Related papers: On background driving distribution functions (BDDF…
In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…
Let $\{\Gamma_t, \, t\ge 0\}$ be the Gamma subordinator. Using a moment identification due to Bertoin-Yor (2002), we observe that for every $t > 0$ and $\alpha\in (0,1)$ the random variable $\Gamma_t^{-\alpha}$ is distributed as the…
Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…
For "static memory materials" the bulk properties depend on boundary conditions. Such materials can be realized by classical statistical systems which admit no unique equilibrium state. We describe the propagation of information from the…
We present the theoretical analysis of the steady state currents and density distributions of particles moving with Langevin dynamics, under the effects of an external potential displaced at constant rate. The Dynamic Density Functional…
We generalize the theory of Lorentz-covariant distributions to broader classes of functionals including ultradistributions, hyperfunctions, and analytic functionals with a tempered growth. We prove that Lorentz-covariant functionals with…
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…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
The ability of existing headway distributions to accurately reflect the diverse behaviors and characteristics in heterogeneous traffic (different types of vehicles) and mixed traffic (human-driven vehicles with autonomous vehicles) is…
The established technique of eliminating upper or lower parameters in a general hypergeometric series is profitably exploited to create pathways among confluent hypergeometric functions, binomial functions, Bessel functions, and exponential…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
The existence of random attractors for a large class of stochastic partial differential equations (SPDE) driven by general additive noise is established. The main results are applied to various types of SPDE, as e.g. stochastic…
The effects of a "diffusing diffusivity" (DD), a stochastically time-varying diffusion coefficient, are explored within the frameworks of three different forms of fractional Brownian motion (FBM): (i) the Langevin equation driven by…
Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies,…
In this paper we investigate mean-field backward doubly stochastic differential equations (BDSDEs), i.e., BDSDEs whose driving coefficients also depend on the joint law of the solution process as well as the solution of an associated…
For degenerate stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H>1/2$, the derivative formulas are established by using Malliavin calculus and coupling method, respectively. Furthermore, we find…
Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…
In the so-called "microscopic" models of vehicular traffic, attention is paid explicitly to each individual vehicle each of which is represented by a "particle"; the nature of the "interactions" among these particles is determined by the…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…
We study nonparametric estimation of univariate cumulative distribution functions (CDFs) pertaining to data missing at random. The proposed estimators smooth the inverse probability weighted (IPW) empirical CDF with the Bernstein operator,…