Related papers: On hypoellipticity of degenerate operators in test…
The truncated Hilbert transform with overlap $H_T$ is an operator that arises in tomographic reconstruction from limited data, more precisely in the method of Differentiated Back-Projection (DBP). Recent work [1] has shown that the singular…
Motivated by contemporary and rich applications of anomalous diffusion processes we propose a new statistical test for fractional Brownian motion, which is one of the most popular models for anomalous diffusion systems. The test is based on…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
In this paper, we consider sequential testing over a single-sensor, a single-decision center setup. At each time instant $t$, the sensor gets $k$ samples $(k>0)$ and describes the observed sequence until time $t$ to the decision center over…
For a class of non-selfadjoint semiclassical pseudodifferential operators with double characteristics, we study bounds for resolvents and estimates for low lying eigenvalues. Specifically, assuming that the quadratic approximations of the…
Bayesian posterior distributions are widely used for inference, but their dependence on a statistical model creates some challenges. In particular, there may be lots of nuisance parameters that require prior distributions and posterior…
Excitonic transport in static disordered one dimensional systems is studied in the presence of thermal fluctuations that are described by the Haken-Strobl-Reineker model. For short times, non-diffusive behavior is observed that can be…
We map the problem of diffusion in the quenched trap model onto a new stochastic process: Brownian motion which is terminated at the coverage "time" ${\cal S}_\alpha=\sum_{x=-\infty} ^\infty (n_x)^\alpha$ with $n_x$ being the number of…
Depinning transitions occur when a threshold force must be applied to drive an otherwise immobile system. For the depinning of colloidal particles from a corrugated landscape, we show how active noise due to self-propulsion impacts the…
The decoherent histories approach to quantum theory is applied to a class of reparametrization invariant models, which includes systems described by the Klein-Gordon equation, and by a minisuperspace Wheeler-DeWitt equation. A key step in…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…
We assert that state reduction processes in different types of photodetection experiments are described by using different kinds of ladder operators. A special model of discrete photodetection is developed by the use of superoperators which…
We consider the decoherence of phase space histories in a class of quantum Brownian motion models, consisting of a particle moving in a potential $V(x)$ in interaction with a heat bath at temperature $T$ and dissipation gamma, in the…
In the problem of asymptotic binary i.i.d. state discrimination, the optimal asymptotics of the type I and the type II error probabilities is in general an exponential decrease to zero as a function of the number of samples; the set of…
Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…
We consider nonparametric Bayesian inference in a reflected diffusion model $dX_t = b (X_t)dt + \sigma(X_t) dW_t,$ with discretely sampled observations $X_0, X_\Delta, \dots, X_{n\Delta}$. We analyse the nonlinear inverse problem…
Extending classical probabilistic reasoning using the quantum mechanical view of probability has been of recent interest, particularly in the development of hidden quantum Markov models (HQMMs) to model stochastic processes. However, there…
This paper investigates the initial boundary value problem of a finitely degenerate semilinear pseudo-parabolic equation associated with H\"{o}rmander's operator. Based on the global existence of solutions in previous literature, the…
Deconvolving ("unfolding'') detector distortions is a critical step in the comparison of cross section measurements with theoretical predictions in particle and nuclear physics. However, most existing approaches require histogram binning…