Related papers: Integrated Wishart bridge processes and generalise…
Geometric generalized Mittag-Leffler distributions having the Laplace transform $\frac{1}{1+\beta\log(1+t^\alpha)},0<\alpha\le 2,\beta>0$ is introduced and its properties are discussed. Autoregressive processes with Mittag-Leffler and…
Integral transformations are useful mathematical tool to work out signals and wave-packets in electronic devices. They may be used in software protocols. Necessary knowledge may come from quantum field theory, in particular from quantum…
The inversion theorem and convolution theorem of the conformable fractional Laplace transforms are developed. All the elementary properties of the classical Laplace transform are extended to the conformable fractional transform, and using…
Matrix-valued stochastic processes have been of significant importance in areas such as physics, engineering and mathematical finance. One of the first models studied has been the so-called Wishart process, which is described as the…
Conditioning a multitype Galton-Watson process to stay alive into the indefinite future leads to what is known as its associated $Q$-process. We show that the same holds true if the process is conditioned to reach a positive threshold or a…
The purpose of this paper is to study the property of the resolvent of the Laplace-Beltrami operator on a noncompact complete Riemannian manifold with various ends each of which has a different limit of the growth rate of the Riemannian…
In this paper, we introduce two new matrix stochastic processes: fractional Wishart processes and $\varepsilon$-fractional Wishart processes with integer indices which are based on the fractional Brownian motions and then extend…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We study random trees which are invariant in law under the operation of contracting each edge independently with probability $p\in(0,1)$. We show that all such trees can be constructed through Poissonian sampling from a certain class of…
Let us consider the process $(X_t^{(\alpha)})_{t\in[0,T)}$ given by the SDE $dX_t^{(\alpha)} = -\frac{\alpha}{T-t}X_t^{(\alpha)} dt+ dB_t$, $t\in[0,T)$, where $\alpha\in R$, $T\in(0,\infty)$, and $(B_t)_{t\geq 0}$ is a standard Wiener…
The interchange process on a finite graph is obtained by placing a particle on each vertex of the graph, then at rate 1, selecting an edge uniformly at random and swapping the two particles at either end of this edge. In this paper we…
We consider fluid wetting on a corrugated substrate using effective interfacial Hamiltonian theory and show that breaking the translational invariance along the wall can induce an 'unbending' phase transition in addition to unbinding. Both…
Based on the well-established theory of discrete conjugate nets in discrete differential geometry, we propose and examine discrete analogues of important objects and notions in the theory of semi-Hamiltonian systems of hydrodynamic type. In…
In this research article, we consider the uniqueness sequences for multidimensional vector-valued Laplace transform. We establish the fundamental relationships between uniqueness sequences for one-dimensional Laplace transform and…
In this paper we develop the alternative path-integral approach to quantum mechanics. We present a resolvent of a Hamiltonian (which is Laplace transform of a evolution operator) in a form which has a sense of ``the sum over paths'' but it…
Metastable transitions in Langevin dynamics can exhibit rich behaviors that are markedly different from its overdamped limit. In addition to local alterations of the transition path geometry, more fundamental global changes may exist. For…
We consider a continuous-time vertex reinforced jump process on a supercritical Galton-Watson tree. This process takes values in the set of vertices of the tree and jumps to a neighboring vertex with rate proportional to the local time at…
In this work we present new wall-laws boundary conditions including microscopic oscillations. We consider a newtonian flow in domains with periodic rough boundaries that we simplify considering a Laplace operator with periodic inflow and…
A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…
Integral representations for a complete set of linearly independent products of two solutions of the Airy equation whose arguments differ by $z_0$ are obtained using the Laplace contour integral method. This generalizes similar integral…