Related papers: Towards computing the harmonic-measure distributio…
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, we determine the joint distribution of the exit time and exit…
We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The…
In this paper we study the hitting probability of a circumference $C_R$ for a correlated Brownian motion $\underline{B}(t)=\left(B_1(t), B_2(t)\right)$, $\rho$ being the correlation coefficient. The analysis starts by first mapping the…
This paper studies high-dimensional M-estimation in the proportional asymptotic regime (p/n -> gamma > 0) when the noise distribution has infinite variance. For noise with regularly-varying tails of index alpha in (1,2), we establish that…
When collections of functional data are too large to be exhaustively observed, survey sampling techniques provide an effective way to estimate global quantities such as the population mean function. Assuming functional data are collected…
This work addresses problems on simultaneous Diophantine approximation on fractals, motivated by a long standing problem of Mahler regarding Cantor's middle $1/3$ set. We obtain the first instances where a complete analogue of Khintchine's…
We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of…
The manner in which probability amplitudes of paths sum up to form wave functions of a harmonic oscillator, as well as other, simple 1-dimensional problems, is described. Using known, closed-form, path-based propagators for each problem, an…
Consider an estimation of the Hurst parameter $H\in(0,1)$ and the volatility parameter $\sigma>0$ for a fractional Brownian motion with a drift term under high-frequency observations with a finite time interval. In the present paper, we…
We study the work distribution of a single particle moving in a harmonic oscillator with time-dependent strength. This simple system has a non-Gaussian work distribution with exponential tails. The time evolution of the corresponding moment…
We apply the holonomic gradient method to compute the distribution function of a weighted sum of independent noncentral chi-square random variables. It is the distribution function of the squared length of a multivariate normal random…
Based on the integral representation of the semiclassical propagator of Herman and Kluk (HK), and in the limit of high temperatures, we formulate a hybrid expression for the correlation function of infrared spectroscopy. This is achieved by…
We study limit distributions for random variables defined in terms of coefficients of a power series which is determined by a certain linear functional equation. Our technique combines the method of moments with the kernel method of…
We calculate the distribution function of the end--to--end distance of a semiflexible polymer with large bending rigidity. This quantity is directly observable in experiments on single semiflexible polymers (e.g., DNA, actin) and relevant…
Reconstruction of one-dimensional kinematic distributions from calculations based on high-dimensional Monte-Carlo integration is a standard problem in high-energy physics. Traditionally, this is done by collecting randomly-generated events…
We outline a new approach to calculating the quantum mechanical propagator in the presence of geometrically non-trivial Dirichlet boundary conditions based upon a generalisation of an integral transform of the propagator studied in previous…
We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…
By exploiting the Fueter theorem, we give new formulas to compute zonal harmonic functions in any dimension. We first give a representation of them as a result of a suitable ladder operator acting on the constant function equal to one.…
Path integral Monte Carlo simulations in the Wigner approach to quantum mechanics has been applied to calculate momentum and spin--resolved radial distribution functions of the strongly correlated soft--sphere quantum fermions. The obtained…
In this work, we present a new diagrammatic method for computing the effective Hamiltonian of driven nonlinear oscillators. At the heart of our method is a self-consistent perturbation expansion developed in phase space, which establishes a…