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This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…

Networking and Internet Architecture · Computer Science 2019-07-11 Ioannis Dimitriou

In this paper, we analyze the sojourn of an entire batch in a processor sharing $M^{[X]}/M/1$ processor queue, where geometrically distributed batches arrive according to a Poisson process and jobs require exponential service times. By…

Probability · Mathematics 2020-09-29 Fabrice Guillemin , Alain Simonian , Ridha Nasri , Veronica Quintuna Rodriguez

As a sequel to our previous work\cite{Feng2020}, we propose in this paper a quantization scheme for Dirac field in de Sitter spacetime. Our scheme is covariant under both general transformations and Lorentz transformations. We first present…

High Energy Physics - Theory · Physics 2023-09-06 Sze-Shiang Feng , Mogus Mochena

The modeling of risk situations that occur in a space-time framework can be done using max-stable random fields on lattices. Although the summary coefficients for the spatial and temporal behaviour do not characterize the finite-dimensional…

Statistics Theory · Mathematics 2020-02-14 Helena Ferreira , Marta Ferreira , Luís A. Alexandre

We show that a nontrivial topologies of the spatial section of Minkowski space-time allow for motion of a charged particle under quantum vacuum fluctuations of the electromagnetic field. This is a potentially observable effect of these…

High Energy Physics - Theory · Physics 2020-06-02 C. H. G. Bessa , M. J. Reboucas

For fixed functions $G,H:[0,\infty)\to[0,\infty)$, consider the rotationally invariant probability density on $\mathbb{R}^n$ of the form \[ \mu^n(ds) = \frac{1}{Z_n} G(\|s\|_2)\, e^{ - n H( \|s\|_2)} ds. \] We show that when $n$ is large,…

Probability · Mathematics 2021-03-23 Johannes Heiny , Samuel Johnston , Joscha Prochno

A review on the main results concerning the algebraic and differential properties of the averaging and coordination operators and the properties of the space-time averages of macroscopic gravity is given. The algebraic and differential…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Roustam Zalaletdinov

Covariance functions are the core of spatial statistics, stochastic processes, machine learning as well as many other theoretical and applied disciplines. The properties of the covariance function at small and large distances determine the…

Statistics Theory · Mathematics 2023-01-16 Alfredo Alegría , Fabián Ramírez , Emilio Porcu

We revisited the problem of heavy particles suspended in homogeneous box turbulence flow subjected to rotation along the vertical axis, which introduces anisotropy along the vertical and horizontal planes. We investigate the effect of the…

Fluid Dynamics · Physics 2023-07-12 Priyanka Maity

For a symmetric random walk in $Z^2$ which does not necessarily have bounded jumps we study those points which are visited an unusually large number of times. We prove the analogue of the Erd\H{o}s-Taylor conjecture and obtain the…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

This paper develops a framework for the estimation of the functional mean and the functional principal components when the functions form a random field. More specifically, the data we study consist of curves $X(\mathbf{s}_k;t),t\in[0,T]$,…

Statistics Theory · Mathematics 2013-12-12 Siegfried Hörmann , Piotr Kokoszka

We provide a novel approach to model space-time random fields where the temporal argument is decomposed into two parts. The former captures the linear argument, which is related, for instance, to the annual evolution of the field. The…

Statistics Theory · Mathematics 2018-01-18 Alfredo Alegría , Emilio Porcu

The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space-time data arising from climatological and oceanographical phenomena. Indeed, a suitable specification of the covariance…

Statistics Theory · Mathematics 2017-11-23 Alfredo Alegría , Emilio Porcu , Reinhard Furrer , Jorge Mateu

This paper treats the global existence question for a collection of general relativistic collisionless particles, all having the same mass. The spacetimes considered are globally hyperbolic, with Cauchy surface a 3-torus. Furthermore, the…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Marsha Weaver

The dynamics of macroscopically homogeneous sheared suspensions of neutrally buoyant, non-Brownian spheres is investigated in the limit of vanishingly small Reynolds numbers using Stokesian dynamics. We show that the complex dynamics of…

Statistical Mechanics · Physics 2007-05-23 G. Drazer , J. Koplik , B. Khusid , A. Acrivos

We consider a particle moving in a one dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean…

Statistical Mechanics · Physics 2009-11-07 Satya N. Majumdar , Alain Comtet

Diffusion in a one dimensional random force field leads to interesting localisation effects, which we study using the equivalence with a directed walk model with traps. We show that although the average dispersion of positions $\bar{< x^2 >…

Disordered Systems and Neural Networks · Physics 2009-10-31 Albert Compte , Jean-Philippe Bouchaud

Famously, a $d$-dimensional, spatially homogeneous random walk whose increments are non-degenerate, have finite second moments, and have zero mean is recurrent if $d \in \{1,2\}$ but transient if $d \geq 3$. Once spatial homogeneity is…

Probability · Mathematics 2017-01-06 Nicholas Georgiou , Mikhail V. Menshikov , Aleksandar Mijatović , Andrew R. Wade

Time-averaged two-point currents are derived and shown to be spatially invariant within domains of local translation or inversion symmetry for arbitrary time-periodic quantum systems in one dimension. These currents are shown to provide a…

Quantum Physics · Physics 2016-05-25 Thomas Wulf , Christian V. Morfonios , Fotis K. Diakonos , Peter Schmelcher

We present a local framework for investigating non-unitary evolution groups pertinent to effective field theories in general semi-classical spacetimes. Our approach is based on a rigorous local stability analysis of the algebra of…

High Energy Physics - Theory · Physics 2025-01-31 Ka Hei Choi , Stefan Hofmann , Marc Schneider
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