Related papers: The Wigner distribution of Gaussian tempered gener…
In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the…
We consider the scattering of an electron from a semi-infinite one-dimensional random medium. The random medium is characterized by force, $-\d V/\d L$ being the basic random variable. We obtain an analytical expression for the stationary…
We demonstrate the relevance of complex Gaussian stochastic processes to the stochastic state vector description of non-Markovian open quantum systems. These processes express the general Feynman-Vernon path integral propagator for open…
We generalize Taylor's theorem by introducing a stochastic formulation based on an underlying Poisson point process model. We utilize this approach to propose a novel non-linear regression framework and perform statistical inference of the…
Wigner phase space quasi-probability distribution function is a Fourier transform related to a given quantum mechanical wave function. It is shown that for the wave functions of type $\psi (q)=e^{-aq^2}\phi (q)$, the Wigner function can be…
In this paper, we extend Stein's method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators for mixed products of these distributions, which include the…
The Wigner function for one and two-mode quantum systems is explicitely expressed in terms of the marginal distribution for the generic linearly transformed quadratures. Then, also the density operator of those systems is written in terms…
The Weyl-Wigner map yields the entire structure of Moyal quantum mechanics directly from the standard operator formulation. The covariant generalization of Moyal theory, also known as Vey quantum mechanics, was presented in the literature…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
On the basis of the Kac formula of the characteristic function of the random variable defined by values of the quadratic functional $J_T [w]$ on trajectories of the standard Wiener process $\{w\}$, the method of its distribution density is…
Based on a student research project this article gives a short review on Wishart processes. A Wishart procces is a matrix valued continuous time stochastic process with a marginal Wishart distribution. The Wishart distribution is a matrix…
In this article we introduce a quasiprobability distribution of work that is based on the Wigner function. This construction rests on the idea that the work done on an isolated system can be coherently measured by coupling the system to a…
We study a class of phase-space distribution functions that is generated from a Gaussian convolution of the Wigner distribution function. This class of functions represents the joint count probability in simultaneous measurements of…
We define a Wigner distribution function for a one-dimensional finite quantum system, in which the position and momentum operators have a finite (multiplicity-free) spectrum. The distribution function is thus defined on discrete…
Representations of quantum state vectors by complex phase space amplitudes, complementing the description of the density operator by the Wigner function, have been defined by applying the Weyl-Wigner transform to dyadic operators, linear in…
We derive the joint distribution of the moments $\mathrm{Tr}\, Q^{\kappa}$ ($\kappa\geq0$) of the Wigner-Smith matrix for a chaotic cavity supporting a large number of scattering channels $n$. This distribution turns out to be…
We study Wigner function value statistics of classically chaotic quantum maps on compact 2D phase space. We show that the Wigner function statistics of a random state is a Gaussian, with the mean value becoming negligible compared to the…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
In this paper, we define a new and broad family of vector-valued random fields called tempered operator fractional operator-stable random fields (TRF, for short). TRF is typically non-Gaussian and generalizes tempered fractional stable…
We study a generalization of the Wigner function to arbitrary tuples of hermitian operators, which is a distribution uniquely characterized by the property that the marginals for all linear combinations of the given operators agree with the…