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We present evidence for a conjectural relationship between absorption times for discrete Whittaker processes and maximal heights of non-intersecting Brownian bridges.
We present a method for computing the likelihood of a mixed hitting-time model that specifies durations as the first time a latent L\'evy process crosses a heterogeneous threshold. This likelihood is not generally known in closed form, but…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…
We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…
The Laplace transform approach with convolution theorem is used to find the scattering phase shifts of a Mie-type potential. The normalized scattering wave functions are also studied. The bound state spectrum and the corresponding…
The equations of reversible (inviscid, adiabatic) fluid dynamics have a well-known variational formulation based on Hamilton's principle and the Lagrangian, to which is associated a Hamiltonian formulation that involves a Poisson bracket…
In this paper we consider a (reflected) Brownian motion with broken drift hitting a random boundary. Some dedicated calculations allow us to obtain the formula on the joint Laplace transform of the hitting time and hitting position. These…
We identify conditions giving large natural classes of partial differential operators for which it is possible to construct a complete set of Laplace invariants. In order to do that we investigate general properties of differential…
A recognized trend of research investigates generalizations of the Hadamard's inversion theorem to functions that may fail to be differentiable. In this vein, the present paper explores some consequences of a recent result about the…
We study the long-term behavior of weighted multi-type branching processes, focusing on extending classical laws of large numbers and martingale convergence to settings with infinitely many weighted particles, arbitrary type spaces and…
We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…
Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton-Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both…
The process of finding activated transitions in localized spin systems with continuous degrees of freedom is developed based on a magnetic variant of the Activation-Relaxation Technique (mART). In addition to the description of the method…
Fractional Wiener--Weierstrass bridges are a class of Gaussian processes that arise from replacing the trigonometric function in the construction of classical Weierstrass functions by a fractional Brownian bridge. We investigate the sample…
The divergent series for a function defined through Lapalce integral and the ground state energy of the quartic anharmonic oscillator to large orders are studied to test the generalized binomial transform which is the renamed version of…
Inverse Laplace transform on the lattice spacing is introduced as a computational framework of the extrapolation of the strong coupling expansion to the scaling region. We apply the transform to the two-dimensional non-linear O(N) model at…
We obtain a generalized law of the iterated logarithm for a class of dependent processes with superdiffusive behaviour. Our results apply in particular to the Lorentz gas with infinite horizon.
Variational formulas for the Laplace transform of the exit time from an open set of a Hunt process generated by a regular lower bounded semi-Dirichlet form are established. While for symmetric Markov processes, variational formulas are…
We prove regenerative properties for the linear Hawkes process under minimal assumptions on the transfer function, which may have unbounded support. These results are applicable to sliding window statistical estimators. We exploit…
The Laplace transform of the first passage time density of the Ornstein--Uhlenbeck process for a constant threshold contains a ratio of two parabolic cylinder functions for which no analytical inversion formula is available. Recently…