Related papers: Towards computing the harmonic-measure distributio…
Let $u$ be a harmonic function in a $C^1$ domain $D\subset \mathbb{R}^d$, which vanishes on an open subset of the boundary. In this note we study its critical set $\{x \in \overline{D}: \nabla u(x) = 0 \}$. When $D$ is a $C^{1,\alpha}$…
We show how the Hamiltonian Monte Carlo algorithm can sometimes be speeded up by "splitting" the Hamiltonian in a way that allows much of the movement around the state space to be done at low computational cost. One context where this is…
We establish sharp $L^p$ integral mean estimates for $(\alpha,\beta)$-harmonic functions on the unit disk. Explicit bounds for the functions and their partial derivatives are obtained in terms of boundary data, by means of the associated…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…
Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, the Hurst parameter becomes a Holder continuous function H(?)…
We propose an effective model called the "charge model", for the half-filled one-dimensional Hubbard and extended Hubbard models. In this model, spin-charge separation, which has been justified from an infinite on-site repulsion ($U$) in…
Let $B^{H}$ be a $d$-dimensional fractional Brownian motion with Hurst index $H\in(0,1)$, $f:[0,1]\longrightarrow\mathbb{R}^{d}$ a Borel function, and $E\subset[0,1]$, $F\subset\mathbb{R}^{d}$ are given Borel sets. The focus of this paper…
We consider a recurrent random walk of i.i.d. increments on the one-dimensional integer lattice and obtain a formula relating the hitting distribution of a half-line with the potential function, $a(x)$, of the random walk. Applying it, we…
Recently, a new definition for a Wigner distribution function for a one-dimensional finite quantum system, in which the position and momentum operators have a finite (multiplicity-free) spectrum, was developed. This distribution function is…
We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…
Previous studies of quantum delta-kicked rotors have found momentum probability distributions with a typical width (localization length $L$) characterized by fractional $\hbar$-scaling, ie $L \sim \hbar^{2/3}$ in regimes and phase-space…
For the representation of spin-$s$ band-limited functions on the sphere, we propose a sampling scheme with optimal number of samples equal to the number of degrees of freedom of the function in harmonic space. In comparison to the existing…
The boundary integral method is an efficient approach for solving time-harmonic acoustic obstacle scattering problems. The main computational task is the evaluation of an oscillatory boundary integral at each discretization point of the…
The multiple-solution problem in determining the three-interfering-resonances' parameters from a fit to an experimentally measured distribution is considered in a mathematical viewpoint. In this paper it is shown that there are four…
Fractional Brownian motion (fBm) has been used as a theoretical framework to study real time series appearing in diverse scientific fields. Because its intrinsic non-stationarity and long range dependence, its characterization via the Hurst…
We consider a classical Brownian oscillator of mass $m$ driven from an arbitrary initial state by varying the stiffness $k(t)$ of the harmonic potential according to the protocol $k(t)=k_0+a\,\delta(t)$, involving the Dirac delta function.…
The Airy distribution function describes the probability distribution of the area under a Brownian excursion over a unit interval. Surprisingly, this function has appeared in a number of seemingly unrelated problems, mostly in computer…
A representation of the sharp constant in a pointwise estimate of the gradient of a harmonic function in a multidimensional half-space is obtained under the assumption that function's boundary values belong to $L^p$. This representation is…
We construct random Morse functions on surfaces by random walk and compute related distributions. We study the space of Morse functions through these random variables. We consider subspaces characterized by the surfaces with boundary…