is well-posed, and characterizing the infinite multiplicity nature of the…
Motivated by link transformations of lattice gauge theory, a method for generating local unitary invariants, especially for a system of qubits, has been pointed out in an earlier work [M. S. Williamson {\it et. al.}, Phys. Rev. A {\bf 83},…
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
An algorithm is constructed which allows to express conserved flows of hyperbolic equations in terms of corresponding conserved densities and to eliminate these flows from conservation laws of hyperbolic equations. The application of this…
We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…
Consider a negatively drifted one dimensional Brownian motion starting at positive initial position, its first hitting time to 0 has the inverse Gaussian law. Moreover, conditionally on this hitting time, the Brownian motion up to that time…
We derive some additional results on the Bienyam\'e-Galton-Watson branching process with $\theta -$linear fractional branching mechanism, as studied in \cite{Sag}. This includes: the explicit expression of the limit laws in both the…
We develop the Inverse Scattering Transform (IST) method for the Degasperis-Procesi equation. The spectral problem is an $\mathfrak{sl}(3)$ Zakharov-Shabat problem with constant boundary conditions and finite reduction group. The basic…
The topic of flow across an infinitely wide parabolic vertical sheet with accelerating reactions of chemicals and heating is addressed in this article. The Laplace transform method is used to rectify the dimensioned equations that govern of…
In a recent work J. Pitman and W. Tang defined the Vervaat's transform for a Brownian bridge with two different endpoints and for a Brownian motion between times $0$ and $1$. They proved some path decomposition properties for these…
Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is…
The partial transposition from quantum information theory provides a new source to distill the so-called asymptotic freeness without the assumption of classical independence between random matrices. Indeed, a recent paper [MP19] established…
Formal Laplace operators are analyzed for a large class of resistance networks with vertex weights. The graphs are completed with respect to the minimal resistance path metric. Compactness and a novel connectivity hypothesis for the…
A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…
We prove an infinite dimensional integration by parts formula on the law of the modulus of the Brownian bridge $BB=(BB_t)_{0 \leq t \leq 1}$ from $0$ to $0$ in use of methods from white noise analysis and Dirichlet form theory. Additionally…
This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…
We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach, we derive formulas for the Laplace transform of its…
These notes are written up after my lectures at the University of Pittsburgh in March 2014 and at Tsinghua University in May 2014. My objective is the $\infty$-Laplace Equation, a marvellous kin to the ordinary Laplace Equation. The…