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This paper deals with the filtering problem for a class of discrete time stochastic volatility models in which the disturbances have rational probability density functions. This includes the Cauchy distributions and Student t-distributions…

Optimization and Control · Mathematics 2007-06-25 Bernard Hanzon , Wolfgang Scherrer

We study the dependence of primordial nuclear abundances on fundamental nuclear observables such as binding energies, scattering lengths, neutron lifetime, \textit{etc.} by varying these quantities. The numerical computations were performed…

Nuclear Theory · Physics 2022-11-23 Ulf-G. Meißner , Bernard Ch. Metsch

This article investigates several properties related to densities of solutions X to differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4. We first determine conditions for strict positivity of the density…

Probability · Mathematics 2014-01-16 Fabrice Baudoin , Eulalia Nualart , Cheng Ouyang , Samy Tindel

We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…

Physics and Society · Physics 2025-05-19 Simone Göttlich , Thomas Schillinger , Andrea Tosin

The sparsity of the isotope Helium-3, ongoing since 2009, has initiated a new generation of neutron detectors. One particularly promising development line for detectors is the multilayer gaseous detector. In this paper, a stochastic process…

Statistics Theory · Mathematics 2018-11-09 Dragi Anevski , Richard Hall-Wilton , Kalliopi Kanaki , Vladimir Pastukhov

Precision measurements of neutron properties, like its permanent electric dipole moment, rely on understanding complex experimental setups in detail. We show how the properties of stored and transported ultracold neutron ensembles can be…

The neutron emission in projectile fragmentation at relativistic energies was studied with the Large-Area-Neutron-Detector LAND coupled to the ALADIN forward spectrometer at the GSI Schwerionen-Synchrotron (SIS). Stable 124Sn and…

Distributions of inelastically scattered neutrons can be quantum dynamically described by a scattering kernel. We present an accurate and computationally efficient rejection method for sampling a given scattering kernel of any isotropic…

Computational Physics · Physics 2019-02-20 X. X. Cai , T. Kittelmann , E. Klinkby , J. I. Márquez Damián

We have coded a Boltzmann solver based on a finite difference scheme (S_N method) aiming at calculations of neutrino transport in type II supernovae. Close comparison between the Boltzmann solver and a Monte Carlo transport code has been…

Astrophysics · Physics 2007-05-23 Shoichi Yamada , Hans-Thomas Janka , Hideyuki Suzuki

We calculate the evolution of the early universe through the epochs of weak decoupling, weak freeze-out and big bang nucleosynthesis (BBN) by simultaneously coupling a full strong, electromagnetic, and weak nuclear reaction network with a…

Cosmology and Nongalactic Astrophysics · Physics 2016-04-27 E. Grohs , G. M. Fuller , C. T. Kishimoto , M. W. Paris , A. Vlasenko

The counting statistics give insight into the properties of quantum states of light and other quantum states of matter such as ultracold atoms or electrons. The theoretical description of photon counting was derived in the 1960s and was…

Quantum Physics · Physics 2012-08-23 Sibylle Braungardt , Mirta Rodríguez , Roy J. Glauber , Maciej Lewenstein

Probabilities of photon counts at the output of a multiport optical device are generalised for optical sources of arbitrary quantum states in partially distinguishable optical modes. For the single-mode photon sources, the generating…

Quantum Physics · Physics 2017-12-20 Valery Shchesnovich

A method is presented to extract the neutron-skin thickness of atomic nuclei from the second and fourth moments of the electric charge distribution. We show that the value of the proton fourth moment must be independently known in order to…

Nuclear Theory · Physics 2021-08-11 Tomoya Naito , Gianluca Colò , Haozhao Liang , Xavier Roca-Maza

One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…

Statistical Mechanics · Physics 2021-09-01 Paul C Bressloff

This paper introduces the use of statistical distributions based on transport differential equations for clear distinction of transport modes within transient kinetic experiments. More specifically,novel techniques are developed for the…

Applications · Statistics 2025-01-08 M. Ross Kunz , Debtanu Maiti , Gregory Yablonsky , Rebecca Fushimi

We propose a novel method to extract the prompt neutron multiplicity distribution, $P(\nu)$, in fission reactions based on correlations between prompt neutrons, $\gamma$ rays, and fragment kinetic energy arising from energy conservation. In…

Nuclear Theory · Physics 2019-11-21 A. E. Lovell , I. Stetcu , P. Talou , G. Rusev , M. Jandel

With a view of applications to the simulations of supernova explosion and proto neutron star cooling, we derive the Boltzmann equations for the neutrino transport with the flavor mixing based on the real time formalism of the nonequilibrium…

Astrophysics · Physics 2009-10-31 Shoichi Yamada

In the framework of a stochastic picture for the one-dimensional branching Brownian motion, we compute the probability density of the number of particles near the rightmost one at a time $T$, that we take very large, when this extreme…

Statistical Mechanics · Physics 2022-12-13 Anh Dung Le , Alfred H. Mueller , Stéphane Munier

A novel stochastic technique combining a dilute source grid of $\mathbb{Z}_3$ noise with iterative momentum-smearing is used to study the proton correlation function at rest and in boosted frames on two lattice volumes. The technique makes…

High Energy Physics - Lattice · Physics 2018-12-05 J. -J. Wu , W. Kamleh , D. ~B. Leinweber , R. D. Young , J. M. Zanotti

Accurate static traffic assignment models are important tools for the assessment of strategic transportation policies. In this article we present a novel approach to partition road networks through network modularity to produce data-driven…

Systems and Control · Electrical Eng. & Systems 2022-11-28 Alexander Roocroft , Giuliano Punzo , Muhamad Azfar Ramli
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